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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
23/05/2022 ESMA50-165-2146 The drivers of the costs and performance of ESG funds , Reference PDF
532.34 KB
20/05/2022 ESMA34-43-392 Q&A on the application of the UCITS Directive Q&A PDF
749.77 KB
19/05/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS 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 Reference PDF
449.2 KB
17/05/2022 ESMA34-45-1471 CP on Draft technical standards on the notifications for cross-border marketing and management of AIFs and UCITS Consultation Paper PDF
639.44 KB
16/05/2022 ESMA34-45-1633 Public statement on actions to manage the impact of the Russian invasion of Ukraine on investment fund portfolios Statement PDF
125.27 KB
13/05/2022 ESMA34-45-1128 Compliance table- Guidelines on performance fees in UCITS and certain types of AIFs , , Compliance table PDF
225.5 KB
13/05/2022 Net short thresholds Net short position notification thresholds for sovereign issuers 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.

12/05/2022 ESMA71-99-1943 ESMA appoints new member to its Management Board- Press release , , , Press Release PDF
94.01 KB
10/05/2022 JC 2022 10 Joint ESA Supervisory Statement on expectations regarding the ‘What is this product?’ section of the PRIIPS KID , Statement PDF
889.98 KB
04/05/2022 ESMA34-49-446 Guidelines on stress test scenarios under the MMF Regulation- 2021 update , Guidelines & Recommendations PDF
619.42 KB
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02/05/2022 JC 2022 20 Call for advice on PRIIPs: ESA advice on the review of the PRIIPs Regulation , Report PDF
3.38 MB
02/05/2022 ESMA82-402-859 Response form for the Joint Consultation Paper concerning sustainable disclosures for STS securitisations Reference DOCX
504.18 KB
02/05/2022 JC 2022 22 Joint Consultation on sustainability disclosures for STS securitisation Consultation Paper PDF
615.47 KB
02/05/2022 ESMA70-449-501 Opinion ITS insider lists , , , Opinion PDF
1.76 MB
02/05/2022 ESMA70-449-497 Opinion RTS liquidity contracts for SME Growth Market issuers , , , Opinion PDF
849.59 KB
29/04/2022 ESMA71-99-1935 ESMA makes recommendations to improve investor protection , Press Release PDF
161.86 KB
20/04/2022 ESMA34-45-1445 Compliance table on Guidelines on marketing communications under the Regulation on the cross-border distribution of funds , Compliance table PDF
192.62 KB
05/04/2022 ESMA71-99-1924 ESG funds provided better returns for investors in 2020 Press Release PDF
106.93 KB
04/04/2022 ESMA70-448-10 Final Report- Short Selling Regulation Review Final Report PDF
749.55 KB

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