The Short Report

This thread is dedicated to monitoring short selling activity. Any and all posts on the topic are welcome. I'll begin with a post that I made in the ASM chart thread yesterday that describes what I'll be keeping track of:

ASIC reports that total short volume, as of the 8th, is just under 7.5m (7,487,676).

Also, ASX reported that:

– 339,310 shares were shorted on the 9th.
– 1,282,601shares were shorted on the 12th.
– 710,957 shares were shorted on the 13th.

Just out of interest, and for the sake of keeping a record, I'm going to start tracking how the total short volume changes in relation to the daily short volumes.

By way of example, ASX reported that 191,272 shares were shorted on the 8th, yet the total short volume on the 8th (7,487,676) turns out to be 315,977 shares higher than it was on the 7th (7,171,699). This means that ASX underreported the daily short volume on the 8th by around 125k shares.

This type of underreporting of daily short volumes by ASX is something I've seen hundreds of times, and AFAICT is the result of brokers failing to report their shorting activity to ASX, which they are required to do. The fact that it happens so frequently suggests ASX does not enforce this requirement, and therefore reporting of daily shorting activity is, for all intents and purposes, optional for brokers.

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A couple of links:

Daily short volume, provided by ASX:

https://www.asx.com.au/data/shortsell.txt

Total short volume, provided by ASIC:

https://asic.gov.au/regulatory-resources/markets/short-selling/short-position-reports-table/

Note that total short volume data has a lag of four trading days.