ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
425
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Investor Protection X Corporate Disclosure X Brexit X Trade Repositories X Short Selling X Supervisory convergence X Market Integrity X Fund Management X Post Trading X Technical Advice X Vacancy X Opinion X Reference X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
18/01/2022 ESMA35-42-1305 ESCPR- Miscellaneous reporting to ESMA , Reference PDF
318.34 KB
14/01/2022 ESMA70-151-3061 Methodology for Mandatory Peer Reviews in relation to CCPs’ authorisation and supervision under EMIR , Reference PDF
339.83 KB
14/01/2022 ESAs Financial Education event Joint ESAs high-level conference on financial education , Reference PDF
264.67 KB
07/01/2022 ESMA71-102-173 ESMA Q&As- list of questions currently under development Reference XLSX
128.39 KB
07/01/2022 ESMA35-30-703 Call for expression of interest: CWG of ESMA's IPISC Reference PDF
188.91 KB
04/01/2022 JC 2021 56 Mandate of the Joint Committee of the European Supervisory Authorities’ Consumer Protection and Financial Innovation Sub-Committee , , Reference PDF
91.78 KB
03/01/2022 ESMA70-155-11635 CSD Register Reference PDF
1.03 MB
03/01/2022 ESMA34-46-101 Register of authorised European long-term investment funds (ELTIFs) Reference XLSX
57.62 KB
22/12/2021 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
45.08 KB
22/12/2021 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
447.96 KB
20/12/2021 ESMA70-156-5257 Trading Venues with the Highest Turnover for Bonds- for CSDR Cash Penalties Calculation [TEMPLATE] Reference XLSX
3.26 MB
20/12/2021 ESMA65-8-6905 CSDR7 Settlements Fails XML Schema Reference ZIP
451.11 KB
20/12/2021 ESMA65-8-7109 Technical Reporting Instructions CSDR Article 7 – Settlement Fails Reporting Reference PDF
1012 KB
17/12/2021 ESRB/2021/0104 Redacted ESRB response letter to ESMAs consultation , , Reference PDF
4.11 MB
24/11/2021 ESMA70-151-2767 List of designated authorities, payment systems and securities settlement systems Reference XLSX
75.88 KB
22/11/2021 ESMA 70-156-5010 Review of the clearing thresholds under EMIR_Response Form Reference DOCX
771.64 KB
19/11/2021 ESMA70-148-523 List of Central Counterparties authorised to offer services and activities in the Union Reference PDF
373.14 KB
18/11/2021 ESMA35-30-703 application form Application form- IPISC CWG renewal 2021 Reference DOCX
37.46 KB
08/11/2021 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.43 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.

25/10/2021 ESMA70-151-995 Key relevant provisions of the corporate or similar law of a Member State, under which securities are constituted Reference PDF
1.86 MB

Pages