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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|01/07/2022||ESMA71-102-173||ESMA Q&As- list of questions currently under development||Supervisory convergence||Reference||XLSX
|01/07/2022||ESMA31-67-535||Practical Guide on notifications of major holdings under the Transparency Directive||Corporate Disclosure, Corporate Information, Transparency||Reference||PDF
|28/06/2022||ESMA02-91-3297||ESMA Final Accounts Financial Year 2021||Board of Supervisors, Corporate Information, Management Board, Planning reporting budget||Reference||PDF
|23/06/2022||ESMA70-145-114||Q&A on the Benchmarks Regulation (BMR)||Benchmarks, Supervisory convergence||Q&A||PDF
|07/06/2022||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|01/06/2022||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|20/05/2022||ESMA70-156-4448||Q&As- Central Securities Depositories Regulation||Post Trading, Supervisory convergence||Q&A||PDF
|19/05/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|19/05/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|18/05/2022||ESMA50-165-2096||Leverage and derivatives – the case of Archegos||Risk Analysis & Economics - Markets Infrastructure Investors, Trading||Reference||PDF
|13/05/2022||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.
|02/05/2022||ESMA82-402-859||Response form for the Joint Consultation Paper concerning sustainable disclosures for STS securitisations||Securitisation||Reference||DOCX
|08/04/2022||ESMA81-459-57||Working group on euro risk-free rates- 2 March 2022 minutes||Benchmarks||Reference||PDF
|01/04/2022||ESMA32-51-370||Q&A on ESMA Guidelines on Alternative Performance Measures||Corporate Disclosure, Corporate Information||Q&A||PDF
|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||Benchmarks||Reference||PDF
|31/03/2022||ESMA42-111-6889||Follow-up to GLEFI Peer Review Report||Corporate Disclosure, IFRS Supervisory Convergence||Reference||PDF
|28/03/2022||ESMA41-387-154||Rules of procedure on mediation||Board of Supervisors||Reference||PDF
|24/03/2022||ESMA41-356-274||Public notice on REGIS TR, S.A.||Board of Supervisors, Trade Repositories||Reference||PDF
|18/03/2022||ESMA WP-2022-01||ESMA working paper on Flash crashes on sovereign bond markets||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|02/03/2022||ESMA81-459-50||Working Group on Euro Risk-Free Rates – Work Programme for 2022/23||Benchmarks||Reference||PDF