ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
1238
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Investor Protection X MiFID - Secondary Markets X Planning reporting budget X Post Trading X Corporate Governance X Careers X Warnings and publications for investors X Prospectus X Short Selling X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
12/09/2015 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Reference PDF
633.27 KB
24/05/2013 request for technical advice Request from the European Commission for ESMA’s technical advice on procedural rules for taking supervisory measures and imposing fines on trade repositories Reference PDF
626.54 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
11/12/2015 Post-trading links Links to key Post Trading documents Reference PDF
603.88 KB
02/07/2020 Overview recruitments Overview recruitments- Updated July 2020 , Reference PDF
743.73 KB
21/08/2014 ODRG/1/2014 ODRG letter to FSB on barriers to reporting to trade repositories Letter PDF
1.27 MB
09/11/2015 ODRG/06/11/15 Report of the ODRG to the G20 Nov (06112015) Reference PDF
215.5 KB
07/11/2014 ODRG 7/11/14 Report of the OTC Derivatives Regulators Group (ODRG) to G20 Leaders on Cross-Border Implementation Issues Reference PDF
460.72 KB
06/11/2015 NFC no CT Notification of NFC no longer exceeding the clearing threshold Reference XLSX
50.16 KB

This notification may be submitted to ESMA (EMIR-notifications@esma.europa.eu) preferably in Excel format, using the form hereby by a non-financial counterparty that no longer exceeds the clearing threshold for any of the following: 

a)     OTC credit derivative contracts;   
b)     OTC equity derivative contracts;   
c)     OTC foreign exchange derivative contracts;   
d)     OTC interest rate derivative contracts; and  
e)     OTC commodity derivative contracts and other OTC derivative contracts not defined under points (a) to (d). 
31/10/2018 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
25.88 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.

20/03/2017 mousca MoU on CCP supervision with the UAE SCA Reference PDF
369.2 KB
20/03/2017 mourbi MoU on CCP supervision with Reserve Bank of India Reference PDF
400.32 KB
20/03/2017 moudfsa MoU on CCP supervision with Dubai Financial Supervisory Authority Reference PDF
391.12 KB
18/04/2017 MOU RBNZ ESMA MoU on CCP supervision with Reserve Bank and Financial Markets Authority of New Zealand Reference PDF
490.43 KB
06/06/2016 MoU for USA Signed MoU for TC-CCPs for USA Reference PDF
162.79 KB
07/01/2016 MoU for Switzerland Signed MoU for Switzerland Reference PDF
169.92 KB
22/03/2016 MoU for South Korea Signed MoU for South Korea Reference PDF
151.46 KB
26/01/2016 MoU for South Africa Signed MoU for South Africa (FSB) Reference PDF
175.99 KB
07/01/2016 MoU for Quebec, Ontario, Manitoba - Canada Signed MoU for Quebec, Ontario, Manitoba- Canada Reference PDF
5.7 MB
26/01/2016 MoU for Mexico Signed MoU for Mexico (CNBV) Reference PDF
128.44 KB

Pages