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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
31/03/2016 UCITS RF UCITS Infringement reporting form template Fund Management Reference DOCX
51.1 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
28/09/2018 RPMMF Response form for consultation on MMF stress testing guidelines Fund Management Reference DOCX
770.87 KB
28/03/2019 rp1 Response form consulation on ELTIF RTS Fund Management Reference DOCX
769.35 KB
31/10/2018 Ref. Ares(2018)5093685 Letter from Commission VP Dombrovskis response to ESMA letter on implementation of the MMF Regulation Fund Management Letter PDF
54.88 KB
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
26.41 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.
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
23/06/2015 JC/DP/2015/01 reply form Response form to joint Discussion Paper on PRIIPS Fund Management, Joint Committee Consultation Paper DOCX
797.16 KB
17/11/2014 JC/DP/2014/02 Discussion Paper- Key Information Documents for Packaged Retail and Insurance-based Investment Products (PRIIPs) Fund Management, Joint Committee Consultation Paper PDF
1.38 MB		 EBA, EIOPA, and ESMA (the ESAs) welcome comments on this Discussion Paper on Key Information Documents for Packaged Retail and Insurance-based Investment Products (PRIIPs).Comments can be sent by clicking on the ‘input’ button on the consultation page of one of the ESA’s websites. Please note that the deadline for the submission of comments is 17 February 2015. Comments submitted after this deadline, or submitted via other means may not be processed. It is important to note that although you may not be able to respond to each and every question, the ESAs would encourage partial responses from stakeholders on those questions that they believe are most relevant to them.Publication of responsesAll contributions received will be published following the close of the consultation, unless you request otherwise in the consultation form. A confidential response may be requested from us in accordance with the ESA’s rules on public access to documents.1 We may consult you if we receive such a request. Any decision we make not to disclose the response is reviewable by the Board of Appeal of the ESA’s and the European Ombudsman.Data protectionInformation on data protection can be found at the different ESA’s websites under the heading ‘Legal notice'
23/06/2015 JC/DC/2015/01 Technical Discussion Paper (DP) on the PRIIPs Key Information Document (KID) Fund Management, Joint Committee Consultation Paper PDF
1.16 MB		 EBA, EIOPA, and ESMA (the ESAs) welcome comments on this Technical Discussion Paper on Risk, Performance Scenarios and Cost Disclosures in Key Information Documents for Packaged Retail and Insurance-based Investment Products (PRIIPs). The discussion paper is available on the websites of the three ESAs. Comments on this discussion paper can be sent using the response form, via the ESMA website under the heading ‘Your input/Consultations’ by 17 August 2015. Contributions not received in Word, or sent to an email address, or after the deadline, will not be processed. It is important to note that although you may not be able to respond to each and every question, the ESAs would encourage partial responses from stakeholders on those questions that they believe are most relevant to them. Publication of responses All contributions received will be published following the close of the consultation, unless you request otherwise. A standard confidentiality statement in an email message will not be treated as a request for non-disclosure. A confidential response may be requested from us in accordance with the ESAs’ rules on public access to documents.  We may consult you if we receive such a request. Any decision we make not to disclose the response is reviewable by the Board of Appeal of the ESAs and the European Ombudsman. Data protection Information on data protection can be found on the different ESAs’ websites under the heading ‘Legal notice’.
07/04/2016 JC/2016/21 PR Joint Press Release draft RTS on PRIIPs Fund Management, Joint Committee, Press Releases Press Release PDF
207.66 KB
07/04/2016 JC/2016/21 Final Draft RTS PRIIPs KID Report Fund Management, Joint Committee Final Report PDF
2.63 MB
09/09/2015 JC/2015/2 Press release- ESAs see continued risks in EU financial markets and call for rigorous action on assets and liabilities Joint Committee, Press Releases Press Release PDF
125.07 KB
04/12/2015 JC/2015/087 ESAs issue discussion paper on automation in financial advice Joint Committee, Press Releases Press Release PDF
95.61 KB
11/11/2015 JC/2015/078 ESAs consult on PRIIPs key information for retail investors Fund Management, Joint Committee, Press Releases Press Release PDF
120.45 KB
11/11/2015 JC/2015/073/R Form_to_reply_cp_PRIIPS Fund Management, Joint Committee Reference DOCX
789.52 KB
05/01/2016 JC/2015/073/E Errata PRIIPs Consultation Paper Fund Management, Joint Committee Reference PDF
106.74 KB

The ESAs have identified errors in two formulas on page 37 (paragraphs 27 and 28 of Annex II (Market Risk Measure)) of the Joint Consultation Paper on PRIIPs Key Information Documents, published on 11 November 2015.  This document contains the correct formulas. 
11/11/2015 JC/2015/073 Consultation Paper PRIIPs Key Information Documents Fund Management, Joint Committee Consultation Paper PDF
2.23 MB
21/10/2015 JC/2015/071 Press release- JC AML CP Final Joint Committee, Press Releases Press Release PDF
107.76 KB

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