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Astec Analytics, a division of SunGard Data Systems, provides investors with short selling market color using data from the securities lending market.
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  • Stocks with the largest increase in cost-to-borrow last week 2 comments
    Mar 28, 2011 8:48 AM | about stocks: CASB, DTD, SHZ, GRI, DLN, QTWW, NYMX, DPW, CBPO, HDY, PGM, NWFL, EVI, CAGC.PK, GBR, CPSL, SGRP, JVA, ATLC, NAVB, SYUT, UDOW, MHR, FSI, VGSH
    The stocks in the chart below showed the largest increase in borrowing cost last week.  The list was taken from US, Canadian and Japanese stock universe.  An increase in cost-to-borrow indicates a greater demand to short and/or a reduced supply of available shares to borrow.




    NameTickerChange in cost-to-borrow (bps)
    CASCADE FINL CORP           CASB17,079
    JTEC CORP         24796,939
    WISDOMTREE TRUST            DTD 4,849
    CHINA SHEN ZHOU MNG & RES INSHZ 3,930
    ALPS ETF TR                 GRI 3,175
    WISDOMTREE TRUST            DLN 3,080
    QUANTUM FUEL SYS TECH WORLDWQTWW2,977
    NYMOX PHARMACEUTICAL CORP   NYMX2,641
    DIGITAL PWR CORP            DPW 2,215
    CHINA BIOLOGIC PRODS INC    CBPO2,151
    MAYFLOWER BANCORP INC       MFLR1,911
    HYPERDYNAMICS CORP          HDY 1,753
    BARCLAYS BANK PLC           PGM 1,512
    NORWOOD FINANCIAL CORP      NWFL1,429
    ENVIROSTAR INC              EVI 1,421
    CHINA AGRITECH INC          CAGC1,280
    NEW CONCEPT ENERGY INC      GBR 1,244
    CHINA PRECISION STEEL INC   CPSL1,224
    SPAR GROUP INC              SGRP1,154
    COFFEE HLDGS INC            JVA 1,101
    FORMATION METALS INC NEW    FCO.TSX1,078
    CHUETSU PULP&PAPER38771,077
    SANKO MKTG FOODS  27621,054
    MITSUI KNOWLEDGE IND CO LTD 26651,050
    MEIKO NETWORK JPN 46681,003
    COMPUCREDIT HLDGS CORP      CCRT952
    NEOPROBE CORP               NEOP945
    SEC CARBON LIMITED5304878
    NIPPON HUME CORP  5262859
    INTERNIX INC      2657855
    SYNUTRA INTL INC            SYUT844
    WEBSTER PFD CAP CORP         838
    GRO-BELS CO LTD   3528818
    PETROLIFERA PETE LTD        PDP.TSX818
    SUMIKEN MITSUI ROAD CO LTD1776818
    HIRANO TECSEED CO LTD       6245818
    HARASHIN NARUS HLD8255813
    VERISIGN JAPAN KK 3722760
    PROSHARES TR                UDOW753
    NIPPON SEISEN CO  5659747
    NIPPON KANZAI CO  9728745
    MAGNUM HUNTER RES CORP DEL  MHR 731
    N.I.C. CORPORATION9652715
    UNITIKA LTD                 3103709
    SRI SPORTS LIMITED7825707
    NIPPON CHUTETSUKAN5612704
    FLEXIBLE SOLUTIONS INTL INC FSI 702
    VANGUARD SCOTTSDALE FDS     VGSH702
    TAKEEI CORPORATION2151670
    PINNACLE DATA SYS INC       PNS 665

     

    Stocks: CASB, DTD, SHZ, GRI, DLN, QTWW, NYMX, DPW, CBPO, HDY, PGM, NWFL, EVI, CAGC.PK, GBR, CPSL, SGRP, JVA, ATLC, NAVB, SYUT, UDOW, MHR, FSI, VGSH
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  •  
    I think this is a very good indicator to see the short term stock performance, could you please give some hint on where we could find this kind of information?

    Thanks
    25 Apr 2011, 03:43 PM Reply Like
  •  
    Zishi,

    Right now, SunGard Astec collects this data from dozens of banks and broker dealers and only publishes it on websites that require subscriptions to access (such as ShortSide.com). I'm posting lists on Seeking Alpha to try to generate additional interest in the product. If you'd like a free 30-day trial to ShortSide.com, I'd be more than happy to set you up.

    Meanwhile, the SEC is currently asking for public comment regarding the disclosure of short selling activity on a daily basis (www.bloomberg.com/news...). And other regulators around the world have already required short sellers to disclose their short positions on a daily basis, sometimes with only a two or three day lag. For instance, France, Japan, Greece and the UK (but for the UK only for select financial stocks), publishes hedge funds' short interest positions on a daily basis. Japan and France are the most interesting. Japan has been requiring public disclosure for over a year now. For Japan, go to this page on the Tokyo Stock Exchange's website -- www.tse.or.jp/english/.... In each day's zip file, you'll find PDFs for every hedge fund that had short positions over the threshold in Japanese equities. Interesting right?

    I hope this helps.
    6 May 2011, 11:05 AM Reply Like
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