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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|03/06/2021||ESMA50-165-1761||ESMA Risk Dashboard No. 1 2021||Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|20/05/2021||ESMA70-156-4262||Opinion for the adjustment of the threshold set out in Article 5(2) of SSR||COVID-19, Market Integrity, Short Selling||Opinion||PDF
|14/04/2021||ESMA71-99-1637||Retail clients continue to lose out due to high investment products costs||Fund Management, Risk Analysis & Economics - Markets Infrastructure Investors||Press Release||PDF
|08/04/2021||ESMA50-165-1734||EU Alternative Investment Funds- 2021 Statistical Report||Fund Management, Market data, Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|31/03/2021||JC 2021 27||JOINT ESA REPORT ON RISKS AND VULNERABILITIES IN THE EU FINANCIAL SYSTEM No 1 2021||Joint Committee, Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|29/03/2021||ESMA50-164-770||Links to national websites where net short positions in shares are disclosed||Short Selling||Reference||PDF
|17/03/2021||ESMA71-99-1579||ESMA sees high risk for investors in non-regulated crypto assets||Risk Analysis & Economics - Markets Infrastructure Investors||Press Release||PDF
|17/03/2021||esma50-165-1495||ESMA report on trends, risks and vulnerabilities no.1 2021- statistical annex||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|17/03/2021||ESMA50-165-1524||ESMA report on trends, risks and vulnerabilities no.1 2021||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
|01/02/2021||ESMA50-164-4105||Alternative Investment Funds (AIFs) exposures to commercial real estate- 2019||Fund Management, Risk Analysis & Economics - Markets Infrastructure Investors||Reference||PDF
|15/01/2021||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|04/01/2021||SSR sanctions||Administrative measures and sanctions applicable in Member States to infringements of the Short Selling Regulation (SSR)||Short Selling||Reference||PDF
|21/12/2020||Market makers - XLS||Market makers and authorised primary dealers who are using the exemption under the SSR- XLS||Short Selling||Reference||XLSX
|21/12/2020||Market makers - pdf||Market makers and authorised primary dealers who are using the exemption under the SSR- PDF||Short Selling||Reference||PDF
|17/12/2020||106/20/COL||ESA Third Renewal Decision under Art. 28(1) SSR||COVID-19, Market Integrity, Short Selling||Decision||PDF
|17/12/2020||ESMA70 -155-11608||Decision renewal art. 28 SSR reporting threshold- December 2020||COVID-19, Market Integrity, Short Selling||Decision||PDF
|30/11/2020||ESMA-50-165-1355||ASR on EU Securities markets- 2020||Risk Analysis & Economics - Markets Infrastructure Investors||Report||PDF
This document has been updated on 30 November 2020 to include footnotes indicating the cut off date for the reference and transparency data used as a basis for certain analyses.
|20/11/2020||ESMA WP-2020-04||ESMA working paper on HFT and ghost liquidity||Risk Analysis & Economics - Markets Infrastructure Investors||Report||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||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.