The TRADE 60 | Page 34

[ T I M E L I N E | T H E F I R S T 5 0 0 D AY S O F M I F I D I I ] [ T I M E L I N E TIMELINE: THE FIRST 500 DAYS OF MIFID II The TRADE presents a comprehensive timeline of the major incidents, developments, statistics and talking points that have occurred during the first 500 days of the MiFID II regulatory regime, a milestone that occurred on 18 May 2019, including data delays, the rise of periodic auctions and systematic internalisers, and inevitable demands 3 January 2018 MiFID II comes into force across Europe after a one- year delay. While markets are largely unaffected on the day itself, several major European exchanges – ICE Futures Europe, London Metal Exchange and Eurex – are granted last-minute reprieves from complying with the open access regime until later in the year to ensure “orderly functioning of the trading venues.” 9 January 2018 The first problems of the MiFID II regime appear as ESMA delays the implementation of the double volume caps (DVCs) on dark pool trading due to “insufficient data” from trading venues. 18 January 2018 – US broker Evercore ISI shutters its European trading operations in London just two weeks after MiFID II comes into force. 10 January 2018 $300 million was wiped off the market for European equity research after the MiFID II’s rules on unbundling payments for investment research and execution fees, according to a study from Greenwich Associates, which finds that research and advisory budgets had fallen on average by 20% compared to 2017. 34 // TheTrade // Summer 2019 7 February 2018 – Major exchange groups call on ESMA to include systematic internalisers (SIs) under the regulation’s tick size regime, claiming it would create a competitive disadvantage for trading venues if only on-venue orders and quotes have to comply with the minimum tick size regime, resulting in volumes currently traded on-exchange migrating towards OTC execution. 22 February 2018 – Fidelity Investments announces a reversal of its decision to pass research costs on to its investors through a commission sharing agreement and RPA model under MiFID II unbundling rules, and will instead absorb the cost of research into its own P&L. 7 March 2018 ESMA publishes the first round of DVCs data for dark pool trading after its delay in early January. A total of 744 instruments in January and 643 in February 2018 hit either the 4% or 8% threshold, a combined total representing 2.5% of all equities ESMA lists. | T H E F I R S T 5 0 0 D AY S 27 March 2018 ESMA announces that it will enforce the tick size regime on SIs, stating that market respondents were supportive of the decision overall as it would contribute to a level playing field between SIs and exchanges. 21 March 2018 Trading data under MiFID II from Thomson Reuters finds that dark pool and large-in- scale (LIS) activity had declined under the new regime, while periodic auctions gained traction among those seeking to avoid the DVCs. O F M I F I D I I ] 22 May 2018 – ESMA’s first liquidity assessment of the European bond market finds that only 220 bonds were considered to be sufficiently liquid to be subject to MiFID II’s real-time transparency requirements. 26 April 2018 Chairman of the Autorité des Marchés Financiers, Robert Ophéle, calls out Cboe’s European periodic auction venue, expressing concern around surging volumes and how the industry considers them to be lit venues. 5 June 2018 - The UK’s economic secretary to the Treasury and City Minister, John Glen, confirms that there will be “no bonfire of financial regulation”, including MiFID II, once the United Kingdom completes its departure the European Union. Issue 60 // TheTradeNews.com // 35