Turnover of (market price relevant) cross-trades

Since 28 November 2011, the Xetra^® trading system does not differentiate between "exchange prices" (published or forwarded to other systems, used for index calculation, trigger volatility interruptions and conditional orders, e.g. stop orders, and update the reference price) and "market prices" (cross trades of trading participants during continuous trading; these were not published or passed on to other systems, were not used for index calculation, did not trigger volatility interruptions and conditional orders, e.g. stop orders, and do not longer update the reference price).

Wiener Börse AG is obliged to publish on its website the shares of (market price-relevant) cross trades (see Article 18 of the Trading Rules) per trading day and ISIN.