ANNEX I Classes of financial instruments

Equities — Shares & Depositary Receipts

1. (i)

   Tick size liquidity bands 5 and 6 (from 2000 trades per day)

2. (ii)

   Tick size liquidity bands 3 and 4 (from 80 to 1999 trades per day)

3. (iii)

   Tick size liquidity band 1 and 2 (from 0 to 79 trades per day)

Debt instruments

1. (i)

   Bonds

2. (ii)

   Money markets instruments

Interest rates derivatives

1. (i)

   Futures and options admitted to trading on a trading venue

2. (ii)

   Swaps, forwards, and other interest rates derivatives

credit derivatives

1. (i)

   Futures and options admitted to trading on a trading venue

2. (ii)

   Other credit derivatives

currency derivatives

1. (i)

   Futures and options admitted to trading on a trading venue

2. (ii)

   Swaps, forwards, and other currency derivatives

Structured finance instruments

Equity Derivatives

1. (i)

   Options and Futures admitted to trading on a trading venue

2. (ii)

   Swaps and other equity derivatives

Securitized Derivatives

1. (i)

   Warrants and Certificate Derivatives

2. (ii)

   Other securitized derivatives

Commodities derivatives and emission allowances Derivatives

1. (i)

   Options and Futures admitted to trading on a trading venue

2. (ii)

   Other commodities derivatives and emission allowances derivatives

Contracts for difference

Exchange traded products (Exchange traded funds, exchange traded notes and exchange traded commodities)

Emission allowances

Other instruments