Circulars
Mar 24, 2026

011/2026: Annual transparency calculations by ESMA: Adjustments for equity instruments on trading venues Deutsche Börse Xetra (XETR) and Deutsche Börse Frankfurt (XFRA)

Deutsche Börse Circular 011/26

On 27 February 2026, annual transparency calculations for equity instruments were published by ESMA. They shall apply from Tuesday, 7 April 2026 until 4 April 2027.

Because of the update, the tick size determined for each share and depositary receipt traded on Deutsche Börse Xetra (XETR) and Deutsche Börse Frankfurt (XFRA) might be modified on 7 April 2026, and order deletions might take place in the T7 trading system for XETR.

Results on a per instrument basis are provided in the attached Excel file.

Start of validity: 7 April 2026
End of validity: 4 April 2027 

2.  Required action

Trading Participants should validate if their orders will be affected by deletions on 7 April 2026, due to the new tick sizes.

3.  Details of the initiative
 
The calculations mainly refer to the following: 

  • the determination of the most relevant market in terms of liquidity (MRMTL) in accordance with RTS 1 (Commission Delegated Regulation (EU) 2017/587);
  • the determination of the average daily number of transactions (ADNTE) on the most relevant market in terms of liquidity (MRMTL) determining the tick-size for shares and depositary receipts;
  • the adjustment of the ADNTE for shares, which determines the tick-size regime for shares whose main source of liquidity is located in a third country, in accordance with RTS 11 (Commission Delegated Regulation (EU) 2017/588).


Impact on the trading venues Deutsche Börse Xetra (XETR) and Deutsche Börse Frankfurt (XFRA)

Trading venue Deutsche Börse Xetra (XETR, T7 trading system)

On 7 April 2026, with the beginning of the phase “Start of Day“, orders whose limits are not compliant with the tick size of the new liquidity band will be deleted. The deletion will be conducted on a single order basis and the deletion reason will be either “Invalid Limit Price” or “Invalid Stop Limit Price”.

Trading venue Deutsche Börse Frankfurt (XFRA, T7 trading system)
 
On 7 April 2026, all orders placed on Deutsche Börse Frankfurt will remain in the T7 trading system, even those orders whose limit is not compliant with the tick size of the new liquidity band.
 

Attachment:  

  • Status quo for the instruments subject to the tick size regime (except ETFs) on FWB and updated with yearly calculations for 2026


Further information

Recipients: 

All Trading Participants of Frankfurt Stock Exchange (Frankfurter Wertpapierbörse, FWB®) and Vendors

Target groups: 

Traders, Technical Contacts, Security Administrators, Nominated Persons, General

Related circulars:

Deutsche Börse Circulars 024/19, 028/19, 071/19, 021/20, 020/21, 011/22, 014/23, 011/24, 013/25

Contact: 

client.services@deutsche-boerse.com

Web: 

www.cashmarket.deutsche-boerse.com  

Authorized by: 

Melanie Dannheimer, on behalf of the Management Board: Christoph Weigel



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