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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|15/06/2022||ESMA31-67-535||Practical Guide on notifications of major holdings under the Transparency Directive||Corporate Disclosure, Corporate Information, Transparency||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
|01/06/2022||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||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.
|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
|18/02/2022||ESMA50-164-5623||Alternative Investment Funds (AIFs) exposures to commercial real estate- 2020||Fund Management, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|15/02/2022||ESMA32-384-5357||Annex- Response to EC targeted consultation on the Listing Act||Market Abuse, MiFID - Investor Protection, Prospectus||Reference||PDF
|15/02/2022||ESMA50-164-4665 xls||ESMA report on trends, risks and vulnerabilities No.1 2022- Structural Market Indicators xls||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||XLSX
|15/02/2022||ESMA50-164-4665||ESMA report on trends, risks and vulnerabilities No.1 2022- Structural Market Indicators||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|15/02/2022||ESMA50-165-2063||Monitoring environmental risks in EU financial markets||Risk Analysis & Economics - Markets Infrastructure Investors, Sustainable finance||Reference||PDF
|15/02/2022||ESMA50-165-2061||ESMA report on trends, risks and vulnerabilities No.1 2022- Statistical annex||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|10/02/2022||ESMA 80-195-1352||Text mining ESG disclosures in rating agency press releases||Credit Rating Agencies, Innovation and Products, Sustainable finance||Reference||PDF
|09/02/2022||ESMA65-8-5014||FIRDS- Instructions on access and download of full and delta reference data files||ITMG||Reference||PDF
|28/01/2022||ESMA 80-416-252||Response Form- CP Revision to Guidelines and Recommendations on the Scope of the CRA Regulation||Credit Rating Agencies||Reference||DOCX
|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