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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
20/07/2022 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
372.65 KB
16/08/2012 QA 84 - 87 OJ/26/06/2012-PROC/2012/004 Q&A 84-87 regarding tender ESMA registers Reference PDF
82.32 KB
03/09/2015 Procurement conditions Procurement- General conditions with ESMA Reference PDF
317.7 KB
27/08/2020 PROC/2020/07 Open procedure for “Fund Portfolio Holdings Data” – DEADLINE 30/9/2020 11:59 Reference PDF
139.36 KB

This tender procedure is for “Fund Portfolio Holdings Data”:

All documents related to this call for tender are downloadable and visible following the TED eTendering link published below and in the contract notice. All of the information is accessible without registration in the eTendering website. However, registered users will be able to use the following functionalities:
•    Submission of questions related to the tender;
•    Notifications related to changes to the tender procedure.
ESMA strongly advises registering and subscribing to ensure that no information related to the tender procedure is missed.


Link to eTendering: https://etendering.ted.europa.eu/cft/cft-display.html?cftId=6989

03/08/2012 OJ/26/06/2012 - tendes specs Tender specifications- Annex VII- Financial porposal Reference PDF
47.23 KB
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
26.41 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.

08/07/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
41.05 KB
08/07/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
443.4 KB
18/07/2022 ESMA81-459-65 Working Group on Euro Risk-Free Rates- 17 June Meeting Minutes Reference PDF
3.32 MB
08/04/2022 ESMA81-459-57 Working group on euro risk-free rates- 2 March 2022 minutes Reference PDF
969.61 KB
31/03/2022 ESMA81-459-52 Call for expression of interest issued towards administrators developing €STR-based forward-looking term structure as a fallback in EURIBOR-linked contracts Reference PDF
109.81 KB
02/03/2022 ESMA81-459-50 Working Group on Euro Risk-Free Rates – Work Programme for 2022/23 Reference PDF
186.08 KB
26/01/2022 ESMA81-459-44 Minutes of the euro risk-free rates WG Meeting 03/12/2021 Reference PDF
209.54 KB
29/10/2021 ESMA81-459-11 Minutes of the euro risk-free rates WG meeting 29/09/2021 Reference PDF
219.45 KB
25/02/2021 ESMA81-393-96 Response form- Guidelines on methodology in excpetional circumstances Reference DOCX
753.15 KB
23/12/2020 ESMA81-393-84 Response form- CP Technical Advice Fines Reference DOCX
753.16 KB
08/07/2022 ESMA81-393-513 Response form- RTS on recognition under the Benchmarks Regulation Reference DOCX
755.16 KB
26/07/2021 ESMA81-391-73 Recommendations from the Working Group on Euro Risk-Free Rates on the switch to risk free rates in the interdealer market Reference PDF
141.6 KB
18/08/2021 ESMA81-391-72 Minutes of the euro risk-free rates WG Meeting 01/07/2021 Reference PDF
148.4 KB
12/07/2021 ESMA81-391-70 Call for expression of interest Working Group on Euro Risk-Free Rates Reference PDF
134.47 KB

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