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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
30/04/2021 ESMA71-102-173 ESMA Q&As- list of questions currently under development Reference XLSX
121.73 KB
28/04/2021 ESMA34-45-1248 Public hearing on CP on taxonomy-related product disclosures April 2021- Agenda , Reference PDF
121.71 KB
29/03/2021 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Reference PDF
117.25 KB
26/03/2021 ESMA42-110-2045 SSF Terms of reference Reference PDF
136.51 KB
17/03/2021 ESMA34-45-1218 Response form CP Taxonomy Disclosures , Reference DOCX
569.44 KB
17/03/2021 JC 2021 22 Joint consultation on Taxonomy-related sustainability disclosures , Reference PDF
1.07 MB
22/02/2021 ESMA65-11-243 TERMS OF REFERENCE- ITMG Reference PDF
100.84 KB
01/02/2021 ESMA50-164-4105 Alternative Investment Funds (AIFs) exposures to commercial real estate- 2019 , Reference PDF
109.68 KB
18/01/2021 JC 2020 85 Annex to draft ITS on IGT and RC reporting templates for conglomerates Reference PDF
1.23 MB
15/01/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
166.56 KB
08/01/2021 ESMA35-43-1410 Contact points of national supervisory authorities for communication in the MiFID II framework on supervisory cooperation, authorisation, acquisitions and passporting Reference PDF
256.69 KB
04/01/2021 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
371.24 KB
21/12/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
40.79 KB
21/12/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
456.01 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
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.56 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.

11/11/2020 ESMA50-165-1371 ESMA Risk Dashboard No. 2 2020 Reference PDF
621.57 KB
09/10/2020 JC GL 2017 17 appendix 1 Compliance table- Joint Guidelines on the prudential assessment of acquisitions and increases of qualifying holdings in the financial sector Reference PDF
305.4 KB
16/09/2020 ESMA65-8-5014 FIRDS- Instructions on access and download of full and delta reference data files Reference PDF
166.7 KB

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