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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
05/08/2022 ESMA71-102-173 ESMA Q&As- list of questions currently under development Supervisory convergence Reference XLSX
134.19 KB
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
28.52 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.
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 Guidelines and Technical standards, Supervisory convergence 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) Short Selling Reference PDF
372.65 KB
08/07/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Short Selling Reference XLSX
41.05 KB
08/07/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Short Selling Reference PDF
443.4 KB
01/07/2022 ESMA31-67-535 Practical Guide on notifications of major holdings under the Transparency Directive Corporate Disclosure, Corporate Information, Transparency Reference PDF
1 MB
28/06/2022 ESMA02-91-3297 ESMA Final Accounts Financial Year 2021 Board of Supervisors, Corporate Information, Management Board, Planning reporting budget Reference PDF
685.48 KB
01/06/2022 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Short Selling Reference PDF
97.14 KB
13/05/2022 ESMA34-45-1128 Compliance table- Guidelines on performance fees in UCITS and certain types of AIFs Fund Management, Guidelines and Technical standards, Supervisory convergence Compliance table PDF
225.5 KB
31/03/2022 ESMA42-111-6889 Follow-up to GLEFI Peer Review Report Corporate Disclosure, IFRS Supervisory Convergence Reference PDF
429.7 KB
28/03/2022 ESMA41-387-154 Rules of procedure on mediation Board of Supervisors Reference PDF
234.94 KB
24/03/2022 ESMA41-356-274 Public notice on REGIS TR, S.A. Board of Supervisors, Trade Repositories Reference PDF
183.48 KB
04/02/2022 ESMA32-67-802 Compliance table on the Guidelines on the enforcement of financial information Guidelines and Technical standards, Transparency Compliance table PDF
135.55 KB
27/01/2022 ESMA43-318-11471 Breach of union law investigations Board of Supervisors Reference PDF
110.88 KB

Updated on 27 January 2022
14/01/2022 ESMA70-151-3061 Methodology for Mandatory Peer Reviews in relation to CCPs’ authorisation and supervision under EMIR Post Trading, Supervisory convergence Reference PDF
339.83 KB
24/09/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Short Selling Reference PDF
158.57 KB
24/09/2021 ESMA70-156-3914 Response form- Consultation Paper on the review of certain aspects of the SSR Short Selling Reference DOCX
751.38 KB
15/07/2021 ESMA 32-63-365 List of decisions published from the EECS’s Database of Enforcement IFRS Supervisory Convergence Reference PDF
243.01 KB
12/07/2021 ESMA41-356-224 Public Notice- DTCC Derivatives Repository Board of Supervisors, Trade Repositories Reference PDF
151.07 KB

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