ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
1546
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
Corporate Information X Prospectus X CESR Archive X Transparency X Short Selling X Securities Financing Transactions X
Reset all filters

Pages

Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
02/12/2021 ESMA42-646012687-331 ESMA Guidelines , Reference XLSX
63.89 KB
01/12/2021 ESMA Chair calendar 2021 Calendar of the Chair of ESMA Reference PDF
117.42 KB
30/11/2021 ESMA41-140-79 Technical standards , Reference XLSX
169.44 KB
24/11/2021 ESMA22-106-3734 SMSG advice to ESMA on its Consultation Paper on the review of certain aspects of the Short Selling Regulation , SMSG Advice PDF
167.66 KB
08/11/2021 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.43 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.

03/11/2021 Organisation Chart ESMA Organigramme Reference PDF
1.15 MB

This organigramme represents the current structure of ESMA. 

03/11/2021 ESMA71-99-1749 Press_Release_New Chair_Ross November FINAL , , , , Press Release PDF
81.42 KB
27/10/2021 ESMA32-67-791 Letter to IFRS IC on classification of SPAC shares as equity or liability (IAS 32) , , , Letter PDF
223.92 KB
14/10/2021 ESMA24-436-15 Annex to the Opening Statement ECON Hearing 14 October 2021 , , , , , , , , , Speech PDF
415.73 KB
14/10/2021 ESMA24-436-13 Opening Statement ECON Hearing 14 October 2021 , , , , , , , , , Speech PDF
690.55 KB
14/10/2021 ESMA ED Calendar 2021 calendar of the Executive Director of ESMA Reference PDF
59.99 KB
11/10/2021 ESMA22-440-223 ESMA Staff Stakeholder contacts in the third quarter 2021 Reference PDF
98.52 KB
08/10/2021 ESMA74-362-2159 ESMA as a data driven regulator and supervisor- AFME 5th Annual European Compliance and Legal Virtual Conference , , , , , , , , , Speech PDF
167.18 KB
30/09/2021 ESMA74-362-893 QAs on SFTR data reporting , , Q&A PDF
356.79 KB
28/09/2021 ESMA71-99-1735 ESMA Work Programme 2022 , , , , Press Release PDF
89.19 KB
28/09/2021 ESMA20-95-1430 2022 Annual Work Programme , , , Report PDF
589.43 KB
24/09/2021 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
158.57 KB
24/09/2021 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
39.23 KB
24/09/2021 ESMA70-156-3914 Response form- Consultation Paper on the review of certain aspects of the SSR Reference DOCX
751.38 KB
24/09/2021 ESMA70-156-3914 Consultation Paper on the review of certain aspects of the Short Selling Regulation Consultation Paper PDF
1.19 MB

Pages