THE DATA IS THE NEWS

ETFs

  • ETFsS3 Research

    Fixed Income ETF Short Side Recap

    by Ihor Dusaniwsky

    According to ETF.com there are 438 Fixed Income ETFs with $1.05 trillion of assets under advisement. These ETFs have $21.95 billion of short interest with more than half the short selling activity occurring in Corporate Bond ETFs. For the year, Fixed Income ETF short exposure has declined by -$488 million, -$381 decrease over the last week alone. Below are the top twenty most shorted domestic Fixed Income ETFs.

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  • ETFsS3 Research

    ETF Short Side Recap

    by Ihor Dusaniwsky

    We track over 2,500 ETFs with short interest in the U.S. domestic market with total short interest of $185 billion. Over the last 30 days we have seen net short selling of +$636 million, with an acceleration of short selling of +$1.1 billion over the last week as market volatility increased substantially. Overall, ETF short interest as a % of float is 18.66% and the average stock borrow rate is 0.67% fee.

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  • ETFsS3 Research

    Increased Short Selling in Fixed Income ETFs

    by Ihor Dusaniwsky

    We track over 2.500 U.S. traded ETFs with an aggregate short interest of $191.1 billion. For the greater part of the last month we saw ETF short covering with $2.6 billion of total net short covering over the last 30 days. But recently we have seen an about face in ETF short selling with $5.9 billion of net short selling over the last 7 days.

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  • ETFsS3 Research

    Don’t Expect a Market Wide Short Squeeze

    by Ihor Dusaniwsky

    The U.S. market has rallied over the last month with the S&P 500 up +5.6%, the Nasdaq up +9.8%  and the Russell 3000 up +6.7%. Total domestic equity short interest has fallen in response to this broad rally by -$10.27 billion. But has this been a short squeeze, or just the normal ebb and flow of short selling and reallocation that we normally see in the market?

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  • ETFsS3 Research

    S3 Analytics: ETF Short Selling Recap

    by Ihor Dusaniwsky

    Our Black App and Blacklight SaaS Platform follows almost three thousand domestically traded ETFs with short interest activity with a total short interest of $168.2 billion. The Average Short Interest % Float of these securities is 24.61% with an average stock borrow fee of 0.63%. While over the last 30 days we have seen a total of $6.80 billion in short covering, over the last week we have seen short sellers increasing their short ETF positions by $510 million.

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  • ETFsS3 Research

    ETF Short Selling Recap

    by Ihor Dusaniwsky

    Our Black App and Blacklight SaaS Platform follows almost three thousand domestically traded ETFs with short interest activity with a total short interest of $168.2 billion. The Average Short Interest % Float of these securities is 25.37% with an average stock borrow fee of 0.63%. While over the last 30 days we have seen a total of $18.01 billion in short covering, recently we have seen short sellers increasing their short ETF positions with $1.39 billion of new short selling.

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  • EnergyETFsS3 Research

    Buffett Crashes the U.S. Airline Sector

    by Ihor Dusaniwsky

    This weekend Berkshire Hathaway’s Warren Buffet sold his stake in his four airline holdings, United (UAL), American (AAL), Delta (DAL) and Southwest (LUV) that he initiated in 2016 at a loss. He stated that the industry “changed in a very major way” and “the future is much less clear to me.” The sector is down -4.75% for the day on the news.

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  • ETFsS3 Research

    Fed Buying Corp Bond ETFs Affects the Shorts

    by Ihor Dusaniwsky

    The Fed recently issued a press release stating that it would increase its Secondary Market Corporate Credit Facilities to not only purchase corporate debt  on the secondary markets, but also ETFs. Another important change to its original capabilities is that the SMCCF is now allowed to purchase corporate debt that has been downgraded to “junk status” after March 22nd (fallen angels) in addition to investment grade corporate bonds and ETFs with over 50% of its assets allocated to corporate debt.

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  • ETFsS3 Research

    Weekly ETF Activity as of 3-25-20

    by Ihor Dusaniwsky

    ETF short trading activity can provide insight into regional, index, sector and product-type hedging and Alpha based investing behavior. We follow over 3,500 domestic ETFs with a total short interest of $164 billion in our Black App and Blacklight SaaS platform.

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  • ETFsS3 Research

    Post Feb 19 Short Activity

    by Ihor Dusaniwsky

    Overall domestic equity and ADR short interest has declined significantly, along with the markets, since February 19th. Total short interest has declined from $958.8 billion to $656.1 billion in just a month. Short interest has decreased by -32% as the S&P 500 and Nasdaq have declined by -29%.

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