S3 Short Interest Enhanced Risk Analytics & Securities Financing Data

• Access the only independent Short Interest and Securities Finance data set available. Use this data to understand bearish bets, conviction levels and what is driving price action, and identify which trades are crowded and why for over 67,000 global securities.
• Eliminate delays in exchange-reported data and seamlessly integrate data into existing systems and workflows.
• Trust S3’s holistic and unbiased data collection and contribution methodology. Gain a complete dataset sourced from proprietary software and data, bank and broker inventory feeds from all major market participants, regulatory filings from every public exchange globally and an in-house service desk that performs live confirmation of intraday rates from voice brokered financing markets.

Use Cases

• Identify hidden risk in your portfolios or trading strategies
• Measure total amount of short sales in the market
• Understand borrow and shorting capacity
• Improve position sizing and timing decisions
• Explain short-term sector and factor rotation
• Identify crowding, short squeezes and market disruptions
• Minimize risk in volatile markets

Feed Details

Feed Coverage

Key Data Points

RedShift Usage Examples

• TOP 10 most shorted securities in US by Notional SI

select top 10 * from S3SHORTINTERESTDATA_RiskAnalytics where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and SHORTINTERESTNOTIONAL is not null and bbgid like '% US' order by SHORTINTERESTNOTIONAL desc;

• TOP 10 most shorted securities in US by Squeeze Risk

select top 10 * from S3SHORTINTERESTDATA_RiskAnalytics where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and SqueezeRisk is not null and bbgid like '% US' order by SqueezeRisk desc;

• TOP 10 most shorted securities in US by Crowded Score

select top 10 * from S3SHORTINTERESTDATA_RiskAnalytics where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and CrowdedScore is not null and bbgid like '% US' order by CrowdedScore desc;

• TOP 10 most expensive borrows in US

select top 10 * from S3SHORTINTERESTDATA_RiskAnalytics where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and offerrate is not null and bbgid like '% US' order by offerrate desc;

• TOP 10 most shorted securities in US by SI % S3Float

select top 10 * from S3SHORTINTERESTDATA_RiskAnalytics where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and S3SIPCTFLOAT is not null and bbgid like '% US' order by S3SIPCTFLOAT desc;