
S3 Short Interest and Securities Finance Data
Provided By: S3 Partners

S3 Short Interest and Securities Finance Data
Provided By: S3 Partners
S3’s Short Interest and Securities Finance data provide the necessary tools to view how Short Interest, Financing Rates, and crowded trades affect price action. Clients rely on this unique dataset for accurate Short Interest analytics and to identify crowded long and short trades. S3’s data provides transparency to the true spread of the borrow / loan market, with the only independent and unbiased bid, offer, and last rates for Securities Finance.
Product offers
The following offers are available for this product. Choose an offer to view the pricing and access duration options for the offer. Select an offer and continue to subscribe. Your subscription begins on the date that your request is approved by the provider. Additional taxes or fees might apply.
Public offer
Overview
Short Interest and Securities Finance 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 65,000 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
- Distinguish institutional vs. retail positioning
- 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
Description | Value |
---|---|
Update Frequency | Daily |
Data Source(s) | Custody Data, Prime Broker Inventory feeds, Regulatory filings and Exchange Data. |
Geographic coverage | Global |
Time period coverage | Since 2015 |
Is historical data “point-in-time” | YES |
Data Set(s) Format(s) | CSV |
Feed Coverage
Asset Class | Count | Type | Start Date |
---|---|---|---|
Equity | 44,000 + | Securities | 2015 |
CORP | 10,500 + | Securities | 2015 |
ETF / FUND | 7,500 + | Securities | 2015 |
GOVT | 1,500 + | Securities | 2015 |
ADR | 2000 + | Securities | 2015 |
TOTAL | 65,000+ | Securities | 2015 |
Key Data Points
Field | Description |
---|---|
Business Date | Effective date for the rate. |
Security IDs | Security Identifiers contain Sedol, ISIN, FIGI, Ticker, Bloomberg ID. |
Name | Security Name. |
Offer Rate | Market composite financing fee paid for existing short positions |
Bid rate | Market composite lending fee earned for existing shares on loan by long holders |
Last rate | Market composite lending fee earned for incremental shares loaned on that date (Spot Rate) |
Crowding | The momentum indicator measures daily shorting and covering events relative to the market float |
Short Interest | Real-time short interest expressed in number of shares |
ShortInterestNotional | ShortInterest * Price (USD) |
ShortInterestPct | Real-time short interest expressed as a percentage of equity float. |
S3Float | The number of tradable shares including synthetic longs created by short selling. |
S3SIPctFloat | Real-time short interest projection divided by the S3 float. |
IndicativeAvailability | S3 projected available lendable quantity |
Utilization | Real-time Short Interest divided by Total Lendable supply |
DaystoCover10Day | It is a liquidity measure = Short Interest / 10 day average ADTV |
DaystoCover30Day | It is a liquidity measure = Short Interest / 30 day average ADTV |
DaystoCover90Day | It is a liquidity measure = Short Interest / 90 day average ADTV |
Original SI | Point in time Short Interest |
RedShift Usage Examples
TOP 10 most shorted securities in US by Notional SI
select top 10 * from s3shortinterestdata 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 expensive borrows in US
select top 10 * from s3shortinterestdata 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 %float
select top 10 * from s3shortinterestdata where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and SHORTINTERESTPCT is not null and bbgid like '% US' order by SHORTINTERESTPCT desc;
- TOP 10 most shorted securities in US by SI % S3Float
select top 10 * from s3shortinterestdata where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and S3SIPCTFLOAT is not null and bbgid like '% US' order by S3SIPCTFLOAT desc;
- TOP 10 most shorted Int'l securities by Notional SI
select top 10 * from s3shortinterestdata where businessdate=to_date(convert_timezone('EST', getdate()),'YYYY-MM-DD') and SHORTINTERESTNOTIONAL is not null and bbgid not like '% US' order by SHORTINTERESTNOTIONAL desc;
Pricing Information
Institutional pricing variable based on the number of users within your enterprise. Retail users can contact help@shortsight.com to learn about our retail offering.
Regulatory and Compliance Information
Need Help?
Contact S3 at S3.Sales@s3partners.com
About Your Company
S3 Partners, LLC is a market leading financial data and technology company that provides Pricing and Analytics for capital markets and Technology Solutions that connect clients to their critical investment data. Clients use S3's technology and data to create better outcomes at every point in the investment process: Portfolio Management, Trading and Execution, Risk Management, and Treasury Operations. Its most used product, BLACK APP, is the market standard for real-time Short Interest and Securities Finance data for more than 50,000 securities on desktops globally. S3 is the market standard source for the financial news media such as Bloomberg, WSJ, CNBC and FT. S3 maintains an exclusive distribution platform through unique relationships with its channel partners: Bloomberg, Citco, Refinitiv, Factset and Nasdaq.
Data sets (3)
You will receive access to the following data sets
Name | Type | Data dictionary | AWS Region |
---|---|---|---|
S3 Short Interest and Securities Finance Data AWS RedShift | Not included | US East (N. Virginia) | |
Historical Data files - S3 Short Interest and Securities Finance Data | Not included | US East (N. Virginia) | |
Daily Data File - S3 Short Interest and Securities Finance Data | Not included | US East (N. Virginia) |
Usage information
By subscribing to this product, you agree that your use of this product is subject to the provider's offer terms including pricing information and Data Subscription Agreement . Your use of AWS services remains subject to the AWS Customer Agreement or other agreement with AWS governing your use of such services.