Table 13.2 Emission allowance derivatives and post-trade SSTI and LIS thresholds for sub-asset classes determined to have a liquid market — Asset class - Emission Allowance Derivatives Percentiles and threshold floors to be applied for the calculation of the pre-trade and post-trade SSD and LIS thresholds for the sub-asset classes determined to have a liquid market Transactions to be considered for the Sub-asset class SSTI pre-trade LIS pre-trade SSTI post-trade LIS post-trade calculation of the thresholds - percentile Threshold floor Trade - percentile Threshold - percentile Threshold floor Trade - percentile Threshold floor transactions executed on Emission allowance all emission allowance derivatives whose derivatives whose 40,000 tons of Carbon 50,000 tons of Carbon 90,000 tons of Carbon 100,000 tons of underlying is of the type 60 70 80 90 Dioxide Dioxide Dioxide Carbon Dioxide underlying is of the type European Union European Union Allowances (EUA) Allowances (EUA) transactions executed on Emission allowance all emission allowance derivatives whose • 20,000 tons of Carbon 25,000 tons of Carbon 40,000 tons of Carbon 50,000 tons of Carbon underlying is of the type derivatives whose 60 70 80 90 underlying is of the type Dioxide Dioxide Dioxide Dioxide European Union Aviation Allowances European Union Aviation (EUAA) Allowances (EUAA)
Table 13.2 Emission allowance derivatives — and post-trade SSTI and LIS thresholds for sub-asset classes determined to have a liquid market Asset class - Emission Allowance Derivatives Sub-asset class Transactions to be considered for the calculation of the thresholds Percentiles and threshold floors to be applied for the calculation of the pre-trade and post-trade SSD and LIS thresholds for the sub-asset classes determined to have a liquid market SSTI pre-trade LIS pre-trade SSTI post-trade LIS post-trade - percentile Threshold floor Trade - percentile Threshold - percentile Threshold floor Trade - percentile Threshold floor Emission allowance derivatives whose underlying is of the type European Union Allowances (EUA) transactions executed on all emission allowance derivatives whose underlying is of the type European Union Allowances (EUA) 60 40,000 tons of Carbon Dioxide 70 50,000 tons of Carbon Dioxide 80 90,000 tons of Carbon Dioxide 90 100,000 tons of Carbon Dioxide Emission allowance derivatives whose underlying is of the type European Union Aviation Allowances (EUAA) transactions executed on all emission allowance • derivatives whose underlying is of the type European Union Aviation Allowances (EUAA) 60 20,000 tons of Carbon Dioxide 70 25,000 tons of Carbon Dioxide 80 40,000 tons of Carbon Dioxide 90 50,000 tons of Carbon Dioxide