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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
26/11/2021 ESMA71-102-173 ESMA Q&As- list of questions currently under development Reference XLSX
127.93 KB
26/11/2021 ESMA 50-165-1891 ESMA Risk Dashboard No. 2 2021 , Reference PDF
2.03 MB
22/11/2021 ESMA41-140-79 Technical standards , Reference XLSX
163.83 KB
08/11/2021 ESMA Chair calendar 2021 Calendar of the Chair of ESMA Reference PDF
109.61 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 Organisation Chart ESMA Organigramme Reference PDF
1.15 MB

This organigramme represents the current structure of ESMA. 

29/10/2021 ESMA81-459-11 Minutes of the euro risk-free rates WG meeting 29/09/2021 Reference PDF
219.45 KB
14/10/2021 ESMA ED Calendar 2021 calendar of the Executive Director of ESMA Reference PDF
59.99 KB
11/10/2021 ESMA22-440-223 ESMA Staff Stakeholder contacts in the third quarter 2021 Reference PDF
98.52 KB
01/10/2021 JC 2021 34 2022 Work Programme of the Joint Committee of the European Supervisory Authorities Reference PDF
648.99 KB
28/09/2021 ESMA50-167-2758 Call for expressions of interest: Group of Economic Advisers for ESMA’s Committee for Economic and Markets Analysis Reference PDF
164.28 KB
28/09/2021 ESMA50-167-2758 AF Application form- CEMA GEA renewal 2021 Reference DOCX
36.39 KB
24/09/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
158.57 KB
24/09/2021 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
39.23 KB
24/09/2021 ESMA70-156-3914 Response form- Consultation Paper on the review of certain aspects of the SSR Reference DOCX
751.38 KB
09/09/2021 ESACD 2021 Programme for the joint ESA Consumer Day 2021 , , Reference PDF
159.66 KB
01/09/2021 ESMA Independent Member of CCP SC N. Giusto Calendar 2021 Calendar Independent Member of CCP SC N. Giusto Reference PDF
171.33 KB
01/09/2021 ESMA Independent Member of CCP SC F. Wendt Calendar 2021 Calendar Independent Member of CCP SC F. Wendt Reference PDF
179.39 KB
01/09/2021 ESMA Chair of CCP SC Calendar 2021 Calendar ESMA Chair of CCP Supervisory Committee Reference PDF
205.13 KB
01/09/2021 ESMA31-67-535 Practical Guide on notifications of major holdings under the Transparency Directive , , Reference PDF
1 MB

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