From another thread
IS YOUR BROKER LENDING YOUR SHARES OUT TO SHORTERS ?
How do you prevent shares from being borrowed?
All you do is to phone your broker and put an order in saying that you wish to place your shares for sale at, for arguments sake, double today's price. As they are 'on order' they cannot be lent out by your broker and in turn you are reducing the amount of 'free shares' out there that can be used for shorting purposes.
GIVE SHORTERS THE ARSE.
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Short data on WBT, page-354
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