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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
28/01/2022 ESMA 80-416-252 Response Form- CP Revision to Guidelines and Recommendations on the Scope of the CRA Regulation Reference DOCX
622.77 KB
28/01/2022 ESMA 80-416-228 Consultation Paper on Revision to Guidelines and Recommendations on Scope of the CRA Regulation Consultation Paper PDF
482.32 KB
26/01/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
40.35 KB
26/01/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
465.06 KB
26/01/2022 ESMA70-447-1885 Statement on new NSP notification threshold , Statement PDF
90.32 KB
26/01/2022 ESMA71-99-1809 Press Release- ESMA appoints two new members to its Management Board , , Press Release PDF
96.76 KB
13/01/2022 ESMA22-106-3706 Summary of Conclusions Management Board- 16 November 2021 Summary of Conclusions PDF
91.21 KB
07/01/2022 ESMA22-106-3809 SMSG response to ESAs on their joint Call for evidence on the European Commission mandate regarding the PRIIPs Regulation , , SMSG Advice PDF
325.26 KB
04/01/2022 ESMA22-106-3800 SMSG response to ESMA on its Call for evidence on the EC mandate on certain aspects relating to retail investor protection , SMSG Advice PDF
374.84 KB
22/12/2021 ESMA80-416-197 Report on CRA Market Share Calculation 2021 Report PDF
471.05 KB
15/12/2021 ESMA 71-99-1783 Press release ESMA Vice Chair 2021 , , , Press Release PDF
80.16 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
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.

03/11/2021 ESMA71-99-1749 Press_Release_New Chair_Ross November FINAL , , , , Press Release PDF
81.42 KB
20/10/2021 ESMA34-32-418 AIFMD MoUs signed by the EU authorities , Reference XLSX
50.22 KB
15/10/2021 ESMA71-9-1745 Ross appointed ESMA Chair , Press Release PDF
84.56 KB
14/10/2021 ESMA24-436-15 Annex to the Opening Statement ECON Hearing 14 October 2021 , , , , , , , , , Speech PDF
415.73 KB
14/10/2021 ESMA24-436-13 Opening Statement ECON Hearing 14 October 2021 , , , , , , , , , Speech PDF
690.55 KB
13/10/2021 ESMA22-106-3638 SMSG Advice on remuneration guidelines SMSG Advice PDF
118.54 KB
01/10/2021 ESMA22-106-3545 Summary of Conclusions Management Board- 3 September 2021 Summary of Conclusions PDF
119.82 KB

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