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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
04/12/2020 ESMA65-8-6480 Money Market Fund Reporting Technical Reporting Instructions Reference ZIP
2.73 MB
19/11/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
44.29 KB
19/11/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
502.23 KB
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.35 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.

09/11/2020 ESMA34-45-926 response form Response form- draft guidelines on marketing communications Reference DOCX
24.06 KB
06/11/2020 Overview recruitments Overview recruitments- Updated November 2020 , Reference PDF
211.66 KB
15/10/2020 ESMA34-46-96 Register of authorised European long-term investment funds (ELTIFs) Reference XLSX
49.62 KB
15/10/2020 ESMA70-156-2187 Public Statement BMR transitional period- pending applications Reference PDF
123.33 KB
17/07/2020 ESMA34-47-351 IMSC Terms of Reference Reference PDF
98.89 KB
08/07/2020 ESMA33-5-852 Response Form for the Call for Evidence on Access and Use of Credit Ratings_Questionnaire C Reference DOCX
747.02 KB
08/07/2020 ESMA33-5-850 Response Form for the Call for Evidence on Access and Use of Credit Ratings_Questionnaire B Reference DOCX
740.64 KB
08/07/2020 ESMA33-5-851 Response Form for the Call for Evidence on Access and Use of Credit Ratings_Questionnaire A Reference DOCX
744.26 KB
17/06/2020 ESMA63-46-710 Policy on the reimbursement for external persons , Reference PDF
265.73 KB
17/06/2020 ESMA63-46-716 Policy on the reimbursement of candidates and trainees , Reference PDF
237.6 KB
04/06/2020 ESMA41-356-82 Public Notice- Scope Ratings GmbH Reference PDF
138.38 KB
17/04/2020 ESMA70-155-9524 ESMA BMR Equivalence MoU MAS , Reference PDF
584.97 KB
31/03/2020 ESMA34-45-893 Response form- Consultation on ITS on cross-border distribution of funds Reference DOCX
748.27 KB
27/03/2020 ESMA34-32-535 Response form- Consultation on guidelines on art 25 AIFMD Reference DOCX
748.46 KB
09/03/2020 ESMA80-199-332 ESMA Supervision- Annual Report 2019 and Work Programme 2020 , , , , Annual Report PDF
825.72 KB
20/02/2020 ESMA34-32-418 AIFMD MoUs signed by the EU authorities , Reference XLSX
50.84 KB

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