REFINE YOUR SEARCH
Type of document
|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|12/02/2020||ESMA42-110-812||Notifications of Compliance with Guidelines – Overview Table||Guidelines and Technical standards||Reference||XLSX
|12/02/2020||ESMA42-646012687-331||ESMA Guidelines||Corporate Information, Guidelines and Technical standards||Reference||PDF
|11/02/2020||ESMA41-140-79||Technical standards||Corporate Information, Guidelines and Technical standards||Reference||XLSX
|03/02/2020||ESMA35-43-1410||MiFID - Investor Protection||Reference||PDF
|06/01/2020||ESMA74-362-388||LEI statement SFTR||Securities Financing Transactions||Reference||PDF
|03/01/2020||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|03/01/2020||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|19/12/2019||ESMA70-145-1020||List of national competent authorities that have increased the thresholds for the notification of transactions of persons discharging managerial responsibilities and closely associated persons||Market Abuse||Reference||PDF
|04/10/2019||ESMA70-156-1394||Reply form for the Consultation Paper on MAR review report||Market Abuse||Reference||DOCX
|04/06/2019||ESMA35-30-658||ESMA35-30-658 IPISC CWG CALL FOR INTEREST||MiFID - Investor Protection||Reference||PDF
|27/05/2019||ESMA70-151-1019||Consolidated SFTR_Validation_Rules||Securities Financing Transactions||Reference||XLSX
|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
|30/04/2019||ESMA35-43-1912||CFD Renewal 3- Notice||MiFID - Investor Protection||Reference||PDF
|04/04/2019||ESMA35-36-1640||MiFID II Supervisory Briefing on Appropriateness||MiFID - Investor Protection||Reference||PDF
|27/03/2019||ESMA35-43-1862||BO Renewal Decision 3 Notice||MiFID - Investor Protection||Reference||PDF
|22/03/2019||esma35-36-1590||Presentation on CPs MIFID-UCITS-AIFMD||Fund Management, MiFID - Investor Protection, MiFID - Secondary Markets||Reference||PDF
|11/02/2019||ESMA35-43-1493||MiFID II supervisory briefing on the use of third-country branches by EU firms||Brexit, MiFID - Investor Protection, Supervisory convergence||Reference||PDF
|24/01/2019||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|13/11/2018||ESMA35-43-1206||MiFID II Supervisory Briefing on Suitability||MiFID - Investor Protection||Reference||PDF
|31/10/2018||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.