ESMA makes new liquidity data for bonds subject to the pre- and post-trade requirements of MiFID II

ESMA bond liquidity data

The EU securities markets’ regulator ESMA has just informed the public that it has started to make available new data for bonds available for trading on EU trading venues. The following announcement has been made for bonds, subject to the pre-trade and post-trade requirements of the Markets in Financial Instruments Directive (MiFID II) and Regulation (MiFIR) through its data register.

There are currently 594 liquid bonds subject to MiFID II transparency requirements for the reviewed period.

ESMA’s new data is based on a quarterly assessment of quantitative liquidity criteria.

The EU regulator updates the bond market liquidity assessments quarterly.

The full list of assessed bonds will be available through FITRS in the XML files from 1 August 2019, as well as through the Register web interface.

The regulator will also release two completeness indicators related to bond liquidity data.

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