ESMA LIS threshold for Instrument A: EUR 650,000 notional - ESMA LIS threshold for Instrument B: EUR 4,200,000 notional - Instrument A: FTSE 250 mid-cap equity; liquid; standard market size EUR 10,000 - Instrument B: DAX large-cap equity; liquid; standard market size EUR 50,000 - Instrument C: AIM-l