Accrued December Short Interest and year to date comparison shows that the overall market has added just over 1 Billion shares Short since Nov of 2005, I have begun the process of integrating this data with the weekly naz data and the SIP data being collected under MM1 MM2 and MM3. Going forward it should help strengthen the combined data sets to the assumptions which need to be made. Naz gross data since july appears to show a 6% decline in liquidity, it will be interesting to see how this years Short interest correlates to the gross Naz trade for the same period.
THE NASDAQ STOCK MARKET ANNOUNCES OPEN SHORT INTEREST POSITIONS IN NASDAQ STOCKS FOR DECEMBER 2006
New York, NY, December 27, 2006 —As of mid-December, short interest in 2,742 NASDAQ Global MarketSM securities totaled 6,777,076,690 shares compared with 6,864,479,290 shares in 2,753 Global Market issues for the month of November. The December short interest represents 3.71 days average daily NASDAQ Global Market share volume for the reporting period, compared with 3.46 days in November. Short interest in 546 securities on The NASDAQ Capital MarketSM totaled 147,333,047 shares for December, compared with 139,888,751 shares in 558 securities for the month of November. This represents 1.56 days average daily volume, compared with last month's figure of 1.70.
In summary, short interest in all 3,288 NASDAQ® securities totaled 6,924,409,737 shares for December, compared with 3,311 issues and 7,004,368,041 shares in November. This is 3.60 days average daily volume, compared with last month's average of 3.39 days.
The open short interest positions reported for each NASDAQ security reflect the total number of shares sold short by all broker/dealers regardless of their exchange affiliations. A short sale is generally understood to mean the sale of a security that the seller does not own or any sale that is consummated by the delivery of a security borrowed by or for the account of the seller.
The monthly NASDAQ short interest figures are current as of the 14th of the month and are released to the media after the market close on the seventh business day following that date. The figures this month include all short-interest positions reported from November 10, 2006 through December 12, 2006 and settled as of December 15, 2006.
Accrued Short Interest & # of Companies ledger arranged Newest to oldest;
December 15, 2006 6,924,409,737 3,288
November 15, 2006 7,004,368,041 3,311
October 24,2006 7,414,701,519 3,312
September 15,2006 7,353,774,333 3,294
August 15, 2006 7,268,106,428 3,286
July 14, 2006 7,139,899,294 3,300
June 15, 2006 7,188,384,593 3,299
May 15, 2006 6,451,337,395 3,301
April 15, 2006 6,286,025,884 3,282
March 15, 2006 6,198,926,815 3,295
February 15, 2006 5,801,377,970 3,305
January 13, 2006 5,885,355,970 3,312
December 27, 2005 5,882,483,998 3,311
November 25, 2005 5,913,634,842 3,302
October 25, 2005 5,944,351,614 3,316
September 15, 2005 5,811,842,432 3,337
August 15, 2005 5,821,353,067 3,353
July 15, 2005 5,748,318,831 3,352
June 15, 2005 5,840,614,782 3,344
May 13, 2005 5,716,066,911 3,354
April 15, 2005 5,609,077,523 3,347
March 15, 2005 5,577,053,459 3,357
February 15, 2005 5,357,779,121 3,371
January 15, 2005 5,041,477,963 3,357
December 15, 2004 5,095,006,234 3,393
November 15, 2004 5,024,315,108 3,391
October 15, 2004 5,130,673,030 3,413
September 15, 2004 5,248,399,985 3,398
August 13, 2004 5,157,706,325 3,400
July 15, 2004 5,109,696,729 3,405
June 15, 2004 5,170,987,973 3,430
May 14, 2004 4,958,452,082 3,416
April 15, 2004 4,993,345,137 3,443
March 15, 2004 4,855,579,913 3,443
February 13, 2004 4,593,580,829 3,463
January 15, 2004 4,687,305,136 3,454
December 15, 2003 4,713,016,555 3,440
November 14, 2003 4,563,123,033 3,456
October 15, 2003 4,584,107,664 3,474
September 15, 2003 4,521,740,414 3,497
August 15, 2003 4,404,472,224 3,472
July 15, 2003 4,683,497,070 3,504
June 13, 2003 4,604,557,148 3,569
May 15, 2003 4,386,454,785 3,566
April 15, 2003 4,456,502,765 3,592 |
