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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
20/05/2022 ESMA65-8-6560 Technical Reporting Instructions- CSDR Article 9- Internalised Settlement Reporting Reference PDF
1.75 MB
20/05/2022 ESMA65-8-7109 Technical Reporting Instructions CSDR Article 7 – Settlement Fails Reporting Reference PDF
1018.94 KB
20/05/2022 ESMA70-156-4448 Q&As- Central Securities Depositories Regulation , Q&A PDF
647.98 KB
19/05/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
40.34 KB
19/05/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
449.2 KB
18/05/2022 ESMA50-165-2096 Leverage and derivatives – the case of Archegos , Reference PDF
264.1 KB
13/05/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
26.5 KB

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:
1.0.1% applicable where the total amount of outstanding issued sovereign debt is between 0 and 500 billion euros;
2.0.5% applicable where the total amount of outstanding issued sovereign debt is above 500 billion euros or where there is a liquid futures market for the particular sovereign debt.

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.

12/05/2022 ESMA71-99-1943 ESMA appoints new member to its Management Board- Press release , , , Press Release PDF
94.01 KB
12/05/2022 ESMA WP-2022-02 ESMA working paper on Financial stability risks from cloud outsourcing Reference PDF
746.79 KB
12/05/2022 ESMA70-151-887 CSDR List of relevant authorities- Article 12 Reference PDF
301.23 KB
11/05/2022 ESMA ED Calendar 2022 calendar of the Executive Director of ESMA Reference PDF
114.06 KB
11/05/2022 ESMA22-106-3829 Overview of planned consultation papers 2022 Reference PDF
36.86 KB
02/05/2022 ESMA70-155-11635 CSD Register Reference PDF
1.19 MB
02/05/2022 ESMA70-449-501 Opinion ITS insider lists , , , Opinion PDF
1.76 MB
02/05/2022 ESMA70-449-497 Opinion RTS liquidity contracts for SME Growth Market issuers , , , Opinion PDF
849.59 KB
29/04/2022 ESMA42-646012687-331 ESMA Guidelines , Reference XLSX
66.09 KB
25/04/2022 ESMA70-151-2218 Public Register for the Clearing Obligation under EMIR Reference PDF
678.85 KB
20/04/2022 ESMA80-187-945 Verena Ross' speech at ECMI/CEPS Webinar, 20 April 2022 , , Speech PDF
178.1 KB

Verena Ross' speech at ECMI/CEPS Webinar, 20 April 2022: "ESMA – driving forward high-quality supervision and transparency in a single EU capital market"

13/04/2022 JC 2022 09 Joint ESA report on Risks and Vulnerabilities in the EU financial system No 1 2022 , Report PDF
949.47 KB
11/04/2022 ESMA22-440-241 ESMA Staff Stakeholder contacts in the first quarter 2022 Reference PDF
122.1 KB

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