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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
16/08/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Short Selling Reference XLSX
40.1 KB
16/08/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Short Selling Reference PDF
481.8 KB
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Short Selling Reference XLSX
26.41 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.
29/07/2022 ESMA22-106-4089 Application form for Securities and Markets Stakeholder Group 2022 Securities and Markets Stakeholder Group Reference DOCX
64.61 KB
29/07/2022 ESMA22-106-3964 Call for Expression of Interest Securities and Markets Stakeholder Group (reserve list) Securities and Markets Stakeholder Group Reference PDF
134.79 KB
20/07/2022 SSR sanctions Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR) Short Selling Reference PDF
372.65 KB
15/07/2022 ESMA80-196-6345 Final Report on the Revision to Guidelines and Recommendations on the Scope of the CRA Regulation Credit Rating Agencies, Guidelines and Technical standards Final Report PDF
411.44 KB
11/07/2022 ESMA22-106-4135 SMSG advice to ESMA on EFRAG Consultation on Sustainability Reporting standards Securities and Markets Stakeholder Group, Sustainable finance SMSG Advice PDF
178.31 KB
08/07/2022 ESMA22-106-4078 Summary of Conclusions SMSG- 13 May 2022 Securities and Markets Stakeholder Group Summary of Conclusions PDF
231.25 KB
01/07/2022 ESMA31-67-535 Practical Guide on notifications of major holdings under the Transparency Directive Corporate Disclosure, Corporate Information, Transparency Reference PDF
1 MB
08/06/2022 ESMA22-106-3869 Summary of Conclusions SMSG- 3 February 2022 Securities and Markets Stakeholder Group Summary of Conclusions PDF
207.92 KB
01/06/2022 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Short Selling Reference PDF
97.14 KB
23/05/2022 ESMA32-51-907 Letter on the IFRS Interpretations Committee’s tentative agenda decision on Transfer of Insurance Coverage under a Group of Annuity Contracts (IFRS 17) Corporate Disclosure, IFRS Supervisory Convergence Letter PDF
110.67 KB
13/05/2022 ESMA32-339-208 Public statement on Transparency on implementation of IFRS 17 Insurance Contracts Corporate Disclosure Statement PDF
168.3 KB
13/05/2022 ESMA32-63-1277 Public statement on Implications of Russia’s invasion of Ukraine on half-yearly financial reports Corporate Disclosure Statement PDF
184.38 KB
04/05/2022 ESMA22-106-4032 SMSG advice to the ESMA Consultation Paper on Guidelines on certain aspects of the MiFID II suitability requirements MiFID - Investor Protection, Securities and Markets Stakeholder Group SMSG Advice PDF
274.55 KB
27/04/2022 ESMA22-106-4024 SMSG Recommendations in regard of the impact of inflation on investor protection Securities and Markets Stakeholder Group SMSG Advice PDF
301.69 KB
20/04/2022 ESMA80-187-945 Verena Ross' speech at ECMI/CEPS Webinar, 20 April 2022 Credit Rating Agencies, Trade Repositories, Transparency Speech PDF
178.1 KB

Verena Ross' speech at ECMI/CEPS Webinar, 20 April 2022: "ESMA – driving forward high-quality supervision and transparency in a single EU capital market"
04/04/2022 ESMA70-448-10 Final Report- Short Selling Regulation Review Short Selling Final Report PDF
749.55 KB
01/04/2022 ESMA32-51-370 Q&A on ESMA Guidelines on Alternative Performance Measures Corporate Disclosure, Corporate Information Q&A PDF
987.02 KB

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