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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
01/02/2019 ESMA33-128-474 Annex 13 Securitisation ANNEX13_INVESTOR_REPORT-ABCP_SECURITISATION Reference XLSX
13.3 KB
01/02/2019 ESMA33-128-474 Annex 12 Securitisation ANNEX12_INVESTOR_REPORT-NON-ABCP_SECURITISATION Reference XLSX
18.29 KB
01/02/2019 ESMA33-128-474 Annex 11 Securitisation ANNEX11_UNDERLYING_EXPOSURES-ABCP Reference XLSX
16.61 KB
01/02/2019 ESMA33-128-474 Annex 10 Securitisation ANNEX10_UNDERLYING_EXPOSURES_ADD_ON-NON_PERFORMING_EXPOSURES Reference XLSX
18.39 KB
01/02/2019 ESMA33-128-474 Annex 9 Securitisation ANNEX9_UNDERLYING_EXPOSURES–ESOTERIC Reference XLSX
22.62 KB
01/02/2019 ESMA33-128-474 Annex 8 Securitisation ANNEX8_UNDERLYING_EXPOSURES–LEASING Reference XLSX
22.83 KB
01/02/2019 ESMA33-128-474 Annex 7 Securitisation ANNEX7_UNDERLYING_EXPOSURES–CREDIT_CARDS Reference XLSX
17.89 KB
01/02/2019 ESMA33-128-474 Annex 6 Securitisation ANNEX6_UNDERLYING_EXPOSURES–CONSUMER Reference XLSX
21.28 KB
01/02/2019 ESMA33-128-474 Annex 5 Securitisation ANNEX5_UNDERLYING_EXPOSURES–AUTOMOBILE Reference XLSX
22.68 KB
01/02/2019 ESMA33-128-474 Annex 4 Securitisation ANNEX4_UNDERLYING_EXPOSURES–CORPORATE Reference XLSX
27.85 KB
01/02/2019 ESMA33-128-474 Annex 3 Securitisation ANNEX3_UNDERLYING_EXPOSURES–COMMERCIAL_REAL_ESTATE Reference XLSX
42.87 KB
01/02/2019 ESMA33-128-474 Annex 2 Securitisation ANNEX2_UNDERLYING_EXPOSURES–RESIDENTIAL_REAL_ESTATE Reference XLSX
27.03 KB
24/01/2019 ESMA50-164-770 Links to national websites where net short positions in shares are disclosed Reference PDF
80.26 KB
10/12/2018 ESMA33-128-585 STS Reporting Instructions Reference PDF
456.26 KB
13/11/2018 ESMA35-43-1206 MiFID II Supervisory Briefing on Suitability Reference PDF
557.16 KB
31/10/2018 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
25.88 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.

01/10/2018 ESMA35-43-1391 Notice of ESMA’s Product Intervention Renewal Decision in relation to binary options Reference PDF
98.36 KB
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23/08/2018 ESMA50-164-772 Links to the national websites explaining the procedures for notifications of net short positions Reference PDF
227 KB
01/06/2018 ESMA35-43-1135 Notice of ESMA's Product Intervention Decisions on CFDs and binary options , Reference PDF
241.42 KB
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23/05/2018 JC 2018 14 reply form Reply form- Consultation Paper Securitisation/Emir clearing obligation , Reference DOCX
764.86 KB