Short Interest Data

Coverage

Global

Frequency

Daily

Historical Data

Customization

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.

Data Delivery

Delivery options

Online
FTP

Delivery format

TAB
TXT

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.