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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
20/06/2017 WP12017 ESMA working paper on collateral scarcity premia in Euro area repo markets Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
1.01 MB
04/01/2021 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Short Selling Reference PDF
371.24 KB
02/07/2020 SG34-45-937 slides Public hearing on ESG disclosures CP 2 July 2020- Slides Joint Committee, Sustainable finance Reference PDF
297.72 KB
30/06/2020 SG34-45-937 Public hearing on ESG disclosures CP 2 July 2020- Agenda Joint Committee, Sustainable finance Reference PDF
122.98 KB
30/11/2021 SFDR EC Q&A CORRECTION EC Q&A on sustainability-related disclosures- correction Joint Committee, Sustainable finance Q&A PDF
87.19 KB
26/07/2021 SFDR EC Q&A EC Q&A on sustainability-related disclosures Joint Committee, Sustainable finance Q&A PDF
601.99 KB
01/12/2016 RD 2016/04 ESMA Risk Dashboard No. 4 2016 Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
848.82 KB
13/05/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
26.5 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.
19/05/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Short Selling Reference XLSX
40.34 KB
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
449.2 KB
25/05/2022 Joint Committee SFDR Q&As Questions related to Regulation (EU) 2019/2088 on SFDR Joint Committee, Sustainable finance Q&A PDF
794.9 KB
25/05/2022 Joint Committe EC Decision Q&As European Commission decision on the adoption of the answers to be provided to questions submitted by the ESAs under Article 16b(5) of Regulation (EU) No 1093/2010 Joint Committee, Sustainable finance Reference PDF
133.3 KB
13/05/2022 JC 2022 26 SFDR queries forwarded to the Commission Joint Committee, Sustainable finance Q&A PDF
132.33 KB
25/03/2022 JC 2022 12 Updated supervisory statement on the application of the SFDR Joint Committee, Sustainable finance Reference PDF
231.45 KB
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
89.31 KB
04/01/2022 JC 2021 56 Mandate of the Joint Committee of the European Supervisory Authorities’ Consumer Protection and Financial Innovation Sub-Committee Innovation and Products, Joint Committee, MiFID - Investor Protection Reference PDF
91.78 KB
17/03/2021 JC 2021 22 Joint consultation on Taxonomy-related sustainability disclosures Joint Committee, Sustainable finance Reference PDF
1.07 MB
04/05/2020 JC 2020 16 Annex 1 Joint ESA consultation on ESG disclosures- Annex 1 Sustainable finance Reference DOCX
131.67 KB
07/03/2017 FI17 Agenda Financial Innovation Day 2017 Innovation and Products Reference PDF
598.1 KB
22/03/2019 esma_50-158-1567 Presentation on short-termism Risk Analysis & Economics - Markets Infrastructure Investors Reference PDF
152.78 KB

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