On 29 October 2021, the European Securities and Markets Authority (ESMA) published the latest quarterly liquidity assessment for bonds available for trading on EU trading venues. The full list of assessed bonds will be available through FITRS in the XML files with a publication date from 29 October 2021 and through the Register web interface. ESMA has also published two completeness indicators related to bond liquidity data. The transparency requirements for bonds deemed liquid will apply from 16 November 2021 to 15 February 2022.
ESMA has also published the total number of trades and total volume over the period April to September 2021 for the purpose of the systematic internaliser (SI) calculations under MiFID II. The SI test will be performed by 15 November 2021. The data is made available through the SI register in excel files and for equity, equity-like instruments and bonds also through FITRS in the XML files with publication date 29 October 2021.