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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
20/02/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
43.65 KB
20/02/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
418.05 KB
20/12/2019 ESMA71-99-1256 ESMA CRAs TRs thematic fees report , , Press Release PDF
101.41 KB
20/12/2019 ESMA80-196-3218 Follow-up Report on fees charged by CRAs and TRs , , Report PDF
606.45 KB
20/12/2019 ESMA71-100-1792 CRAs and TRs Follow Up Fees Factsheet , , Reference PDF
122.09 KB
04/12/2019 ESMA70-21038340-46 Compliance table for the Guidelines on market making activities under the Short Selling Regulation , , Compliance table PDF
273.01 KB
04/11/2019 esma22-105-1073 Annex_to_the_opening_statement_for_econ_hearing_4_november_2019 Speech PDF
389.38 KB
15/07/2019 ESMA41-356-39 Public notice Regis-TR Reference PDF
142.96 KB
15/07/2019 ESMA71-99-1181 Press release: ESMA fines Regis-TR S.A. €56,000 for data access failures , Press Release PDF
115.68 KB
15/07/2019 esma41-356-34 Enforcement decision Regis-TR Reference PDF
377.19 KB
11/04/2019 ESMA80-196-2575 Guidance on EMIR and SFT TR registration Reference PDF
143.78 KB
28/03/2019 ESMA90-1-83 Brexit Update March 2019 , , , , , Statement PDF
121.13 KB
01/02/2019 ESMA71-99-1096 ESMA and EU securities regulators MoUs with FCA , , , , , Press Release PDF
80.5 KB
24/01/2019 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Reference PDF
80.26 KB
09/11/2018 ESMA80-187-149 Public statement- Contingency plans of Credit Rating Agencies and Trade Repositories in the context of the United Kingdom withdrawing from the European Union , , Statement PDF
137.78 KB
31/10/2018 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.31 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.

23/08/2018 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
227 KB
29/05/2018 ESMA70-145-408 Question and Answers (Q&A) on the Regulation on short selling and certain aspects of credit default swaps (SSR) Q&A PDF
536.17 KB
05/03/2018 ESMA70-145-386 Technical Advice on the evaluation of certain elements of the Short Selling Regulation Final Report PDF
1.72 MB
22/02/2018 ESMA70-145-441 ECON scrutiny session Short Selling Regulation Verena Ross Speech PDF
197.03 KB

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