As long as its possible to sell a share short - but mark it as long - any additional reporting visibility and / or frequency will be diluted by fraudulent data. The only thing that matters is forcing delivery of securities at settlement. As long as its possible to ftd a security sold and never ever deliver it, while at the same time accepting the money for it - none of the rest of this [REDACTED] matters. The problem is failing to deliver what is being paid for aka theft. Fix that glitch and nothing else need be changed.

As long as it’s possible to sell a share short and mark it long, any additional reporting visibility and/or frequency will be diluted by fraudulent data. Delivery of shares at settlement should be a requirement. Failing to deliver a security sold and NEVER EVER having to deliver it is criminal and theft. Transparency is everything. [REDACTED]

I would expect firms, banks, funds, institutions to have to disclose short positions as well as naked short interest as it directly affects company stock value which affects investor's investments. Make it a rule and enforce it.

You think you’re arguing from a position of strength. You think asking for the public to comment you’re assuaging the masses. You think we think you’ll actually do something honorable and equitable in response to this open comment forum. We know better. It’s all coming out now. Again. We know you’ve rigged the game and corrupted the market. We know you only pay lip service when moralizing an open and free market. When you say unfettered capitalism is what will bring prosperity to the world.

I'm a retail trader. I'm glad strongly in favor of enhanced short and FTD reporting requirements. Knowing the true short interest and quantity of FTDs on a security are important metrics for me when I'm evaluating an investment. There are currently too many ways for large players in the system to obfuscate this information. Please do everything in your power to ensure that true data is available.

I support these modifications. I believe that minimizing the reporting gap will limit some types of short selling abuse and market manipulation. Hourly synchronized aggregation and reporting of this data is possible with modern computing and would limit the gray zones in which HFT’s can exploit informational lag.