ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
437
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Secondary Markets X Risk Analysis & Economics - Markets Infrastructure Investors X MiFID II: Transparency Calculations and DVC X Short Selling X Supervisory convergence X Securitisation X Post Trading X IFRS Supervisory Convergence X ITMG X Technical Advice X Reference X Consultation Paper X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
18/11/2022 ESMA71-102-173 ESMA Q&As- list of questions currently under development Reference XLSX
135.33 KB
18/11/2022 ESMA70-156-173 MiFID II list of supplementary deferral regimes Reference XLSX
71.08 KB
10/11/2022 ESMA70-148-523 List of Central Counterparties authorised to offer services and activities in the Union Reference PDF
379.96 KB
10/11/2022 ESMA70-152-348 List of third-country CCPs recognised to offer services and activities in the Union , Reference PDF
448.45 KB
08/11/2022 ESMA70-155-11016 List of designated authorities, payment systems and securities settlement systems Reference XLSX
75.84 KB
04/11/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
26.52 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.

31/10/2022 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
159.53 KB
24/10/2022 ESMA24-436-1150 Annex to the Opening Statement- 2022 ECON Annual Hearing, 24 October 2022 , , , , , , , Reference PDF
701.79 KB
21/10/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
41.18 KB
21/10/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
461.14 KB
18/10/2022 ESMA70-151-2218 Public Register for the Clearing Obligation under EMIR Reference PDF
706.52 KB
18/10/2022 ESMA71-99-2040 ACER and ESMA enhance cooperation to strengthen oversight of energy and energy derivative markets , , , , , Reference PDF
203.77 KB
14/10/2022 ESMA70-145-1090 FIRDS CFI validations- October 2022 Reference XLSX
146.13 KB

The updates are applicable to financial instruments with specific CFI codes. The changes are flagged in the file and it is possible to compare it with previous versions. The new validation rules will become applicable starting from 06 February 2023 to ensure that reporting entities will adapt to the new changes. The CFI validation document will be kept up to date on ongoing basis.

More information on MiFID II data reporting is available under a specific website section

12/10/2022 ESMA70-145-1090 FIRDS CFI validations Reference XLSX
459.89 KB
03/10/2022 ESMA70-155-11635 CSD Register Reference PDF
1.15 MB
26/09/2022 ESMA70-156-6040 Response form- Consultation Paper- Market Outages Reference DOCX
771.73 KB
26/09/2022 ESMA70-156-6040 Consultation Paper- Market Outages Consultation Paper PDF
721.69 KB
15/09/2022 ESMA70-156-3921 Public Register for the Trading Obligation for derivatives under MiFIR Reference PDF
182.31 KB
01/09/2022 ESMA50-165-2230 ESMA report on trends, risks and vulnerabilities No 2 2022 – statistical annex Reference PDF
1.7 MB
25/07/2022 ESMA70-708036281-113 Third-country markets considered as equivalent to a regulated market under EMIR Reference PDF
68.9 KB

Pages