Table 11.2 CFDs— pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined to have a liquid market Asset class - Financial contracts for differences (CFDs) Percentiles and threshold floors to be applied for the calculation of the pre-trade and post-trade SSTI and LIS thresholds for the sub-classes determined to have a liquid market Transactions to be Sub-asset class SSTI pre-trade LIS pre-trade SSTI post-trade LIS post-trade considered for the calculations of the Trade - Trade - Trade - Volume - Trade - Volume - thresholds Threshold floor Threshold Threshold floor Threshold floor percentile percentile percentile percentile percentile percentile transactions executed on currency CFDs considered Currency CFDs 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 to have a liquid market as per Articles 6 and 8(1)(b) transactions executed on commodity CFDs considered to have a 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 Commodity CFDs liquid market as per Articles 6 and 8(1)(b) transactions executed on equity CFDs considered 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 Equity CFDs to have a liquid market as per Articles 6 and 8(1)(b) transactions executed on equity CFDs considered 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 Bond CFDs to have a liquid market as per Articles 6 and 8(1)(b)
Table 11.2 CFDs— pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined to have a liquid market Asset class - Financial contracts for differences (CFDs) Sub-asset class Percentiles and threshold floors to be applied for the calculation of the pre-trade and post-trade SSTI and LIS thresholds for the sub-classes determined to have a liquid market Transactions to be considered for the calculations of the thresholds SSTI pre-trade LIS pre-trade SSTI post-trade LIS post-trade Trade - percentile Threshold floor Trade - percentile Threshold Trade - percentile Volume - percentile Threshold floor Trade - percentile Volume - percentile Threshold floor Currency CFDs transactions executed on currency CFDs considered to have a liquid market as per Articles 6 and 8(1)(b) 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 Commodity CFDs transactions executed on commodity CFDs considered to have a liquid market as per Articles 6 and 8(1)(b) 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 Equity CFDs transactions executed on equity CFDs considered to have a liquid market as per Articles 6 and 8(1)(b) 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000 Bond CFDs transactions executed on equity CFDs considered to have a liquid market as per Articles 6 and 8(1)(b) 60 EUR 50,000 70 EUR 60,000 80 60 EUR 90,000 90 70 EUR 100,000