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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
05/01/2022 ESMA70-156-4966 Final Report on MAR GLs on delayed disclosure and interactions with prudential supervision Final Report PDF
369.64 KB
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) , Reference PDF
89.31 KB
22/12/2021 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
45.08 KB
22/12/2021 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
447.96 KB
17/12/2021 ESMA74-362-893 QAs on SFTR data reporting , , Q&A PDF
369.27 KB
17/12/2021 ESMA50-165-2001 ASR on EU Derivatives markets- 2021 , Report PDF
1.84 MB
17/12/2021 ESMA50-165-2004 ASR on EU Securities markets- 2021 , Report PDF
1.2 MB
14/12/2021 ESMA32-380-143 National thresholds for shareholder identification under the revised SRD , Reference PDF
130.51 KB
01/12/2021 ESMA70-1861941480-52 Q&A on EMIR implementation , Q&A PDF
1.48 MB
30/11/2021 EC letter Q&Ss correction Letter from the EU Commission to ESA JC- Q&As correction , Letter PDF
92.43 KB
30/11/2021 SFDR EC Q&A CORRECTION EC Q&A on sustainability-related disclosures- correction , Q&A PDF
87.19 KB
29/11/2021 FISMA 25/11/2021 Letter from the EU Commission to EP and Council- SFDR RTS , Letter PDF
197.19 KB
26/11/2021 ESMA 50-165-1891 ESMA Risk Dashboard No. 2 2021 , Reference PDF
2.03 MB
25/11/2021 ESMA34-38-278 ESMA ED Natasha Cazenave Keynote Speech_EFAMA Investment Management Forum 2021 , , , Speech PDF
159.98 KB
24/11/2021 ESMA22-106-3734 SMSG advice to ESMA on its Consultation Paper on the review of certain aspects of the Short Selling Regulation , SMSG Advice PDF
167.66 KB
23/11/2021 ESMA70-156-4673 Annual Report on MAR administrative and criminal sanctions 2021 Annual Report PDF
338.34 KB
19/11/2021 ESMA32-67-800 ESMA Chair Keynote Speech_DSW ESG Conference_19 November 2021 , Speech PDF
149.48 KB
18/11/2021 ESMA70-445-7 Preliminary Report on Emission Allowances , Report PDF
1005.62 KB
08/11/2021 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.43 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.

29/10/2021 ESMA71-99-1751 Press Release- European enforcers target COVID-19 and climate-related disclosures , , , Press Release PDF
97.63 KB

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