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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|20/06/2017||WP12017||ESMA working paper on collateral scarcity premia in Euro area repo markets||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|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
|01/12/2016||RD 2016/04||ESMA Risk Dashboard No. 4 2016||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|04/08/2022||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.
|16/08/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|16/08/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|04/01/2022||JC 2021 57||Mandate of the Joint Committee of the European Supervisory Authorities’ Sub- Committee on Cross Sectoral Developments, Risks and Vulnerabilities (Risk Sub-Committee)||Joint Committee, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|17/12/2021||ESRB/2021/0104||Redacted ESRB response letter to ESMAs consultation||CCP Directorate, Post Trading, Press Releases||Reference||PDF
|22/03/2019||esma_50-158-1567||Presentation on short-termism||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|07/06/2021||ESMA91-372-1367||Framework for the 2021 CCP ST exercise||CCP Directorate, Post Trading, Press Releases||Reference||PDF
|06/08/2019||ESMA74-361-85||DSC DAG application form||Market Integrity||Reference||DOCX
|06/08/2019||ESMA74-361-75||Call for interest DAG members||Market Integrity, Trading||Reference||PDF
|06/12/2017||ESMA71-99-669||ESMA MIFID and MAR Data Systems||Market Abuse, Market Integrity, MiFID - Secondary Markets, MiFID II: Transparency Calculations and DVC||Reference||PDF
|10/01/2019||ESMA71-99-1081||Press release- ESMA report finds investment product performance highly impacted by charges||MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors||Annual Report||PDF
|29/07/2022||ESMA70-449-674||Response form call for evidence pre-hedging||Market Abuse, Market Integrity||Reference||DOCX
|29/07/2022||ESMA70-449-672||Call for Evidence on pre-hedging||Market Abuse, Market Integrity||Reference||PDF
|24/09/2021||ESMA70-156-3914||Response form- Consultation Paper on the review of certain aspects of the SSR||Short Selling||Reference||DOCX
|06/05/2020||ESMA70-156-2803||Response form- SME Growth Markets||Market Abuse, Market Integrity, MiFID - Secondary Markets||Reference||DOCX
|27/05/2019||ESMA70-145-1399||Response form for consultation on Guidelines on periodic information and notification of material changes to be submitted to ESMA by Trade Repositories||Market Integrity, Post Trading||Reference||DOCX
|13/04/2021||ESMA70-145-1398||IT_templates||Market Integrity, Post Trading||Reference||XLSX