REFINE YOUR SEARCH
Type of document
|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|21/06/2022||ESMA70-155-11635||CSD Register||Post Trading||Reference||PDF
|10/06/2022||ESMA71-102-173||ESMA Q&As- list of questions currently under development||Supervisory convergence||Reference||XLSX
|07/06/2022||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|02/06/2022||ESMA70-155-3832||List of trading venues benefiting from a transitional exemption from the access provisions under Article 36(5) of MiFIR||MiFID - Secondary Markets||Reference||PDF
|01/06/2022||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|20/05/2022||ESMA65-8-6560||Technical Reporting Instructions- CSDR Article 9- Internalised Settlement Reporting||Post Trading||Reference||PDF
|20/05/2022||ESMA65-8-7109||Technical Reporting Instructions CSDR Article 7 – Settlement Fails Reporting||Post Trading||Reference||PDF
|19/05/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|19/05/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|18/05/2022||ESMA50-165-2096||Leverage and derivatives – the case of Archegos||Risk Analysis & Economics - Markets Infrastructure Investors, Trading||Reference||PDF
|13/05/2022||Net short thresholds||Net short position notification thresholds for sovereign issuers||Short Selling||Reference||XLSX
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:
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.
|12/05/2022||ESMA70-151-887||CSDR List of relevant authorities- Article 12||Post Trading||Reference||PDF
|02/05/2022||ESMA82-402-859||Response form for the Joint Consultation Paper concerning sustainable disclosures for STS securitisations||Securitisation||Reference||DOCX
|25/04/2022||ESMA70-151-2218||Public Register for the Clearing Obligation under EMIR||Post Trading||Reference||PDF
|19/04/2022||ESMA65-8-9568||FIRDS Reference Data Functional Specifications v2.10||MiFID - Secondary Markets||Reference||PDF
|19/04/2022||ESMA 65-8-9654||FIRDS Reference Data XML Schema v1.2.1||MiFID - Secondary Markets||Reference||ZIP
|11/04/2022||ESMA70-447-1897||CSDR Settlement Fails Reporting- List of SSS IDs and SSS Names||Post Trading||Reference||XLSX
|25/03/2022||ESMA70-152-348||List of third-country CCPs recognised to offer services and activities in the Union||Post Trading||Reference||PDF
|18/03/2022||ESMA WP-2022-01||ESMA working paper on Flash crashes on sovereign bond markets||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|01/03/2022||ESMA50-165-2033||The 2020 short selling bans – market impact||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF