Miscellaneous Tape Weekly Statistics

Below are some weekly statistics for the Oktris Miscellaneous Tape dataset. These statistics cover both the EU 27 and UK trading activities recorded on the tape. EUR Notionals are calculated trade by trade and converted from their reported currency to EUR based on the European Central bank rate for that trade day (or the most recent rate published by the ECB prior to that date). GBP notional value is converted first to EUR from the reported notional, then to GBP using ECB rates. Where a rate cannot be found in the preceding 30 days (for example, currency RUB), this trade is omitted from the notional calculations, but IS included in the other overall statistics. Also as the ECB publishes a rate for CNY but not for CNH, Oktris uses the published CNY rate where the notional currency is CNH.

The Miscellaneous tape consists of trades that did not fall into the asset classes identified by ESMA for Consolidated Tape – Shares, ETFs, Bonds and Derivatives. Oktris identifies these asset classes by mapping instrument CFI codes to MiFIR asset class reporting identifiers. Where this is ambiguous such as CFI code “DS****” mapping to either “Securitised derivatives or Bonds”, Oktris includes this in the miscellaneous tape rather than the bond tape.