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|Date||Ref.||Title||Section||Type||Download||Info||Summary||Related Documents||Translated versions|
|09/11/2018||ESMA70-156-785 Reply form||Reply form for the Call for evidence on periodic auctions for equity instruments||MiFID - Secondary Markets||Reference||DOCX
|09/11/2018||ESMA70-156-785||Call for evidence periodic auctions for equity instruments||MiFID - Secondary Markets||Reference||PDF
|07/11/2018||ESMA65-11-1194||FIRDS Reference Data XML Schema 1.1.0||MiFID - Secondary Markets||Reference||ZIP
|31/10/2018||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.
|05/10/2018||ESMA70-155-2938||Opinion on position limits on Swiss Power Base contracts||MiFID - Secondary Markets||Opinion||PDF
|05/10/2018||ESMA70-155-1538||Opinion on position limits on UK Natural Gas contracts||MiFID - Secondary Markets||Opinion||PDF
|05/10/2018||ESMA70-155-2931||Opinion on position limits on Phelix DE/AT Base Power contract||MiFID - Secondary Markets||Opinion||PDF
|02/10/2018||ESMA70-154-884||Opinion on the ancillary activity calculations||MiFID - Secondary Markets||Opinion|
|23/08/2018||ESMA50-164-772||Links to the national websites explaining the procedures for notifications of net short positions||Short Selling||Reference||PDF
|08/08/2018||ESMA70-151-1462||ESMA70-151-1462 Communication on clearing and trading obligation for PF||MiFID - Secondary Markets||Reference||PDF
|13/07/2018||ESMA70-156-471||Response form for the Consultation Paper on the Amendment to RTS 11 (ESMA70-156-357)||MiFID - Secondary Markets||Reference||DOCX
|29/05/2018||ESMA65-8-4678||MiFIR Reporting Instructions Log of Changes||MiFID - Secondary Markets||Reference||XLSX
|23/05/2018||ESMA70-154-576||CDTF Terms of Reference||MiFID - Secondary Markets||Reference||PDF
|22/05/2018||ESMA70-155-3509||Opinion on position limits on ICE Low Sulphur Gasoil 1st Line contracts||MiFID - Secondary Markets||Opinion||PDF
|18/05/2018||ESMA70-154-555||SMSC Terms of Reference||MiFID - Secondary Markets||Reference||PDF
|19/04/2018||ESMA 32-63-427||22nd Extract from the EECS’s Database of Enforcement||IFRS Supervisory Convergence||Reference||PDF
|26/03/2018||ESMA70-155-4809||List of trading venues and CCPs benefiting from a transitional exemption from the access provisions under Article 54(2) of MiFIR||MiFID - Secondary Markets||Reference||PDF
|21/03/2018||ESMA70-156-322||ESMA opinion on package orders' trading obligation under MiFID II||MiFID - Secondary Markets||Opinion||PDF
|23/01/2018||ESMA70-156-275RF||Reply Form to ESMA70-156-275||MiFID - Secondary Markets||Reference||DOCX
|08/01/2018||20180103||Overview of MiFID II position management controls||MiFID - Secondary Markets||Reference||XLSX