ETFs

  • EquitiesETFsS3 Research

    S3 Analytics: ETF Short Recap

    by Ihor Dusaniwsky

    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%.

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  • ETFsS3 Research

    Short ETF Recap

    by Ihor Dusaniwsky

    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%.

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  • ETFsS3 Research

    Short ETF Recap

    by Ihor Dusaniwsky

    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%.

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  • ETFsS3 Research

    ETF Short Side Recap

    by Ihor Dusaniwsky

    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.

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  • ETFsS3 Research

    Fixed Income ETF Short Side Recap

    by Ihor Dusaniwsky

    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.

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  • ETFsS3 Research

    ETF Short Side Recap

    by Ihor Dusaniwsky

    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.

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  • ETFsS3 Research

    Increased Short Selling in Fixed Income ETFs

    by Ihor Dusaniwsky

    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.

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  • ETFsS3 Research

    Don’t Expect a Market Wide Short Squeeze

    by Ihor Dusaniwsky

    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?

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  • ETFsS3 Research

    S3 Analytics: ETF Short Selling Recap

    by Ihor Dusaniwsky

    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.

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  • ETFsS3 Research

    ETF Short Selling Recap

    by Ihor Dusaniwsky

    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.

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