Wednesday January 30 2013
News Source: Global Disclosures
Focus: Short Selling
Type: General
Country: European Union
The European Securities and Markets Authority has published an updated Q and A on EU short selling in line with feedback received from market participants. The Q and A was last updated in October 2012.
The following questions have been added:
Scope of the measures
- Question 1F on ADRs and GDRs
- Question 1G on ETFs
- Question 1H on shares pledged as collateral
- Question 1I on debt instruments issued by a sovereign issuer
Calculation of a net short position
- Question 3F on “issued share capital” and “savings shares”
- Question 3H on netting long positions in sovereign debt
- Question 3J on “single sovereign bond futures”
- Question 3K on long positions in UCITS funds
- Question 3L on delta adjustment
Duration adjustment for calculating net short positions in sovereign debt
- Question 4E on derivatives in sovereign debt
- Question 4F on Credit Linked Notes
Group calculations
- Question 5F and 5J on the legal entity within a group required to report
- Question 5K on reporting by funds
Uncovered short sales
- Question 7B on extensions of repos
- Question 7C on telephone call registrations as a “durable medium”
- Question 7D on length of time of storage of information in a “durable medium”
- A reminder of the “locate” requirements
- Question 7K on main national indices
- Question 7L on intra-day short sales and confirmations
- Question 7M on “easy-to-borrow” lists
ESMA has also added a new Section 8 on uncovered sovereign CDS, which contains the information previously contained at the end of Section 7, as well as the following new questions:
- Question 8C on hedging
- Question 8D on sovereign bonds and static hedges
- Question 8E on hedging against widening credit spreads
- Question 8F on “look-through” of an index used for hedging
- Question 8G on “replacement trades”
As a result of the above change, the sections on market making and primary dealing have been moved.
In addition to new questions, the following questions were updated:
- Question 3C on convertible bonds and the calculation of a net short position
- Question 3I on the look-through requirement for baskets and indexes and publicly available information for the calculation of a net short position.
Click on the above link for the Q and A (changes highlighted).