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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
02/12/2020 ESMA22-103-1194 Keynote address – CMU and current challenges- Verena Ross, International Investors Conference Frankfurt , , , , Speech PDF
155.85 KB
27/11/2020 ESMA70-156-300 Public Register for the Trading Obligation for derivatives under MiFIR Reference PDF
199.66 KB
25/11/2020 ESMA71-99-1443 PR DTO Final Position , , Press Release PDF
82.15 KB
25/11/2020 70-155-8842 ESMA statement on DTO Final , Statement PDF
79.5 KB
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.

12/11/2020 ESMA70-155-4809 List of trading venues and CCPs benefiting from a transitional exemption from the access provisions under Article 54(2) of MiFIR Reference PDF
90.28 KB
06/11/2020 ESMA70-155-11210 Delegation third country TV post trade transparency , Decision PDF
124.97 KB
06/11/2020 ESMA70-156-2477 Consultation Paper Guidelines on market data Consultation Paper PDF
833.85 KB
06/11/2020 ESMA70-156-3882 Response Form CP Guidelines on market data Reference DOCX
759.82 KB
06/11/2020 ESMA71-99-1432 Opening Statement Verena Ross ECMI 6 November 2020 , Speech PDF
99.36 KB
05/11/2020 ESMA74-362-893 QAs on SFTR data reporting , , Q&A PDF
208.93 KB
03/11/2020 ESMA33-128-760 Securitisations designated as STS as from 01/01/2019 Regulation 2402/2017 Reference XLSX
97.3 KB
28/10/2020 ESMA71-99-1422 Press Release European Common Enforcement Priorities 2020 , , , Press Release PDF
101.44 KB
27/10/2020 ESMA 33-5-857 ESMA Public Statement on CRA Endorsement Oct 2020 Statement PDF
117.99 KB
26/10/2020 ESMA71-99-1413 Press Release Brexit statement- Share Trading Obligation , , Press Release PDF
83.7 KB
26/10/2020 ESMA70-155-7782 Statement Brexit Share Trading Obligation Q42020 , Statement PDF
83.73 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

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