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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling 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.
01/08/2022 ESMA35-43-3339 Compliance table on the Recommendations to the Cyprus Securities and Exchange Commission on the supervision of cross-border activities of investment firms Guidelines and Technical standards, Supervisory convergence Compliance table PDF
174.28 KB
20/07/2022 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Short Selling Reference PDF
372.65 KB
20/07/2022 ESMA35-43-3327 Compliance table on Guidelines on certain aspects of the MiFID II appropriateness and execution only requirements Guidelines and Technical standards, MiFID - Investor Protection Compliance table PDF
322.1 KB
20/07/2022 ESMA50-164-2193 TRV Article_Key Retail Risk Indicators for the EU single market MiFID - Investor Protection, Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
419.1 KB
19/07/2022 ESMA35-43-3020 Joint compliance table on ESMA and EBA guidelines on the assessment of the suitability of members of the management body and key function holders Guidelines and Technical standards, MiFID - Investor Protection Compliance table PDF
320.25 KB
08/07/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Short Selling 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 Short Selling Reference PDF
443.4 KB
07/07/2022 ESMA42-110-812 Notifications of Compliance with Guidelines – Overview Table Guidelines and Technical standards Reference XLSX
131.17 KB
05/07/2022 ESMA34-46-101 Register of authorised European long-term investment funds (ELTIFs) Fund Management Reference XLSX
57.87 KB
01/07/2022 ESMA41-140-79 Technical standards Corporate Information, Guidelines and Technical standards Reference XLSX
173.59 KB
29/06/2022 ESMA34-45-1576 Cross-border distribution of investment funds Fund Management Reference PDF
991.03 KB
28/06/2022 ESMA02-91-3297 ESMA Final Accounts Financial Year 2021 Board of Supervisors, Corporate Information, Management Board, Planning reporting budget Reference PDF
803.28 KB
23/06/2022 ESMA70-156-350 Compliance table- Guidelines on the management body of market operators and DRSPs under MiFID II Guidelines and Technical standards, MiFID - Secondary Markets Compliance table PDF
188.98 KB
23/06/2022 ESMA34-32-418 AIFMD MoUs signed by the EU authorities Fund Management, International cooperation Reference XLSX
49.99 KB
23/06/2022 ESMA34-32-898 Compliance table on Guidelines on Article 25 of the AIFMD Fund Management, Guidelines and Technical standards Compliance table PDF
199.22 KB
07/06/2022 ESMA81-393-477 Compliance table on Guidelines on methodology oversight function and record keeping requirements Benchmarks, Guidelines and Technical standards Compliance table PDF
195.01 KB
01/06/2022 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Short Selling Reference PDF
97.14 KB
31/05/2022 ESMA35-43-2517 Compliance table on Guidelines on certain aspects of the MiFID II compliance function (ESMA35-36-1952) Guidelines and Technical standards, MiFID - Investor Protection Compliance table PDF
141.13 KB
31/05/2022 ESMA34-45-1427 Supervisory briefing- Sustainability risks and disclosures in the area of investment management Fund Management, Sustainable finance Reference PDF
312.39 KB

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