Pricing and Market Data

S&P Global Market Intelligence - Short Interest

Request details
  1. Overview
  2. Features & benefits
  3. How it works
Request details

An overview of S&P Global Market Intelligence - Short Interest

S&P Global Market Intelligence (Formerly Data Explorers) delivers comprehensive securities lending data daily, to provide support for investment decisions, asset allocation, and risk management. With more than $40 trillion of global securities in the lending programs of over 20,000 institutional funds, S&P Global Market Intelligence financing data, providing market leading analytics on short seller demand, supply, and borrowing costs.

Key Facts 

  • Geographical coverage
    Global
  • History
    From 2004
  • Data format
    SQL
  • Delivery mechanism
    Cloud
    Deployed/Onsite Servers
    Snowflake
  • Data frequency
    Daily

Features & Benefits

What you get with S&P Global Market Intelligence - 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

View all use cases

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.

DETAILED DATA SUPPORT

Request details

Help & Support

Already a customer?

Get help through MyAccount

Office locations

Contact LSEG near you

Find your nearest LSEG office