US ETF Short Selling Recap

Author:

Ihor Dusaniwsky

Managing Director of Predictive Analytics, S3 Partners

Matthew Unterman

Director of Predictive Analytics, S3 Partners

May 26, 2022

We cover 372 Fixed Income ETFs with active shares shorted with $31.3 billion of short interest. Average Short Interest % of Float is 21.61% and S3 SI % Float (which includes synthetic longs created by every short sale in the Float number) is 15.64%, while the average stock borrow fee is 1.86%. As a comparison, there are 3,448 U.S. ETFs with $249 billion of total short interest, with an average 21.85% SI % Float, 15.21% S3 SI % Float and average stock borrow fee of 1.06%.

Name

Ticker

SI % Float

S3 SI % Float

Fee

Short Interest

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