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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
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
17/08/2022 ESMA34-45-1128 Compliance table- Guidelines on performance fees in UCITS and certain types of AIFs , , Compliance table PDF
232.45 KB
01/08/2022 ESMA35-43-3339 Compliance table on the Recommendations to the Cyprus Securities and Exchange Commission on the supervision of cross-border activities of investment firms , Compliance table PDF
174.28 KB
20/07/2022 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
372.65 KB
01/07/2022 ESMA31-67-535 Practical Guide on notifications of major holdings under the Transparency Directive , , Reference PDF
1 MB
01/06/2022 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Reference PDF
97.14 KB
31/03/2022 ESMA42-111-6889 Follow-up to GLEFI Peer Review Report , Reference PDF
429.7 KB
04/02/2022 ESMA32-67-802 Compliance table on the Guidelines on the enforcement of financial information , Compliance table PDF
135.55 KB
14/01/2022 ESMA70-151-3061 Methodology for Mandatory Peer Reviews in relation to CCPs’ authorisation and supervision under EMIR , Reference PDF
339.83 KB
24/09/2021 ESMA70-156-3914 Response form- Consultation Paper on the review of certain aspects of the SSR Reference DOCX
751.38 KB
15/07/2021 ESMA 32-63-365 List of decisions published from the EECS’s Database of Enforcement Reference PDF
243.01 KB
03/06/2021 ESMA32-65-324 Call for interest ESMA ECL Workshop , Reference PDF
39.11 KB
28/05/2021 esma74-362-2009 Response_form_Response_form_-_Consultation Paper on the Guidelines on Transfer of Data , , Reference DOCX
776.32 KB
26/05/2021 ESMA70-156-4067 (response form) CP Response form- Technical standards for commodity derivatives , Reference DOCX
754.11 KB
21/05/2021 ESMA22-106-3378 SMSG response to the European Commission’s targeted consultation on supervisory convergence and the single rulebook , Reference PDF
171.54 KB

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