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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|25/01/2021||ESMA70-154-2275||Call for expression of interest- CDTF CWG renewal 2021||MiFID - Secondary Markets||Reference||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
|04/01/2021||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||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
|04/01/2021||ESMA70-155-4809||List of trading venues and CCPs benefiting from a transitional exemption from the access provisions under Article 54(2) of MiFIR||MiFID - Secondary Markets||Reference||PDF
|22/12/2020||ESMA70-156-300||Public Register for the Trading Obligation for derivatives under MiFIR||MiFID - Secondary Markets||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||ESMA70-156-4086||Response Form CP on Algorithmic Trading||MiFID - Secondary Markets, Trading||Reference||DOCX
|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.
|06/11/2020||ESMA70-156-3882||Response Form CP Guidelines on market data||MiFID - Secondary Markets||Reference||DOCX
|29/09/2020||ESMA74-362-887||Response form- CP MiFID II MiFIR review transaction reporting reference data||MiFID - Secondary Markets||Reference||DOCX
|28/09/2020||ESMA70-156-3844||Response form- CP on the functioning of OTFs||MiFID - Secondary Markets, Trading||Reference||DOCX
|04/08/2020||ESMA70-154-1934||Application form- SMSC CWG Renewal 2020||MiFID - Secondary Markets||Reference||DOCX
|04/08/2020||ESMA70-154-1934||Call for expressions of interest- SMSC CWG Renewal 2020||MiFID - Secondary Markets||Reference||PDF
|31/07/2020||EMIR 59.3 register||List of registered trade repositories||Trade Repositories||Reference||XLSX
|08/07/2020||ESMA33-5-852||Response Form for the Call for Evidence on Access and Use of Credit Ratings_Questionnaire C||Credit Rating Agencies||Reference||DOCX
|08/07/2020||ESMA33-5-850||Response Form for the Call for Evidence on Access and Use of Credit Ratings_Questionnaire B||Credit Rating Agencies||Reference||DOCX
|08/07/2020||ESMA33-5-851||Response Form for the Call for Evidence on Access and Use of Credit Ratings_Questionnaire A||Credit Rating Agencies||Reference||DOCX
|07/07/2020||ESMA70-155-3832||List of trading venues benefiting from a transitional exemption from the access provisions under Article 36(5) of MiFIR||MiFID - Secondary Markets||Reference||PDF