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|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||Securities and Markets Stakeholder Group, Short Selling||SMSG Advice||PDF
|23/11/2021||ESMA70-156-4754||Compliance table on Guidelines on MiFID II/MiFIR obligations on market data||Guidelines and Technical standards, MiFID - Secondary Markets||Compliance table||PDF
|22/11/2021||ESMA70-156-4710||Final Report Technical standards for commodity derivatives||COVID-19, MiFID - Secondary Markets||Final Report||PDF
|18/11/2021||ESMA70-445-7||Preliminary Report on Emission Allowances||MiFID - Secondary Markets, Sustainable finance||Report||PDF
|08/11/2021||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.
|14/10/2021||ESMA24-436-15||Annex to the Opening Statement ECON Hearing 14 October 2021||Board of Supervisors, Brexit, CCP Directorate, Corporate Information, Credit Rating Agencies, Innovation and Products, Joint Committee, Speeches, Supervisory convergence, Sustainable finance||Speech||PDF
|14/10/2021||ESMA24-436-13||Opening Statement ECON Hearing 14 October 2021||Board of Supervisors, Brexit, CCP Directorate, Corporate Information, Credit Rating Agencies, Innovation and Products, Joint Committee, Speeches, Supervisory convergence, Sustainable finance||Speech||PDF
|13/10/2021||ESMA22-106-3638||SMSG Advice on remuneration guidelines||Securities and Markets Stakeholder Group||SMSG Advice||PDF
|08/10/2021||ESMA74-362-2159||ESMA as a data driven regulator and supervisor- AFME 5th Annual European Compliance and Legal Virtual Conference||Market data, MiFID - Secondary Markets, MiFID II: Transparency Calculations and DVC, Post Trading, Risk Analysis & Economics - Markets Infrastructure Investors, Securitisation, Speeches, Supervisory convergence, Trade Repositories, Transparency||Speech||PDF
|01/10/2021||ESMA70-156-3921||Public Register for the Trading Obligation for derivatives under MiFIR||MiFID - Secondary Markets||Reference||PDF
|30/09/2021||ESMA80-196-5819||Opinion on improving access to and use of credit ratings||Credit Rating Agencies||Opinion||PDF
|30/09/2021||ESMA70-872942901-35||Q&A on MiFID II and MiFIR transparency topics||MiFID - Secondary Markets||Q&A||PDF
|29/09/2021||ESMA70-156-4572||MiFID II Final Report on Algorithmic Trading||MiFID - Secondary Markets, Trading||Final Report||PDF
|28/09/2021||ESMA22-106-3523||SMSG Advice on ESMA 2022 annual Work Programme||Securities and Markets Stakeholder Group||SMSG Advice||PDF
|28/09/2021||ESMA70-156-4871||Keynote speech Natasha Cazenave- FIA IDX conference, 27 September 2021||Benchmarks, Brexit, MiFID - Secondary Markets, Post Trading, Speeches||Speech||PDF
|24/09/2021||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|24/09/2021||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|24/09/2021||ESMA70-156-3914||Response form- Consultation Paper on the review of certain aspects of the SSR||Short Selling||Reference||DOCX
|24/09/2021||ESMA70-156-3914||Consultation Paper on the review of certain aspects of the Short Selling Regulation||Short Selling||Consultation Paper||PDF
|19/08/2021||ESMA22-106-3504||SMSG response to EC consultation on the EU strategy for retail investors||Securities and Markets Stakeholder Group||SMSG Advice||PDF