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 LIS post-trade calculation of the thresholds Trade - percentile Threshold floor Trade - percentile Threshold floor Trade - percentile Threshold floor Trade - percentile Threshold floor 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 derivatives whose60 underlying is of the type 70 80 90 Dioxide Dioxide Dioxide Dioxide underlying is of the type Certified Emission Certified Emission Reductions (CER) Reductions (CER) Emission allowance transactions executed on derivatives whose all emission allowance underlying is of the derivatives whose60 20,000 tons of Carbon 25,000 tons of Carbon 40,000 tons of Carbon 50,000 tons of Carbon 70 80 90 Dioxide Dioxide Dioxide Dioxide type Emission underlying is of the type Reduction Units Emission Reduction Units (ERU) (FRU)
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 LIS post-trade Trade - percentile Threshold floor Trade - percentile Threshold floor Trade - percentile Threshold floor Trade - percentile Threshold floor Emission allowance derivatives whose underlying is of the type Certified Emission Reductions (CER) transactions executed on all emission allowance derivatives whose60 underlying is of the type Certified Emission Reductions (CER) 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 Emission allowance derivatives whose underlying is of the type Emission Reduction Units (FRU) transactions executed on all emission allowance derivatives whose60 underlying is of the type Emission Reduction Units (ERU) 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
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