Securities Finance: Short Interest Data
Release notes
The newly expanded Securities Finance Buyside Analytics dataset, gives users access to Global Equities and Fixed Income securities lending data on Snowflake, Xpressfeed™ and SFTP.
The Securities Finance: Short Interest dataset, originated from IHS Markit, provides insights on more than $39 trillion of global securities in the lending programs of over 20,000 institutional funds, along with 3 million daily transactions, and history dating back to 2002. This dataset provides holistic transparency into the securities lending market and short interest dynamics. Data is sourced directly from industry participants, including Custodian Banks, Prime Brokers and Hedge Funds.
Leverage this dataset to analyze long and short fund flow activity supporting investment decision making, identify portfolio exposure to both downward price reversals and short squeezes, and gain a holistic view on Short Interest. Utilize this dataset to understand the availability of borrow and the concentration of supply, combine securities lending flow with public short interest data, and aggregate short interest across the capital structure.
Datasets available include:
- Securities Finance Short Interest Data: Global securities financing data.
- Intraday Securities Finance Short Interest Data: Intraday global securities financing data, providing high-frequency updates and deeper trading transparency.
- Public Short Interest Disclosures: Public short interest information collected from various disclosing authorities globally.
- Japan Buyside Analytics: Tokyo Stock Exchange daily trading, including buy, sell, short and margin trades, combined with the core Securities Finance: Short Interest data.
- Bond to Equity Short Interest: Aggregate short interest across global corporate issues, mapped back to the equity identifiers.
Vendor information
- Primary Entity TypeSecurity
- Coverage Count100,000
- Geographic CoverageGlobal
- Industry CoverageConsumer, Energy and Utilities, Financials, Healthcare, Industrials, Materials, Real Estate, Technology, Media & Telecommunications
- History Initiated2002
- Earliest Significant Coverage2006
- Point In TimeYes
- Data SourceSecurities Lending Market Participants
- Field Count10s
- Delivery ChannelAPI, Cloud, Desktop, Feed
- Delivery PlatformAPI, CIQ Excel Plug-In, ClariFI®, Excel spreadsheets, Marketplace Workbench, Price Viewer, S&P Capital IQ, SFTP, Snowflake, Xpressfeed™
- Reporting FrequencyDaily
- Dataset LatencyDaily