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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|27/03/2020||Overview recruitments||Overview recruitments- Updated 26 March 2020||Careers, Vacancies||Reference||PDF
|27/03/2020||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|27/03/2020||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|16/03/2020||ESMA70-156-2187||Public Statement BMR transitional period- pending applications||Benchmarks||Reference||PDF
|11/12/2019||ESMA70-154-1504||Briefing BMR Recognition application||Benchmarks||Reference||PDF
|20/10/2019||ES IC1||ESMA-ASIC MoU on BMR||Benchmarks||Reference||PDF
|07/10/2019||ESMA70-155-8500||Impact of no-deal Brexit on the application of MiFID II/MiFIR and the Benchmark Regulation (BMR)||Benchmarks, Brexit, MiFID - Secondary Markets||Statement||PDF
|07/10/2019||ESMA90-1-167||Update on the UK’s withdrawal from the European Union- preparations for a possible no-deal Brexit scenario on 31 October 2019||Benchmarks, Brexit, MiFID - Secondary Markets, MiFID II: Transparency Calculations and DVC||Statement||PDF
|24/01/2019||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|31/10/2018||Net short thresholds||Net short position notification thresholds for sovereign issuers||Short Selling||Reference||XLSX
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:
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||Short Selling||Reference||PDF
|13/03/2018||ESMA70-143-30||First meeting of the Euro Risk Free Rate Working Group – Steven Maijoor concluding remarks||Benchmarks||Statement||PDF
|29/11/2017||ECB/ESMA/FSMA||Risk Free Rate Working Group Application Form||Benchmarks||Reference||DOCX
|16/10/2017||ESMA65-8-5046||FIRDS- Instructions on access and download of full and delta reference data files||ITMG, Market Integrity, MiFID - Secondary Markets, MiFID II: Transparency Calculations and DVC||Reference||PDF
|29/09/2017||ESMA70-145-253||Response form for the Consultation Paper on Guidelines for non-significant benchmarks||Benchmarks||Reference||DOCX
|30/09/2016||2016/1414||Methodological Framework- Model Written Arrangements for Benchmark Colleges||Benchmarks||Reference||PDF
Article 46 of the Regulation (EU) No 2016/1011 of the European Parliament and of the Council of 8 June 2016 on indices used as benchmarks in financial instruments and financial contracts or to measure the performance of investment funds (Regulation) provides that the competent authority of an administrator of a critical benchmark that is referred to in points (a) and (c) of Article 20(1) of the Regulation shall establish a college.
ESMA will be a member of every college and according to Article 46(7) of the Regulation may give advice concerning the written arrangements. To promote the convergent operation of benchmark colleges, ESMA has developed model written arrangements that may be used by administrators of critical benchmarks according to Article 46(6) of the Regulation.
|29/09/2016||2016/1406 reply form||Reply form to the Consultation paper on Benchmarks||Benchmarks||Reference||DOCX
|03/06/2016||2016/723 RF||Reply form for the Consultation Paper on ESMA technical advice on Benchmarks Regulation||Market Integrity, Benchmarks||Reference||DOCX