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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

Payment schedule: Upfront payment | Offer auto-renewal: Supported
$0 for 1 month

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

DescriptionValue
Update FrequencyDaily
Data Source(s)Custody Data, Prime Broker Inventory feeds, Regulatory filings and Exchange Data.
Geographic coverageGlobal
Time period coverageSince 2015
Is historical data “point-in-time”YES
Data Set(s) Format(s)CSV

Feed Coverage

Asset ClassCountTypeStart Date
Equity44,000 +Securities2015
CORP10,500 +Securities2015
ETF / FUND7,500 +Securities2015
GOVT1,500 +Securities2015
ADR2000 +Securities2015
TOTAL65,000+Securities2015

Key Data Points

FieldDescription
Business DateEffective date for the rate.
Security IDsSecurity Identifiers contain Sedol, ISIN, FIGI, Ticker, Bloomberg ID.
NameSecurity Name.
Offer RateMarket composite financing fee paid for existing short positions
Bid rateMarket composite lending fee earned for existing shares on loan by long holders
Last rateMarket composite lending fee earned for incremental shares loaned on that date (Spot Rate)
CrowdingThe momentum indicator measures daily shorting and covering events relative to the market float
Short InterestReal-time short interest expressed in number of shares
ShortInterestNotionalShortInterest * Price (USD)
ShortInterestPctReal-time short interest expressed as a percentage of equity float.
S3FloatThe number of tradable shares including synthetic longs created by short selling.
S3SIPctFloatReal-time short interest projection divided by the S3 float.
IndicativeAvailabilityS3 projected available lendable quantity
UtilizationReal-time Short Interest divided by Total Lendable supply
DaystoCover10DayIt is a liquidity measure = Short Interest / 10 day average ADTV
DaystoCover30DayIt is a liquidity measure = Short Interest / 30 day average ADTV
DaystoCover90DayIt is a liquidity measure = Short Interest / 90 day average ADTV
Original SIPoint 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.

Provided By
Fulfillment Method
AWS Data Exchange

Data sets (3)

You will receive access to the following data sets

Revision access rules
All historical revisions | All future revisions
Contains sensitive information
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

You’ll need an Amazon Redshift RA3 cluster or serverless endpoint to query this data. You can setup, manage, and view your Amazon Redshift infrastructure in the Redshift console. Learn more about Amazon Redshift serverless and how to start querying third-party data in Amazon Redshift. Learn more 

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.

Support information

Support contact email address
Support contact URL
Refund policy
No Refunds Allowed
General AWS Data Exchange support