REFINE YOUR SEARCH
Type of document
|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|06/04/2021||ESMA74-362-893||QAs on SFTR data reporting||Post Trading, Securities Financing Transactions, Trade Repositories||Q&A||PDF
|29/03/2021||ESMA74-362-1937||response form- Technical Advice on simplification TR fees under SFTR and EMIR||Securities Financing Transactions, Trade Repositories||Reference||DOCX
|29/03/2021||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|29/03/2021||ESMA70-151-2838||Guidelines on Reporting Under SFTR||Securities Financing Transactions||Final Report||PDF
|26/03/2021||ESMA22-106-3251||Summary of Conclusions Management Board- 3 March 2021||Management Board||Summary of Conclusions||PDF
|24/03/2021||ESMA71-99-1608||ESMA appoints new chair of Market Integrity Standing Committee||Board of Supervisors, Management Board, Market Integrity, Press Releases||Statement||PDF
|12/03/2021||ESMA71-99-1589||ED Announcement PR||Board of Supervisors, Corporate Information, Management Board||Press Release||PDF
|01/03/2021||ESMA22-106-3155||Summary of Conclusions Management Board Meeting- 26 January 2021||Management Board||Summary of Conclusions||PDF
|02/02/2021||ESMA22-106-3087||Summary of conclusions Management Board meeting- 15 December 2020||Management Board||Summary of Conclusions||PDF
|02/02/2021||ESMA22-106-2975||Summary of conclusions Management Board meeting- 4 November 2020||Management Board||Summary of Conclusions||PDF
|28/01/2021||ESMA71-99-1545||ESMA new MB member January 2021||Board of Supervisors, Corporate Information, Management Board||Statement||PDF
|15/01/2021||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|08/01/2021||ESMA22-106-2952||Summary of Conclusions Management Board Meeting 13 October 2020||Management Board||Summary of Conclusions||PDF
|04/01/2021||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|21/12/2020||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|21/12/2020||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|18/12/2020||ESMA80-192-10053||Public Statement_Registration_DTCC Data Repository (Ireland) PLC under EMIR and SFTR||Securities Financing Transactions, Trade Repositories||Statement||PDF
|17/12/2020||106/20/COL||ESA Third Renewal Decision under Art. 28(1) SSR||COVID-19, Market Integrity, Short Selling||Decision||PDF
|17/12/2020||ESMA70 -155-11608||Decision renewal art. 28 SSR reporting threshold- December 2020||COVID-19, Market Integrity, Short Selling||Decision||PDF
|18/11/2020||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.