Short Sale Volume and Transaction Data
March 18, 2011
To increase the transparency surrounding short sale transactions, several self-regulatory organizations (SROs) are providing on their websites daily aggregate short selling volume information for individual equity securities. The SROs are also providing website disclosure on a one-month delayed basis of information regarding individual short sale transactions in all exchange-listed equity securities. For short sale data provided by a specific SRO, you can click on the hyperlinks below.
Financial Industry Regulatory Authority, Inc.
- Monthly Transaction Data
- Short Sale Volume Data (NASDAQ TRF, NYX TRF, ADF and ORF)
National Stock Exchange, Inc.
In addition, the SEC discloses twice-monthly disclosure on its website fails to deliver data for all equity securities. You also can go to the SROs’ websites for the threshold securities list for those securities for which the SRO is the primary market.