Aggregate proportion of short selling in the total trading activity of a security
The Short Sale Trading Summary Report prepared by IIROC shows the aggregate proportion of short selling in the total trading activity of a particular security, based on data for trades marked “short sale” supplied to IIROC by each marketplace monitored by IIROC. The report is produced twice monthly, for the period from the first to the 15th of each month and for the 16th to the end of each month.
The report shows the number, value and volume of short sales of each listed security and also as a percentage of total trading activity for the security, based on the total aggregate trading on all marketplaces during the reporting period.
The reports are provided in CSV (comma separated value) file format which can be imported in to most spreadsheet and database programs. Column widths showing ###### may have to be increased in order to fully display the data.
For more information on the definition of a “short sale” and those orders which must carry the “short sale” designation, see IIROC Notice 12-0300
Short Sale Trading Corrections Report
Trade marker corrections affecting short sale traded volume entered during the reporting period through IIROC’s Regulatory Marker Correction System (RMCS) will be recorded in the Short Sale Trading Corrections Report. Corrections are aggregated by security for corrections to trades that occurred in a particular reporting period which is indicated on the report. Users may wish to use the information in the Short Sale Trading Correction Report to recalculate values recorded in the Short Sale Trading Summary Report.