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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|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
|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
|01/03/2022||ESMA50-165-2033||The 2020 short selling bans – market impact||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|18/02/2022||ESMA50-164-5623||Alternative Investment Funds (AIFs) exposures to commercial real estate- 2020||Fund Management, Risk Analysis & Economics - Markets Infrastructure Investors||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
|15/02/2022||ESMA50-164-4665 xls||ESMA report on trends, risks and vulnerabilities No.1 2022- Structural Market Indicators xls||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||XLSX
|15/02/2022||ESMA50-164-4665||ESMA report on trends, risks and vulnerabilities No.1 2022- Structural Market Indicators||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|15/02/2022||ESMA50-165-2063||Monitoring environmental risks in EU financial markets||Risk Analysis & Economics - Markets Infrastructure Investors, Sustainable finance||Reference||PDF
|15/02/2022||ESMA50-165-2061||ESMA report on trends, risks and vulnerabilities No.1 2022- Statistical annex||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|04/01/2022||JC 2021 57||Mandate of the Joint Committee of the European Supervisory Authorities’ Sub- Committee on Cross Sectoral Developments, Risks and Vulnerabilities (Risk Sub-Committee)||Joint Committee, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|04/01/2022||JC 2021 58||Mandate of the European Supervisory Authorities’ Joint Committee Securitisation Committee (JCSC)||Joint Committee, Securitisation||Reference||PDF
|14/12/2021||ESMA32-380-143||National thresholds for shareholder identification under the revised SRD||Corporate Finance, Corporate Governance||Reference||PDF
|26/11/2021||ESMA 50-165-1891||ESMA Risk Dashboard No. 2 2021||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|28/09/2021||ESMA50-167-2758||Call for expressions of interest: Group of Economic Advisers for ESMA’s Committee for Economic and Markets Analysis||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|28/09/2021||ESMA50-167-2758 AF||Application form- CEMA GEA renewal 2021||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||DOCX
|24/09/2021||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF