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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|26/09/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|16/09/2022||ESMA71-102-173||ESMA Q&As- list of questions currently under development||Supervisory convergence||Reference||XLSX
|16/08/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|04/08/2022||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.
|29/07/2022||ESMA70-449-672||Call for Evidence on pre-hedging||Market Abuse, Market Integrity||Reference||PDF
|29/07/2022||ESMA70-449-674||Response form call for evidence pre-hedging||Market Abuse, Market Integrity||Reference||DOCX
|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
|01/06/2022||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|04/04/2022||ESMA70-448-10||Final Report- Short Selling Regulation Review||Short Selling||Final Report||PDF
|01/04/2022||ESMA74-47-607||EMIR_and_SFTR_dq_report||Market data, Supervisory convergence||Final Report||PDF
|25/03/2022||ESMA74-362-2351||Final report- Guidelines on transfer of data between Trade Repositories under EMIR and SFTR||Market data, Securities Financing Transactions, Trade Repositories||Final Report||PDF
|24/03/2022||ESMA41-356-274||Public notice on REGIS TR, S.A.||Board of Supervisors, Trade Repositories||Reference||PDF
|09/03/2022||ESMA90-1-163||Multilateral Memorandum of Understanding on Cooperation for Information Sharing Regarding Participants in a Clearing or Settlement System||Brexit, International cooperation||Reference||PDF
|15/02/2022||ESMA32-384-5357||Annex- Response to EC targeted consultation on the Listing Act||Market Abuse, MiFID - Investor Protection, Prospectus||Reference||PDF
|14/01/2022||ESMA70-151-3061||Methodology for Mandatory Peer Reviews in relation to CCPs’ authorisation and supervision under EMIR||Post Trading, Supervisory convergence||Reference||PDF
|05/01/2022||ESMA70-156-4966||Final Report on MAR GLs on delayed disclosure and interactions with prudential supervision||Market Abuse||Final Report||PDF
|24/11/2021||ESMA22-106-3734||SMSG advice to ESMA on its Consultation Paper on the review of certain aspects of the Short Selling Regulation||Securities and Markets Stakeholder Group, Short Selling||SMSG Advice||PDF
|23/11/2021||ESMA70-156-4673||Annual Report on MAR administrative and criminal sanctions 2021||Market Abuse||Annual Report||PDF
|24/09/2021||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|24/09/2021||ESMA70-156-3914||Response form- Consultation Paper on the review of certain aspects of the SSR||Short Selling||Reference||DOCX