Equity Short Interest Data Glossary

Definitions of terms used in Equity Short Interest Data.


Data field	Definition
Date	The settlement date. The mid-month short interest report is based on short positions held by members on the settlement date of the 15th of each month. If the 15th falls on a weekend or another non-settlement date, the designated settlement date will be the previous business day on which transactions settled. The end-of-month short interest report is based on short positions held on the last business day of the month on which transactions settle. Once the short position reports are received, the short interest data is compiled for each equity security and provided for publication on the 7th business day after the reporting settlement date.
Issue Name	The name of the issue
Symbol	Unique identifier for the issue.
Market	Indicates the primary listing market.
Current Short	The total number of shares in the issue that are reflected on the books and records of the reporting firms as short as defined by Rule 200 of Regulation SHO as of the current cycle’s designated settlement date.
Previous Short	The total number of shares in the issue that are reflected on the books and records of the reporting firms as short as defined by Rule 200 of Regulation SHO as of the prior cycle’s designated settlement date.
Chg	Change in Shares Short from Previous Cycle: Difference in short interest between the current cycle and the previous cycle.
% Chg from Previous	The percent change from the current cycle's short interest compared to the previous cycle's short interest. Formula: (Current Cycle Short Interest - Previous Cycle Short Interest) / Previous Cycle Short Interest, x 100, Rounded to Hundredths.
Avg Daily Volume	Total Volume or Adjusted Volume in case of splits / Total trade days between (previous settlement date + 1) to (current settlement date). The NULL values are translated as zero.
Days to Cover	The number of days of average share volume it would require to buy all of the shares that were sold short during the reporting cycle. Formula: Short Interest / Average Daily Share Volume, Rounded to Hundredths. 1.00 will be displayed for any values equal or less than 1 (i.e., Average Daily Share is equal to or greater than Short Interest). N/A will be displayed If the days to cover is Zero (i.e., Average Daily Share Volume is Zero).