ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
226
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Investor Protection X MiFID - Secondary Markets X Short Selling X Vacancies X Press Releases X Planning reporting budget X Brexit X IAS Regulation X Market Integrity X Corporate Disclosure X Benchmarks X Compliance table X Reference X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
01/12/2020 ESMA32-67-142 Compliance table on ESMA Guidelines on the enforcement of financial information , Compliance table PDF
159.14 KB
27/11/2020 ESMA70-156-300 Public Register for the Trading Obligation for derivatives under MiFIR Reference PDF
199.66 KB
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.

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
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
23/10/2020 ESMA31-62-1193 List of prospectus thresholds , , Reference PDF
220.58 KB
15/10/2020 ESMA70-156-2187 Public Statement BMR transitional period- pending applications Reference PDF
123.33 KB
12/10/2020 ESMA22-105-1230 Annex to Opening Statement for ECON Hearing 12 October 2020 , , , , Reference PDF
350.51 KB
07/10/2020 ESMA63-43-1728 ESMA Budget Amendment n.3 for 2020 Reference PDF
241.4 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 ESMA70-156-3844 Response form- CP on the functioning of OTFs , Reference DOCX
753.44 KB
25/09/2020 ESMA02-91-3007 Final Accounts of the European Securities and Markets Authority Financial Year 2019 , Reference PDF
747.17 KB
04/08/2020 ESMA70-154-1934 Application form- SMSC CWG Renewal 2020 Reference DOCX
38.68 KB
04/08/2020 ESMA70-154-1934 Call for expressions of interest- SMSC CWG Renewal 2020 Reference PDF
161.53 KB
13/07/2020 ESMA63-43-1653 ESMA Budget Amendment n.2 for 2020 Reference PDF
381.57 KB
07/07/2020 ESMA70-155-3832 List of trading venues benefiting from a transitional exemption from the access provisions under Article 36(5) of MiFIR Reference PDF
91.89 KB

Pages