Pricing and Market Data

IHS Markit - Short Interest

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An overview of IHS Markit - Short Interest

IHS Markit delivers comprehensive securities lending data daily, to provide support for investment decisions, asset allocation, and risk management. With more than $25 trillion of global securities in the lending programmes of over 20,000 institutional funds, IHS Markit global securities financing data, providing market leading analytics on short seller demand, supply, and borrowing costs.

IHS Markit provides holistic transparency into short interest dynamics to support investment decisions, asset allocation, and risk management. Along with 3 million intraday transactions dating back more than 14 years. IHS source our data directly from industry participants.

Key Facts

Geographical coverage

Global

History

From 2004

Data format

SQL

Delivery mechanism

Cloud

Deployed/Onsite Servers

Data frequency

Daily

Features & Benefits

What you get with IHS Markit - Short Interest

Investment insight: Analyse long and short fund flow activity at stock, sector and market level; identify potential to support investment decision making, identify potential factor turning points and manage portfolio risk adjusted returns.
Quantitative signals: Improve multi-factor model performance. Uncorrelated with traditional quantitative factors. Improve back-test simulations with borrow cost and availability information.
Holistic view on short interest: Combine securities lending flow with exchange reported and publicly disclosed short positions. Average short interest across corporate issues, to provide an aggregate view across the capital structure.
Risk management: Track changes in institutional fund flow and identify portfolio exposure to both downward price reversals and short squeezes. Identify concentration risk and recalls.
Trading transparency: Refine trade entry and exit points, understand the availability of borrow, the concentration of supply, and benchmark your cost of carry.

RELEVANT USE CASES

Real-Time & Distribution use case

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How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Products

LSEG Quantitative Analytics

"LSEG Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data. It is available with the following deployment options: o Deployed (On Premise) o Deployed (VM Hosted) o Cloud (Azure) o Cloud (Snowflake) "

Data Formats:: SQL

Delivery Mechanisms:: Deployed/Onsite Servers; Cloud

Service Frequencies:: Daily

DETAILED DATA SUPPORT

Real-Time message specifications

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Americas

All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404

Europe, Middle East, Africa

Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182

Asia Pacific (Sub-Regional)

Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576

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