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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
29/03/2021 ESMA74-362-1937 response form- Technical Advice on simplification TR fees under SFTR and EMIR , Reference DOCX
757.95 KB
29/03/2021 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Reference PDF
117.25 KB
17/03/2021 ESMA34-45-1218 Response form CP Taxonomy Disclosures , Reference DOCX
569.44 KB
17/03/2021 JC 2021 22 Joint consultation on Taxonomy-related sustainability disclosures , Reference PDF
1.07 MB
25/01/2021 ESMA70-154-2275 Call for expression of interest- CDTF CWG renewal 2021 Reference PDF
170.36 KB
18/01/2021 JC 2020 85 Annex to draft ITS on IGT and RC reporting templates for conglomerates Reference PDF
1.23 MB
15/01/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
166.56 KB
04/01/2021 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
371.24 KB
04/01/2021 ESMA70-155-4809 List of trading venues and CCPs benefiting from a transitional exemption from the access provisions under Article 54(2) of MiFIR Reference PDF
87.52 KB
22/12/2020 ESMA70-156-300 Public Register for the Trading Obligation for derivatives under MiFIR Reference PDF
172.6 KB
21/12/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
40.79 KB
21/12/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
456.01 KB
18/12/2020 ESMA70-156-4086 Response Form CP on Algorithmic Trading , Reference DOCX
754.86 KB
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
25.54 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.

06/11/2020 ESMA70-156-3882 Response Form CP Guidelines on market data Reference DOCX
759.82 KB
09/10/2020 JC GL 2017 17 appendix 1 Compliance table- Joint Guidelines on the prudential assessment of acquisitions and increases of qualifying holdings in the financial sector Reference PDF
305.4 KB
29/09/2020 ESMA74-362-887 Response form- CP MiFID II MiFIR review transaction reporting reference data Reference DOCX
759.27 KB
28/09/2020 ESMA70-156-3844 Response form- CP on the functioning of OTFs , Reference DOCX
753.44 KB
04/08/2020 ESMA70-154-1934 Application form- SMSC CWG Renewal 2020 Reference DOCX
38.68 KB
04/08/2020 ESMA70-154-1934 Call for expressions of interest- SMSC CWG Renewal 2020 Reference PDF
161.53 KB

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