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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|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
|04/08/2021||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.
|24/09/2021||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|11/08/2021||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|10/04/2019||JC 2019 26||Joint ESA advice on the need for legislative improvements relating to ICT risk management requirements||Innovation and Products, Joint Committee||Technical Advice||PDF
|10/04/2019||JC 2019 25||Joint ESA advice on the costs and benefits of developing a coherent cyber resilience testing framework for significant market participants and infrastructures||Innovation and Products, Joint Committee||Technical Advice||PDF
|07/03/2017||FI17||Agenda Financial Innovation Day 2017||Innovation and Products||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
|04/12/2019||ESMA70-21038340-46||Compliance table for the Guidelines on market making activities under the Short Selling Regulation||Guidelines and Technical standards, Market Integrity, Short Selling||Compliance table||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
|04/02/2019||ESMA70-145-153||Compliance table- MAR Guidelines on information relating to commodity derivatives markets or related spot markets for the purpose of the definition of inside information on commodity derivatives||Guidelines and Technical standards, Market Abuse, Market Integrity||Compliance table||PDF
|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
|13/04/2021||ESMA70-145-1397||TRs IC_templates||Market Integrity, Post Trading||Reference||XLSX
|13/04/2021||ESMA70-145-1396||GOV_BUS_FIN_FEE_templates||Market Integrity, Post Trading||Reference||XLSX
|13/04/2021||ESMA70-145-1395||DATA_templates TRs||Market Integrity, Post Trading||Reference||XLSX