Short Interest and Securities Finance Data
Find Value. Fix Costs. Manage Risk.
Portfolio managers, risk managers, analysts and traders need to track short positioning across portfolios in real time. Traditional risk factor models are not able to monitor near term portfolio stability. Exchange-reported data is delayed, securities lending markets are opaque, and crowding dynamics shift quickly. Without transparency, firms risk being blindsided by squeezes, forced unwinds, or liquidity traps.
S3 Short Interest and Securities Finance data offers the most accurate, real-time view of short interest, financing rates, and securities lending market conditions. Sourced from buy-side, broker-dealer, and regulatory disclosures, this data set provides an unprecedented global view of short positioning and financing cost.
Short Interest and Securities Finance data empowers Portfolio Managers, Risk Managers, Analysts & Traders to:
Monitor crowding and squeeze risk.
Benchmark true short interest across 60,000+ global securities.
Track cost of capital using bid/offer/last financing rates.
Quantify float-adjusted exposure and utilization.
React faster to covering pressure and position stress.
The Short Interest and Securities Finance Data Advantage
S3 Short Interest and Securities Finance data provides real-time visibility into crowding, covering, and financing trends—helping portfolio managers, risk managers, traders & analysts to operate with required confidence. As the market standard for short interest and bid/offer rates, S3 integrates seamlessly into enterprise workflows to enhance strategy and risk oversight.
