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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|26/09/2022||ESMA81-459-69||Recommendation from the Working Group on Euro Risk-Free Rates on the availability of derivative products referencing €STR||Benchmarks||Reference||PDF
|26/09/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|16/09/2022||CPD22||Joint ESAs Consumer Protection Day- Programme||Joint Committee, MiFID - Investor Protection||Reference||PDF
|19/08/2022||ESMA81-393-502||ESMA response to the EC consultation on the BMR review 2022||Benchmarks||Reference||PDF
|16/08/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|10/08/2022||ESMA35-42-1305||ESCPR- Miscellaneous reporting to ESMA||Crowdfunding, MiFID - Investor Protection||Reference||PDF
|04/08/2022||Net short thresholds||Net short position notification thresholds for sovereign issuers||Short Selling||Reference||XLSX
According to Article 7(2) of the Short Selling Regulation, ESMA has to publish a list of the thresholds applicable to the sovereign issuers for the purpose of the notification to competent authorities of significant net short position in sovereign debt.
The way these notification thresholds are defined is further specified in the Commission Delegated Regulation No 918/2012 (the “DR”). The DR specifies that initial threshold categories shall be:
The additional incremental levels shall be set at 50% of the initial thresholds. The reporting thresholds shall be monetary amounts fixed by applying the percentage thresholds to the outstanding sovereign debt of the sovereign issuer. They will be revised and updated quarterly to reflect changes in the total amount of outstanding sovereign debt of each sovereign issuer.
In addition, the DR states that the amount of outstanding debt should be calculated using a duration adjusted approach. ESMA has published a Q&A document on how to proceed for the duration adjustment.
The table of thresholds contains the name of the sovereign issuer, the amount of outstanding debt duration adjusted, the initial threshold amount and the relevant percentage, the incremental threshold amount and the relevant percentage.
Please note that the figures of the amount of outstanding debt are duration adjusted (not nominal amounts) and are approximations provided by competent authorities.
|20/07/2022||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|20/07/2022||ESMA50-164-2193||TRV Article_Key Retail Risk Indicators for the EU single market||MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|18/07/2022||ESMA81-459-65||Working Group on Euro Risk-Free Rates- 17 June Meeting Minutes||Benchmarks||Reference||PDF
|08/07/2022||ESMA81-393-513||Response form- RTS on recognition under the Benchmarks Regulation||Benchmarks||Reference||DOCX
|08/07/2022||ESMA81-393-494||CP on Review of the RTS on the form and content of an application for recognition under the Benchmarks Regulation||Benchmarks||Consultation Paper||PDF
|08/07/2022||ESMA35-43-3114||CP on Review of the Guidelines on MiFID II product governance requirements||MiFID - Investor Protection||Consultation Paper||PDF
|01/07/2022||ESMA31-67-535||Practical Guide on notifications of major holdings under the Transparency Directive||Corporate Disclosure, Corporate Information, Transparency||Reference||PDF
|23/06/2022||ESMA34-32-418||AIFMD MoUs signed by the EU authorities||Fund Management, International cooperation||Reference||XLSX
|23/06/2022||ESMA70-145-114||Q&A on the Benchmarks Regulation (BMR)||Benchmarks, Supervisory convergence||Q&A||PDF
|17/06/2022||ESMA42-112-377||List of extra-judicial mechanisms for consumers complaints (Art. 75 MiFID II)||MiFID - Investor Protection||Reference||PDF
|01/06/2022||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|17/05/2022||ESMA35-43-1410||Contact points of national supervisory authorities for communication in the MiFID II framework on supervisory cooperation, authorisation, acquisitions and passporting||MiFID - Investor Protection||Reference||PDF
|08/04/2022||ESMA81-459-57||Working group on euro risk-free rates- 2 March 2022 minutes||Benchmarks||Reference||PDF