ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
967
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Investor Protection X Planning reporting budget X IAS Regulation X Sustainable finance X Prospectus X Short Selling X Innovation and Products X Market Integrity X Joint Committee X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
19/11/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
44.29 KB
19/11/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
502.23 KB
18/11/2020 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.35 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.

13/11/2020 ESMA22-106-2993 SMSG advice on Sustainability Templates , SMSG Advice PDF
184.15 KB
06/11/2020 ESMA35-43-349 Q&As on MiFID II and MiFIR investor protection topics , Q&A PDF
984.19 KB
05/11/2020 ESMA30-379-325 Response form- CP on TR Article 8 advice Reference DOCX
775.77 KB
05/11/2020 ESMA30-379-325 Consultation Paper- Draft advice to EC under Article 8 of the Taxonomy Regulation Consultation Paper PDF
1.79 MB
05/11/2020 ESMA30-379-334 PR CP under Article 8 of the Taxonomy Regulation , Press Release PDF
125.68 KB
30/10/2020 EBA BS 2020 633 Letter from the European Commission to the ESAs on the application of Regulation (EU) 2019/2088 on the sustainability-related disclosures in the financial services sector Letter PDF
300.29 KB
29/10/2020 ESMA70-156-3581 Final Report on SME GMs RTS-ITS under MAR , Final Report PDF
691.32 KB
28/10/2020 ESMA71-99-1422 Press Release European Common Enforcement Priorities 2020 , , , Press Release PDF
101.44 KB
23/10/2020 ESMA31-62-1193 List of prospectus thresholds , , Reference PDF
220.58 KB
21/10/2020 ESMA71-99-1421 Retail investors and asset management are the pillars of a successful Capital Markets Union , , Speech PDF
170.21 KB
12/10/2020 ESMA22-105-1248 Steven Maijoor Opening Statement for ECON Hearing 12 October 2020 , , , , , Statement PDF
134.36 KB
12/10/2020 ESMA32-63-1052 ESMA32-63-1052 ESMA submission to IFRS IC on IAS 32- Warrant Letter PDF
167.15 KB
12/10/2020 ESMA32-63-1051 ESMA32-63-1051 ESMA submission to IFRS IC on IAS 2- Costs to sell inventory Letter PDF
133.28 KB
12/10/2020 ESMA32-61-418 ESMA32-61-418 Comment letter to the IFRS IC TAD June 2020 , Letter PDF
160.79 KB
09/10/2020 ESM22-103-1158 ESM22-103-1158 Keynote Speech- Verena Ross- AFME Compliance and Legal Conference , , , , Speech PDF
133.94 KB
09/10/2020 JC GL 2017 17 appendix 1 Compliance table- Joint Guidelines on the prudential assessment of acquisitions and increases of qualifying holdings in the financial sector Reference PDF
571.92 KB
07/10/2020 ESMA63-43-1728 ESMA Budget Amendment n.3 for 2020 Reference PDF
241.4 KB

Pages