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