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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
|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
|01/12/2016||RD 2016/04||ESMA Risk Dashboard No. 4 2016||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|08/11/2021||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.
|26/01/2022||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|26/01/2022||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||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 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
|07/03/2017||FI17||Agenda Financial Innovation Day 2017||Innovation and Products||Reference||PDF
|22/03/2019||esma_50-158-1567||Presentation on short-termism||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|17/12/2021||ESMA74-362-893||QAs on SFTR data reporting||Post Trading, Securities Financing Transactions, Trade Repositories||Q&A||PDF
|06/01/2020||ESMA74-362-388||LEI statement SFTR||Securities Financing Transactions||Reference||PDF
|28/05/2021||esma74-362-2009||Response_form_Response_form_-_Consultation Paper on the Guidelines on Transfer of Data||Market data, Securities Financing Transactions, Trade Repositories||Reference||DOCX
|29/03/2021||ESMA74-362-1937||response form- Technical Advice on simplification TR fees under SFTR and EMIR||Securities Financing Transactions, Trade Repositories||Reference||DOCX
|04/01/2022||ESMA70-156-4957||Call for evidence- DLT Pilot Regime and review of MiFIR RTS on transparency and reporting||Innovation and Products, MiFID - Secondary Markets||Reference||PDF
|04/01/2022||ESMA70-156-4957||Call for evidence- DLT Pilot Regime- response form||Innovation and Products, MiFID - Secondary Markets||Reference||DOCX
|24/09/2021||ESMA70-156-3914||Response form- Consultation Paper on the review of certain aspects of the SSR||Short Selling||Reference||DOCX
|27/05/2019||ESMA70-151-2371||Response form to consultation on Guidelines for reporting under Articles 4 and 12 SFTR||Securities Financing Transactions||Reference||DOCX
|27/05/2019||ESMA70-151-1019||Consolidated SFTR_Validation_Rules||Securities Financing Transactions||Reference||XLSX
|29/05/2018||ESMA70-145-408||Question and Answers (Q&A) on the Regulation on short selling and certain aspects of credit default swaps (SSR)||Short Selling||Q&A||PDF