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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|20/11/2020||ESMA WP-2020-04||ESMA working paper on HFT and ghost liquidity||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|19/11/2020||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|19/11/2020||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|18/11/2020||ESMA71-99-1437||ESMA publishes first overview of the size and structure of EU securities markets||Risk Analysis & Economics - Markets Infrastructure Investors||Press Release||PDF
|18/11/2020||ESMA-50-165-1355||ASR on EU Securities markets- 2020||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|18/11/2020||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.
|16/11/2020||ESMA71-99-1436||EU derivative clearing showed strong growth in 2019||Risk Analysis & Economics - Markets Infrastructure Investors||Press Release||PDF
|16/11/2020||ESMA50-165-1362||ASR on EU derivatives markets- 2020||Post Trading, Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|11/11/2020||ESMA50-165-1371||ESMA Risk Dashboard No. 2 2020||Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|09/11/2020||ESMA74-362-881||Statement Brexit EMIR and SFTR data||Brexit, Post Trading, Securities Financing Transactions||Statement||PDF
|09/11/2020||ESMA22-106-2883||Summary of Conclusions Management Board meeting 17 September 2020||Management Board||Summary of Conclusions||PDF
|05/11/2020||ESMA74-362-893||QAs on SFTR data reporting||Post Trading, Securities Financing Transactions, Trade Repositories||Q&A||PDF
|02/10/2020||ESMA71-99-1406||ESMA Work Programme 2021||Board of Supervisors, Corporate Information, Management Board, Planning reporting budget, Press Releases||Press Release||PDF
|02/10/2020||ESMA20-95-1273||2021 Annual Work Programme||Board of Supervisors, Corporate Information, Management Board, Planning reporting budget||Report||PDF
|29/09/2020||ESMA-22-328-402||Decision on Conflict of Interest Policy for Non-Staff||Management Board||Decision||PDF
|29/09/2020||ESMA WP-2020-3||ESMA working paper on DVC mechanism and impact on EU equity markets||Innovation and Products, Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|22/09/2020||JC 2020 67||Joint ESA report on risks and vulnerabilities in the EU financial system 2020||Joint Committee, Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|17/09/2020||ESMA70-155-11072||ESMA Decision- renewal Article 28 SSR reporting threshold- September 2020||COVID-19, Market Integrity, Short Selling||Decision||PDF
|09/09/2020||ESMA WP-2020-2||ESMA working paper on Closet indexing indicators and investor outcomes||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|02/09/2020||ESMA71-99-1375||ESMA sees high risk of decoupling of financial market performance and underlying economic activity||Risk Analysis & Economics - Markets Infrastructure Investors||Press Release||PDF