On 26 March 2021, there was published in the Official Journal of the EU (OJ):

• Commission Delegated Regulation (EU) 2021/527 of 15 December 2020 amending Commission Delegated Regulation (EU) 2017/565 as regards the thresholds for weekly position reporting.  Commission Delegated Regulation (EU) 2017/565 establishes the minimum thresholds referred to in the second subparagraph of Article 58(1) of MiFID II, above which trading venues are required to make public weekly reports as referred to in Article 58(1)(a) of MiFID II. The Commission Delegated Regulation amends Commission Delegated Regulation (EU) 2017/565 so that the minimum threshold regarding the size of open positions no longer depend on the size of open interest in comparison with the size of deliverable supply but instead be based on simpler criteria, the size of open interest in the commodity derivative. The Commission Delegated Regulation enters into force on the third day following its publication in the OJ.
• Commission Delegated Regulation (EU) 2021/529 of 18 December 2020 establishing regulatory technical standards amending Delegated Regulation (EU) 2017/583 as regards adjustment of liquidity thresholds and trade percentiles used to determine the size specific to the instrument applicable to certain non-equity instruments. Commission Delegated Regulation (EU) 2017/583 sets out the transparency requirements applicable to bonds, structured finance products, emission allowances and derivatives. In order to ensure a smooth implementation of those requirements the Delegated Regulation introduced an annual phase-in of application of certain transparency thresholds over the course of four years, starting from 2019. This phase-in allows a gradual broadening of the application of corresponding transparency obligations. In particular this concerns the ‘average daily number of trades’ criterion used for the determination of bonds for which there is a liquid market and the trade percentiles used for the determination of the size specific to the instrument which allows for pre-trade transparency obligations to be waived. The Commission Delegated Regulation now published follows an earlier assessment by the European Securities and Markets Authority and moves to stage ‘S2’ for determining bonds for which there is a liquid market and for the size specific to the instrument for bonds. However, other classes of financial instrument are not moved onto this different stage. The Commission Delegated Regulation enters into force on the twentieth day following that of its publication in the OJ.
• Corrigendum to Commission Implementing Regulation (EU) 2021/453 of 15 March 2021 laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the specific reporting requirements for market risk. The Corrigendum inserts into Commission Implementing Regulation (EU) 2021/453 a new Annex III concerning the Single Data Point Model. It also inserts validation rules into Annexes I and II of Commission Implementing Regulation (EU) 2021/453.