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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
15/01/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Short Selling Reference PDF
162.9 KB
04/01/2021 ESMA70-145-1020 List of national competent authorities that have increased the thresholds for the notification of transactions of persons discharging managerial responsibilities and closely associated persons Market Abuse Reference PDF
211.7 KB
04/01/2021 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Short Selling Reference PDF
96.07 KB
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
371.24 KB
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
40.79 KB
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
456.01 KB
18/12/2020 ESMA34-49-186 Confirmation of compliance with Guidelines- MMF Stress test guidelines Fund Management, Guidelines and Technical standards Compliance table PDF
136.41 KB
16/12/2020 ESMA42-110-812 Notifications of Compliance with Guidelines – Overview Table Guidelines and Technical standards Reference XLSX
80.9 KB
16/12/2020 ESMA42-646012687-331 ESMA Guidelines Corporate Information, Guidelines and Technical standards Reference XLSX
64.38 KB
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
27.27 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.
13/11/2020 ESMA34-32-699 Guidelines compliance table- Guidelines on model MoU concerning consultation, cooperation and the exchange of information related to the supervision of AIFMD entities (ESMA/2013/998) Fund Management, Guidelines and Technical standards Compliance table PDF
113.46 KB
05/10/2020 ESMA41-140-79 Technical standards Corporate Information, Guidelines and Technical standards Reference XLSX
120.37 KB
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
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 Credit Rating Agencies 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 Credit Rating Agencies Reference DOCX
744.26 KB
04/06/2020 ESMA41-356-82 Public Notice- Scope Ratings GmbH Credit Rating Agencies Reference PDF
138.38 KB
27/05/2020 ESMA35-43-2183 Compliance table- Guidelines for the assessment of knowledge and competence 2020 Guidelines and Technical standards, MiFID - Investor Protection Compliance table PDF
159.96 KB
06/05/2020 ESMA70-156-2803 Response form- SME Growth Markets Market Abuse, Market Integrity, MiFID - Secondary Markets Reference DOCX
771.99 KB
11/03/2020 ESMA70-156-1434 Compliance table for Guidelines on non-significant benchmarks (ESMA70-145-1209) Benchmarks, Guidelines and Technical standards Compliance table PDF
127.63 KB
10/03/2020 ESMA35-43-1957 Compliance table- Guidelines on complex debt instruments and structured deposits (ESMA/2015/1787) Guidelines and Technical standards, MiFID - Investor Protection Compliance table PDF
173.19 KB

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