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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
19/11/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
44.29 KB
19/11/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
502.23 KB
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.35 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.

18/11/2020 ESMA22-106-2964 Summary of Conclusions Board of Supervisors conference call- 23 October 2020 Summary of Conclusions PDF
137.02 KB
12/11/2020 ESMA70-155-4809 List of trading venues and CCPs benefiting from a transitional exemption from the access provisions under Article 54(2) of MiFIR Reference PDF
90.28 KB
09/11/2020 ESMA22-106-2930 Summary of Conclusions Board of Supervisors conference call- 22 and 23 September 2020 Summary of Conclusions PDF
290.95 KB
09/11/2020 ESMA22-106-2883 Summary of Conclusions Management Board meeting 17 September 2020 Summary of Conclusions PDF
124.02 KB
06/11/2020 ESMA32-65-293 Application form for CFSC CWG , Reference DOCX
35.57 KB
06/11/2020 ESMA70-156-3882 Response Form CP Guidelines on market data Reference DOCX
759.82 KB
06/11/2020 Overview recruitments Overview recruitments- Updated November 2020 , Reference PDF
211.66 KB
05/11/2020 ESMA30-379-325 Response form- CP on TR Article 8 advice Reference DOCX
775.77 KB
23/10/2020 ESMA31-62-1193 List of prospectus thresholds , , Reference PDF
220.58 KB
12/10/2020 ESMA22-105-1230 Annex to Opening Statement for ECON Hearing 12 October 2020 , , , , Reference PDF
350.51 KB
02/10/2020 ESMA42-110-2314 Response to EC consultation on EU Green Bond Standard Reference PDF
97.71 KB
29/09/2020 ESMA74-362-887 Response form- CP MiFID II MiFIR review transaction reporting reference data Reference DOCX
759.27 KB
28/09/2020 ESMA22-106-2859 Summary of Conclusions Board of Supervisors conference call- 9 September 2020 Summary of Conclusions PDF
160.16 KB
28/09/2020 ESMA70-156-3844 Response form- CP on the functioning of OTFs , Reference DOCX
753.44 KB
24/09/2020 ESMA22-106-2834 Summary of Conclusions Board of Supervisors conference call- 26 August 2020 Summary of Conclusions PDF
143.98 KB
21/08/2020 ESMA22-106-2477 Summary of conclusions Management Board meeting- 7 July 2020 Summary of Conclusions PDF
164.93 KB
12/08/2020 ESMA22-106-2772 Summary of conclusions Board of Supervisors conference call- 7 July 2020 Summary of Conclusions PDF
409.05 KB

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