ESMA LIBRARY

The ESMA Library contains all ESMA documents. Please use the search and filter options to find specific documents.
2106
DOCUMENTS

REFINE YOUR SEARCH

Sections

Type of document

Your filters
MiFID - Investor Protection X MiFID - Secondary Markets X Innovation and Products X IAS Regulation X Corporate Disclosure X CESR Archive X Short Selling X
Reset all filters
Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
10/04/2019 JC 2019 26 Joint ESA advice on the need for legislative improvements relating to ICT risk management requirements , Technical Advice PDF
1.34 MB
15/03/2018 JC-2018-04 Joint Committee Final Report on Big Data Final Report PDF
520.31 KB
01/12/2015 JC/2015/079 2015 list of identified Financial Conglomerates , Reference PDF
146.29 KB
24/08/2007 JP MORGAN-CRA JP MORGAN response Reference PDF
746.57 KB
15/02/2001 Lamfalussy Report Lamfalussy Report Reference PDF
398.94 KB
The final report by the Committee of Wise Men establishing CESR
24/08/2007 M&G-CRA M&G response Reference PDF
49.36 KB
27/03/2020 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
444.38 KB
27/03/2020 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
44.22 KB
13/04/2010 MARKT G3/SH/cr Ares (2009) Commission request for additional information from CESR in relation to the review of MiFID Reference PDF
79.6 KB
11/04/2007 McCreevy 05/03/07 Letter from Charlie McCreevy, Commissioner for the Internal Market, regarding standard forms for the notification of holdings of voting rights Letter PDF
87.08 KB
03/03/2016 Mifid mapping Mapping- fields in MiFID systems Reference XLSX
9.54 KB

This document provides a mapping of the fields between the old MiFID database http://mifiddatabase.esma.europa.eu/ and the lists available on the Registers portal http://registers.esma.europa.eu/publication/ 

29/07/2010 MiFID Review Compiled Version CESR Technical Advice to the European Commission in the Context of the MiFID Review and Responses to the European Commission Request for Additional Information Final Report PDF
1.13 MB
13/10/2010 MiFID Review Compiled Version 2nd set CESR second set of Technical Advice to the European Commission in the Context of the MiFID Review and Responses to the European Commission Request for Additional Information Final Report PDF
705.33 KB
24/08/2007 MIS Moody's response Reference PDF
322.82 KB
19/07/2013 MOU ACER ESMA MoU between ESMA and ACER concerning the consultation and cooperation regarding their regulatory responsibilities in relation to EU wholesale energy market Reference PDF
207.61 KB
10/07/2014 MOU IFRS ESMA IFRS Foundation and ESMA statement of protocols for cooperation on International Financial Reporting Standards Reference PDF
123.58 KB
31/10/2018 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
27.31 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.

24/08/2007 NVB-CRA NVB response Reference PDF
35.34 KB
18/05/2017 pkaspeech Speech by Patrick Armstrong on The Adoption of RegTech within the Financial Services Industry Speech PDF
255.17 KB
22/06/2018 Reply to ESMA70-154-5851 Letter from Commission VP Dombrovskis answer to ESMA letter on MiFID II ancillary activity (ESMA70-154-5851) Letter PDF
743.74 KB