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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
23/11/2020 ESMA32-50-218 Guidelines on enforcement of financial information Guidelines & Recommendations PDF
326.44 KB
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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.

17/11/2020 ESMA42-646012687-331 ESMA Guidelines , Reference XLSX
63.07 KB
13/11/2020 ESMA34-32-699 Guidelines compliance table- Guidelines on model MoU concerning consultation, cooperation and the exchange of information related to the supervision of AIFMD entities (ESMA/2013/998) , Compliance table PDF
113.46 KB
11/11/2020 ESMA33-128-1217 Guidelines on securitisation repository data completeness and consistency thresholds Guidelines & Recommendations PDF
373.62 KB
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06/11/2020 ESMA71-99-1432 Opening Statement Verena Ross ECMI 6 November 2020 Speech PDF
99.36 KB
05/11/2020 ESMA34-39-992 Guidelines on performance fees in UCITS and certain types of AIFs , , Guidelines & Recommendations PDF
224.69 KB
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03/11/2020 ESMA71-99-1420 Fast Track Peer Review PR- Wirecard , , , Press Release PDF
137.39 KB
03/11/2020 ESMA71-99-1423 QA Fast Track Peer Review- Wirecard , , Q&A PDF
248.14 KB
03/11/2020 ESMA42-111-5349 Fast Track Peer Review Report- Wirecard , , Report PDF
1.33 MB
30/10/2020 EBA BS 2020 633 Letter from the European Commission to the ESAs on the application of Regulation (EU) 2019/2088 on the sustainability-related disclosures in the financial services sector Letter PDF
300.29 KB
28/10/2020 ESMA71-99-1422 Press Release European Common Enforcement Priorities 2020 , , , Press Release PDF
101.44 KB
28/10/2020 ESMA32-63-1041 Public Statement on the European Common Enforcement Priorities 2020 , Statement PDF
266.78 KB
27/10/2020 ESMA 33-5-857 ESMA Public Statement on CRA Endorsement Oct 2020 Statement PDF
117.99 KB
16/10/2020 ESMA42-110-812 Notifications of Compliance with Guidelines – Overview Table Reference XLSX
81.99 KB
12/10/2020 ESMA22-105-1248 Steven Maijoor Opening Statement for ECON Hearing 12 October 2020 , , , , , Statement PDF
134.36 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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