ETFs

There are 2,769 ETFs and Funds with active shares shorted in our Blacklight SaaS platform and Black App with $254 billion of short interest. Average Short Interest % of Float is 20.25% and S3 SI % Float (which includes synthetic longs created by every short sale in the Float number) is 14.95%, while the average stock borrow fee is 0.81%. As a comparison, U.S. equities have an average SI % Float of 5.10%, S3 SI % Float of 4.60% and average stock borrow fee of 0.67%.

There are 2,689 ETFs and Funds with active shares shorted in our Blacklight SaaS platform and Black App with $254 billion of short interest. Average Short Interest % of Float is 20.99% and S3 SI % Float (which includes synthetic longs created by every short sale in the Float number) is 15.94% while the average stock borrow fee is 0.85%. As a comparison, U.S. equites have an average SI % Float of 5.39%, S3 SI % Float of 4.85% and average stock borrow fee of 0.62%.

There are 2,235 ETFs with active shares shorted in our Blacklight SaaS platform and Black App with $260 billion of short interest. Average Short Interest % of Float is 21.70% and S3 SI % Float (which includes synthetic longs created by every short sale in the Float number) is 15.95% while the average stock borrow fee is 0.76%. As a comparison, U.S. equites have an average SI % Float of 5.30%, S3 SI % Float of 4.77% and average stock borrow fee of 0.53%.

We track over 2,900 ETFs with short interest in the U.S. domestic market with total short interest of $244 billion. Over the last 30 days we have seen net short selling of +$14 billion, with  1$1.1 billion of short covering over the last week. Overall, the S3 short interest as a % of float for these ETFs is 15.53% while the traditional short interest % of float is 21.43%. The average stock borrow rate is 0.71% fee.

According to ETF.com there are 438 Fixed Income ETFs with $1.05 trillion of assets under advisement. These ETFs have $21.95 billion of short interest with more than half the short selling activity occurring in Corporate Bond ETFs. For the year, Fixed Income ETF short exposure has declined by -$488 million, -$381 decrease over the last week alone. Below are the top twenty most shorted domestic Fixed Income ETFs.

We track over 2,500 ETFs with short interest in the U.S. domestic market with total short interest of $185 billion. Over the last 30 days we have seen net short selling of +$636 million, with an acceleration of short selling of +$1.1 billion over the last week as market volatility increased substantially. Overall, ETF short interest as a % of float is 18.66% and the average stock borrow rate is 0.67% fee.

We track over 2.500 U.S. traded ETFs with an aggregate short interest of $191.1 billion. For the greater part of the last month we saw ETF short covering with $2.6 billion of total net short covering over the last 30 days. But recently we have seen an about face in ETF short selling with $5.9 billion of net short selling over the last 7 days.

The U.S. market has rallied over the last month with the S&P 500 up +5.6%, the Nasdaq up +9.8%  and the Russell 3000 up +6.7%. Total domestic equity short interest has fallen in response to this broad rally by -$10.27 billion. But has this been a short squeeze, or just the normal ebb and flow of short selling and reallocation that we normally see in the market?

Our Black App and Blacklight SaaS Platform follows almost three thousand domestically traded ETFs with short interest activity with a total short interest of $168.2 billion. The Average Short Interest % Float of these securities is 24.61% with an average stock borrow fee of 0.63%. While over the last 30 days we have seen a total of $6.80 billion in short covering, over the last week we have seen short sellers increasing their short ETF positions by $510 million.

Our Black App and Blacklight SaaS Platform follows almost three thousand domestically traded ETFs with short interest activity with a total short interest of $168.2 billion. The Average Short Interest % Float of these securities is 25.37% with an average stock borrow fee of 0.63%. While over the last 30 days we have seen a total of $18.01 billion in short covering, recently we have seen short sellers increasing their short ETF positions with $1.39 billion of new short selling.