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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|16/07/2021||ESMA31-62-1258||Q&As on the Prospectus Regulation||Prospectus||Q&A||PDF
|16/07/2021||ESMA34-32-352||Q&A on the Application of the AIFMD||Fund Management, Supervisory convergence||Q&A||PDF
|16/07/2021||ESMA34-43-392||Q&A on the application of the UCITS Directive||Fund Management||Q&A||PDF
|31/05/2021||2021/Q2 IFR list||Further instruments and funds qualifying as own funds for investment firms||Fund Management, Joint Committee||Reference||XLSX
|28/05/2021||ESMA50-164-4575||Opinion- Collection of information for the effective monitoring of systemic risk under Article 24(5), first subparagraph, of the AIFMD||Fund Management||Opinion||PDF
|20/05/2021||ESMA70-156-4262||Opinion for the adjustment of the threshold set out in Article 5(2) of SSR||COVID-19, Market Integrity, Short Selling||Opinion||PDF
|13/04/2021||ESMA34-49-309 response form||Response form to CP on MMFR review||Fund Management||Reference||DOCX
|29/03/2021||ESMA34-46-101||Register of authorised European long-term investment funds (ELTIFs)||Fund Management||Reference||XLSX
|29/03/2021||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|15/02/2021||ESMA34-47-369||Call for expression of interest IMSC CWG 2021||Fund Management||Reference||PDF
|01/02/2021||ESMA50-164-4105||Alternative Investment Funds (AIFs) exposures to commercial real estate- 2019||Fund Management, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|28/01/2021||ESMA32-384-5080||Languages accepted for scrutiny of the Prospectus and translation requirements for Summaries||Prospectus||Reference||PDF
|15/01/2021||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|12/01/2021||ESMA WP-2021-02||ESMA working paper on equity funds and derivatives||Fund Management, Innovation and Products||Reference||PDF
|04/01/2021||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|22/12/2020||ESMA34-47-352||ToR OWG IMSC||Fund Management||Reference||PDF
|21/12/2020||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|21/12/2020||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|04/12/2020||ESMA65-8-6480||Money Market Fund Reporting Technical Reporting Instructions||Fund Management||Reference||ZIP
|18/11/2020||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.