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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
27/11/2020 ESMA70-156-300 Public Register for the Trading Obligation for derivatives under MiFIR Reference PDF
199.66 KB
26/11/2020 ESMA74-362-991 Response Form CP DRSP Fees , , Reference DOCX
760.67 KB
26/11/2020 ESMA74-362-991 Reponse form CP DRSP Criteria for Derogation , Reference DOCX
761.38 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 ESMA70-151-2767 Designated Payment and Securities Settlement Systems Reference PDF
421.37 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
10/11/2020 ESMA70-708036281-159 Competent Authorities Responsible for the Authorisation and Supervision of Central Securities Depositories (CSDs) Reference PDF
185.87 KB
06/11/2020 ESMA70-155-10587 Guidance on the annex to ESMA opinion determining third-country trading venues for the purpose of transparency under MiFIR Reference PDF
169.96 KB
06/11/2020 ESMA70-155-10816 Annex to Transparency Opinion Reference CSV
64.32 KB
06/11/2020 ESMA70-156-3882 Response Form CP Guidelines on market data Reference DOCX
759.82 KB
04/11/2020 ESMA70-151-995 Key relevant provisions of the corporate or similar law of a Member State, under which securities are constituted Reference PDF
1.91 MB
27/10/2020 ESMA70-155-10864 Annex to Position Limits Opinion Reference CSV
6.27 KB
22/10/2020 ESMA70-151-889 CSD Register Reference PDF
984.65 KB
13/10/2020 ESMA70-148-523 List of Central Counterparties authorised to offer services and activities in the Union Reference PDF
340.21 KB
13/10/2020 ESMA70-708036281-176 Public Register for the Clearing Obligation under EMIR Reference PDF
664.88 KB
08/10/2020 ESMA70-156-3430 Call for Evidence_RTS 1 and RTS 2 Review Reference XLSX
8.99 MB
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

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