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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
20/07/2022 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
372.65 KB
22/06/2018 Reply to ESMA70-154-5851 Letter from Commission VP Dombrovskis answer to ESMA letter on MiFID II ancillary activity (ESMA70-154-5851) Letter PDF
743.74 KB
12/07/2021 Position Limits Position Limits Opinion
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers 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.

19/07/2013 MOU ACER ESMA MoU between ESMA and ACER concerning the consultation and cooperation regarding their regulatory responsibilities in relation to EU wholesale energy market Reference PDF
207.61 KB
03/03/2016 Mifid mapping Mapping- fields in MiFID systems Reference XLSX
9.54 KB

This document provides a mapping of the fields between the old MiFID database http://mifiddatabase.esma.europa.eu/ and the lists available on the Registers portal http://registers.esma.europa.eu/publication/ 

16/08/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
40.1 KB
16/08/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
481.8 KB
12/09/2022 JC 2022 40 Joint ESA report on Risks and Vulnerabilities in the EU financial system No 2 2022 , Report PDF
570.49 KB
28/03/2019 ESMA90-1-83 Brexit Update March 2019 , , , , , Statement PDF
121.13 KB
07/10/2019 ESMA90-1-167 Update on the UK’s withdrawal from the European Union- preparations for a possible no-deal Brexit scenario on 31 October 2019 , , , Statement PDF
179.84 KB
09/03/2020 ESMA80-199-332 ESMA Supervision- Annual Report 2019 and Work Programme 2020 , , , , Annual Report PDF
825.72 KB
15/04/2021 ESMA80-193-1713 EMIR and SFTR data quality report 2020 , , , Final Report PDF
791.94 KB
18/12/2020 ESMA80-192-10053 Public Statement_Registration_DTCC Data Repository (Ireland) PLC under EMIR and SFTR , Statement PDF
76.58 KB
26/03/2020 ESMA80-191-995 COVID-19 Public Statement , Statement PDF
113.93 KB
19/07/2022 ESMA74-362-893 QAs on SFTR data reporting , , Q&A PDF
405.28 KB
29/09/2020 ESMA74-362-887 Response form- CP MiFID II MiFIR review transaction reporting reference data Reference DOCX
759.27 KB
09/11/2020 ESMA74-362-881 Statement Brexit EMIR and SFTR data , , Statement PDF
257.04 KB
24/09/2020 ESMA74-362-773 CP on MiFID II MiFIR review report , , , Consultation Paper PDF
688.1 KB
09/07/2020 ESMA74-362-608 Guidelines on calculation of positions in SFTs by Trade Repositories , Consultation Paper PDF
799.81 KB

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