I use comsec, effectively IG markets. If you short you get interest on the amount shorted at 1.5% BUT have to pay interest eg dividends franking credits etc. If you short the index it is similar but based on the top 200 generally you make a few dollars shorting the index. If a stock does a capital return you are responsible. There is a great tutorial on ASX. Good luck shorting is difficult I am about $40 000 down in 2 months but you have to be in during the crash shorting is much more difficult than going long the profits are sudden eg 1 day whereas long is more gradual. Not for the fain hearted.