Short Interest and Volume Report

Coverage

Global

Frequency Frequency

Daily

Customization

Download Product Overview

EDI provides short interest data for a number of global markets. Short interest is a market-sentiment indicator that tells whether investors think a stock’s price is likely to fall. It can also be compared over time to examine changes in investor sentiment. Short interest regulation and reporting requirements vary by country.

Countries with Short Interest Data by Position Holder

Austria, Belgium, Denmark, Finland, France, Germany, Greece, Hungary, Ireland, Italy, Netherlands, Poland, Portugal, Spain, Sweden, UK

Data for these countries is reported to local regulators in compliance with ESMA short selling regulations, and began for most of these markets on 1 November 2012. The exceptions to this are Spain, which has data going back to 10 June 2010 and Greece where the history begins 30 May 2013.

Countries with Short Interest Data by Traded Volume/Position

Australia, Canada, China, Chile, Hong Kong, Israel, Malaysia, Mexico, New Zealand, Norway, Peru, Singapore, South Korea, Taiwan, Thailand, Turkey, United States.

Countries Which Permit Short Selling but Have no Activity

The following countries permit short selling but there is currently no activity. EDI monitors these markets and will provide updates if / when there is activity:

Bulgaria, Croatia, Cyprus, Czech Republic, Estonia, India, Latvia, Lithuania, Luxembourg, Malta, Philippines, Romania, Saudi Arabia, Slovakia.

Threshold Securities

Access daily threshold securities listings so that brokers can comply with SHO regulations governing short selling activities.

We appreciate daily threshold securities listings from:

  • NASDAQ Stock Market
  • NYSE MKT (NYSE American)
  • New York Stock Exchange
  • OTC Markets
  • NYSE Arca

We identify each listed security by running the consolidated threshold securities listings against our securities database.

Data Delivery

Delivery options

Online
SFTP

Delivery format

TAB
TXT
XML

Restrictions

EDI data will include notifications of restrictions to the short selling regulations as provided by the market regulator and/or exchange.  A section called EU restrictions will be added – For EU countries, additional restrictions may apply, and EDI will include a list of those shares as published on the ESMA registers.