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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
12/09/2015 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
633.27 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.

10/07/2014 MOU IFRS ESMA IFRS Foundation and ESMA statement of protocols for cooperation on International Financial Reporting Standards Reference PDF
123.58 KB
19/07/2013 MOU ACER ESMA MoU between ESMA and ACER concerning the consultation and cooperation regarding their regulatory responsibilities in relation to EU wholesale energy market Reference PDF
207.61 KB
03/03/2016 Mifid mapping Mapping- fields in MiFID systems Reference XLSX
9.54 KB

This document provides a mapping of the fields between the old MiFID database http://mifiddatabase.esma.europa.eu/ and the lists available on the Registers portal http://registers.esma.europa.eu/publication/ 

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
29/09/2020 ESMA74-362-887 Response form- CP MiFID II MiFIR review transaction reporting reference data Reference DOCX
759.27 KB
06/12/2017 ESMA71-99-669 ESMA MIFID and MAR Data Systems , , , Reference PDF
208.06 KB
03/11/2020 ESMA71-99-1423 QA Fast Track Peer Review- Wirecard , , Q&A PDF
248.14 KB
29/05/2020 ESMA70-872942901-38 Q&A on MiFID II and MiFIR market structures topics Q&A PDF
537.51 KB
27/03/2019 ESMA70-872942901-36 Q&A on MiFID II and MiFIR commodity derivatives topics Q&A PDF
602.38 KB
29/05/2020 ESMA70-872942901-35 Q&A on MiFID II and MiFIR transparency topics Q&A PDF
1004.2 KB
08/07/2020 ESMA70-1861941480-56 Q&A on MiFIR data reporting , Q&A PDF
1.03 MB
09/11/2018 ESMA70-156-785 Reply form Reply form for the Call for evidence on periodic auctions for equity instruments Reference DOCX
772.02 KB
09/11/2018 ESMA70-156-785 Call for evidence periodic auctions for equity instruments Reference PDF
537.4 KB
13/07/2018 ESMA70-156-471 Response form for the Consultation Paper on the Amendment to RTS 11 (ESMA70-156-357) Reference DOCX
772.08 KB
06/11/2020 ESMA70-156-3882 Response Form CP Guidelines on market data Reference DOCX
759.82 KB
28/09/2020 ESMA70-156-3844 Response form- CP on the functioning of OTFs , Reference DOCX
753.44 KB
27/11/2020 ESMA70-156-300 Public Register for the Trading Obligation for derivatives under MiFIR Reference PDF
199.66 KB

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