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 Credit Rating Agencies X Fund Management X Corporate Information X Short Selling X Brexit X ITMG X COVID-19 X IFRS Supervisory Convergence X Compliance table X Vacancy X Reference X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
15/01/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Short Selling Reference PDF
162.9 KB
13/01/2021 ESMA50-164-4045 Guidelines on the reporting to Competent Authorities under Article 37 of the MMF Regulation Fund Management Compliance table PDF
147.83 KB
12/01/2021 ESMA WP-2021-02 ESMA working paper on equity funds and derivatives Fund Management, Innovation and Products Reference PDF
673.7 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 MiFID - Investor Protection Reference PDF
256.69 KB
05/01/2021 ESMA40-134-2458 Conflict of interests and ethics policy- ESMA staff Careers, Corporate Information Reference PDF
6.72 MB
04/01/2021 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Short Selling Reference PDF
96.07 KB
04/01/2021 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Short Selling Reference PDF
371.24 KB
04/01/2021 EU-UKFCA MoU EU-UK FCA MoU on consultation, cooperation and exchange of information Brexit, International cooperation Reference PDF
219.12 KB
04/01/2021 ESMA-UKFCA MoU ESMA-UK FCA MoU on consultation, cooperation and exchange of information Brexit, International cooperation Reference PDF
195.27 KB
22/12/2020 ESMA34-47-352 ToR OWG IMSC Fund Management Reference PDF
101.55 KB
21/12/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Short Selling 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 Short Selling Reference PDF
456.01 KB
18/12/2020 ESMA34-49-186 Confirmation of compliance with Guidelines- MMF Stress test guidelines Fund Management, Guidelines and Technical standards Compliance table PDF
136.41 KB
16/12/2020 ESMA42-646012687-331 ESMA Guidelines Corporate Information, Guidelines and Technical standards Reference XLSX
64.38 KB
04/12/2020 ESMA65-8-6480 Money Market Fund Reporting Technical Reporting Instructions Fund Management Reference ZIP
2.73 MB
01/12/2020 ESMA32-67-142 Compliance table on ESMA Guidelines on the enforcement of financial information Corporate Disclosure, IFRS Supervisory Convergence Compliance table PDF
159.14 KB
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
27.27 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.
13/11/2020 ESMA34-32-699 Guidelines compliance table- Guidelines on model MoU concerning consultation, cooperation and the exchange of information related to the supervision of AIFMD entities (ESMA/2013/998) Fund Management, Guidelines and Technical standards Compliance table PDF
113.46 KB
09/11/2020 ESMA34-45-926 response form Response form- draft guidelines on marketing communications Fund Management Reference DOCX
24.06 KB
15/10/2020 ESMA34-46-96 Register of authorised European long-term investment funds (ELTIFs) Fund Management Reference XLSX
49.68 KB

Pages