I would like to comment on the Short Interest Position Reporting Enhancement. I do agree synthetic short positions should be reported. There should definitely be a TSO and Public float report, and it's almost sad that there isn't one already. The reports should come out daily. There's no reason why firms can have super computers doing High Fequency Trading but not have the
We need more accountability for short positions in the market. There is far too much collusion and conflicts of interest that are not good for our markets/economy as a whole. I hope FINRA is able to provide more accountability by passing more rules for institutions, hedge funds and big players as a whole. All information regarding our markets should be public knowledge. Short positions, volumes,
Every share should be given a unique identifier and accounted for. If a share is short it should be marked as loaned and short in a public database that is instantly available to the public. It doesn't have to say WHO but a unique identifier for the trader and platform would be nice. An ID that only the owner of the ID could use to make sure the ledger is valid. Another option would be to
FINRA must require proper reporting of short interest by institutions, for too long have they been able to provide inaccurate self-reported misinformation(see SEC for historical offences of mislabeling Short positions as long) without oversight to push down stock values of companies. To maintain confidence in the market, this will be necessary as global interest will leave the US capital markets
Short position disclosure should be required of all market makers, hedge funds, financial institutions, etc. in the interest of a fair, free market. The fact that, even now, these institutional investors haven't been required to report short positions, dark pool trades--or even the fact that a "dark pool" is allowed to exist"--goes against the integrity of the market itself.
Qualification Examinations Restructuring
Regulatory Notice
Notice Type
Request for Comment
Referenced Rules & Notices
FINRA Rule 8310
NASD Rule 1031
NASD Rule 1032
NASD Rule 1070
Suggested Routing
Compliance
Legal
Operations
Registration
Senior Management
Training
Key Topics
Central Registration
I completely disagree with the new regulation. I reality most publicly traded stock investments are leveraged because the companies you invested in have debt on their balance sheets. The stock a person buys is in a subordinate position to the debt. This debt helps to boost yield. Just like a leveraged fund helps an investor increase yield. If Inverse funds are eliminated then the ability to short
Over the last couple of years, leveraged and inverse ETF became a trendmedously useful tool for hedging my overall investment portfolio. There are times where I just cannot send my core holdings, and inverse ETFs became a very useful tool for hedging, especially in IRA accounts. It is far easier to use and safer than Shorts and Options.
Without these inverse and leveraged ETFs, you will be
the current laws allow the big brokers and hedge funds to make a fortune killing small companies. one highly shorted stock, inovio (INO) has life saving cancer and covid drugs in the making, but are being hampered by shorts. please put a stop to this. make everyone play by the same rules. find a better way to keep track of stocks and how they are borrowed. i think america, and traders around the
Please please please change short position regulations to account for arranged financing of synthetic shorts. The US's economic system has become beyond strained and failure to account for synthetic shares both creates an enormous assymetry to the detriment of retail investing and also contributes to contribute malfeasance by unscrupulous hedge funds, market makers, and their enablers. FINRA
