ANNEX Table 1 Symbol table for Table 2 Table 2 Formats of the report for the purpose of the volume cap mechanism

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field.

{DECIMAL-n/m}

Decimal number of up to n digits in total of which up to m digits can be fraction digits

Numerical field for both positive and negative values.

• decimal separator is "." (full stop);
• the number may be prefixed with "–" (minus) to indicate negative numbers.

Where applicable, values shall be rounded and not truncated.

{CURRENCYCODE_3}

3 alphanumerical characters

3 letter currency code, as defined by ISO 4217 currency codes

{DATEFORMAT}

ISO 8601 date format

Dates should be formatted by the following format:

YYYY-MM-DD.

{ISIN}

12 alphanumerical characters

ISIN code, as defined in ISO 6166

{MIC}

4 alphanumerical characters

Market identifier as defined in ISO 10383

Reporting period

{DATEFORMAT}/{DATEFORMAT}

where the first date is the beginning of the reporting period and the second date is the end of the reporting period.

Reporting entity identification

Where the reporting entity is a trading venue: {MIC}

(segment MIC or, where appropriate, operational MIC)

or

{ALPHANUM-50}

if the reporting entity is a CTP.

Trading venue identifier

{MIC}

(segment MIC, where available, otherwise operational MIC).

Instrument identifier

{ISIN}

Currency of the transactions

{CURRENCYCODE_3}

Total volume of trading (per currency)

{DECIMAL-18/5}

Total volume of trading under Reference Price waiver as defined under Article 4(1)(a) of MiFIR (per currency)

{DECIMAL-18/5}

Total volume of trading under Negotiated Transactions waiver as defined under Article 4(1)(b)(i) of MiFIR (per currency)

{DECIMAL-18/5}