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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|16/08/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|16/08/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|04/08/2022||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.
|20/07/2022||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|18/07/2022||ESMA81-459-65||Working Group on Euro Risk-Free Rates- 17 June Meeting Minutes||Benchmarks||Reference||PDF
|13/07/2022||ESMA65-8-9949||FIRDS User Guide v5.1||MiFID - Secondary Markets||Reference||PDF
|11/07/2022||ESMA70-460-117||Response Form- Consultation Paper on guidelines on standard forms, formats and templates to apply for permission to operate a DLT market infrastructure||Innovation and Products, MiFID - Secondary Markets||Reference||DOCX
|08/07/2022||ESMA81-393-513||Response form- RTS on recognition under the Benchmarks Regulation||Benchmarks||Reference||DOCX
|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
|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
|08/04/2022||ESMA81-459-57||Working group on euro risk-free rates- 2 March 2022 minutes||Benchmarks||Reference||PDF
|31/03/2022||ESMA81-459-52||Call for expression of interest issued towards administrators developing €STR-based forward-looking term structure as a fallback in EURIBOR-linked contracts||Benchmarks||Reference||PDF
|02/03/2022||ESMA81-459-50||Working Group on Euro Risk-Free Rates – Work Programme for 2022/23||Benchmarks||Reference||PDF
|04/02/2022||ESMA65-8-9387||FIRDS Reference Data XML Schema v1.2.0||MiFID - Secondary Markets||Reference||ZIP
|28/01/2022||ESMA70-156-4978 reply form||Reply form for the Consultation Paper on the Opinion on Trading Venue perimeter||MiFID - Investor Protection, MiFID - Secondary Markets, Trading||Reference||DOCX
|26/01/2022||ESMA81-459-44||Minutes of the euro risk-free rates WG Meeting 03/12/2021||Benchmarks||Reference||PDF
|06/01/2022||ESMA65-8-5240||FIRDS Instructions on how to download transparency results files v1.4 – Updated 06/01/2022||MiFID - Secondary Markets||Reference||PDF
|04/01/2022||ESMA70-156-4957||Call for evidence- DLT Pilot Regime- response form||Innovation and Products, MiFID - Secondary Markets||Reference||DOCX