ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
167
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Investor Protection X Planning reporting budget X IAS Regulation X Sustainable finance X Prospectus X Short Selling X Innovation and Products X Market Integrity X Joint Committee X Q&A X Reference X
Reset all filters

Pages

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.

06/11/2020 ESMA35-43-349 Q&As on MiFID II and MiFIR investor protection topics , Q&A PDF
984.19 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
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
571.92 KB
07/10/2020 ESMA63-43-1728 ESMA Budget Amendment n.3 for 2020 Reference PDF
241.4 KB
02/10/2020 ESMA42-110-2314 Response to EC consultation on EU Green Bond Standard Reference PDF
97.71 KB
25/09/2020 ESMA02-91-3007 Final Accounts of the European Securities and Markets Authority Financial Year 2019 , Reference PDF
747.17 KB
15/07/2020 ESMA30-22-821 Response to EC consultation on a Renewed Sustainable Finance Strategy Reference PDF
883.58 KB
13/07/2020 ESMA63-43-1653 ESMA Budget Amendment n.2 for 2020 Reference PDF
381.57 KB
02/07/2020 SG34-45-937 slides Public hearing on ESG disclosures CP 2 July 2020- Slides , Reference PDF
297.72 KB
30/06/2020 SG34-45-937 Public hearing on ESG disclosures CP 2 July 2020- Agenda , Reference PDF
122.98 KB
19/06/2020 ESMA63-43-1590 ESMA Budget Amendment n.1 for 2020 Reference PDF
330.08 KB
03/06/2020 ESMA50-164-3342 response form Draft Guidelines on Outsourcing to Cloud Service Providers- response form Reference DOCX
746.68 KB
06/05/2020 ESMA70-156-2803 Response form- SME Growth Markets , , Reference DOCX
771.99 KB
04/05/2020 JC 2020 16 Annex 1 Joint ESA consultation on ESG disclosures- Annex 1 Reference DOCX
131.67 KB
23/04/2020 ESMA34-45-904 Joint ESA consultation on ESG disclosures- response form , Reference DOCX
573.19 KB
07/04/2020 ESMA50-157-2140 ToR FISC Reference PDF
97.63 KB

Pages