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Threshold Securities lists are posted every day by the SROs.

Unfortunately, you can't see the number of shares every day. That's only published twice a month, several days in arrears.

That's the way the regs currently work.

I'll post yesterday's NYSE Threshold Securities List as an example of a list of stock that have unsettled short interest, here, below.

On August 23, no securities met the threshold. None. Zero.

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The U.S. Securities and Exchange Commission adopted Regulation SHO on June 28, 2004, and compliance began on January 3, 2005. Reg SHO requires that every self-regulatory organization disseminate a daily list of its threshold securities.

Select a market below to access daily and archived lists of threshold securities, and learn more.

Threshold Securities - NYSE
Here is where you can access lists for the New York Stock Exchange.

Threshold Securities - NYSE Arca
Access lists of Regulation SHO threshold securities files for NYSE Arca.

Threshold Securities - NYSE Amex
Reg SHO lists for NYSE Amex (formerly the American Stock Exchange) can be found here.

Monthly Short Sale Data - NYSE Arca
NYSE Arca short sale data is available monthly by subscription. To subscribe to NYSE Arca short sale data, please e-mail [e-mail].

Daily Short Sale Data - NYSE Arca
NYSE Arca Reg SHO Short Volume is available by web or FTP at: www.nyxdata.com/page/875.

http://www.nyse.com/regulation/nyse/1114512102403.html

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Threshold Securities - NYSE

A Threshold Security is defined by Rule 203(c)(6) of the SEC's Regulation SHO as any equity security of an issuer that is registered under Section 12, or that is required to file reports pursuant to Section 15(d) of the Exchange Act where for five consecutive settlement days: (1) there are aggregate fails to deliver at a registered clearing agency of 10,000 shares or more per security; (2) the level of fails is equal to at least one-half of one percent of the issuer's total shares outstanding; and (3) the security is included on a list published by a self regulatory organization.

Reg SHO is designed to fulfill several objectives, including: (a) the establishment of uniform locate and delivery requirements in order to address problems associated with failures to deliver, and (b) the creation of uniform marking requirements for sales of all equity securities.

Accordingly, NYSE will post a list of threshold securities on this site for every settlement day.

Note: the Threshold List will not be generated on bank holidays when the Depository Trust & Clearing Corporation is closed but equity exchanges are open.

Data processed on 08/23/2010

http://www.nyse.com/regulation/nyse/Threshold_Securities.shtml?date=20100823

Symbol Security Description

Available data for NYSE - listed securities indicate that no NYSE - listed securities currently meet the requirements for publication on the NYSE Threshold List on 23 August, 2010.

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On the 19th, there was one: EXD.

Symbol Security Description
EXD Eaton Vance Tax-Advantaged Bond and Options Strategies Fund

http://www.nyse.com/regulation/nyse/Threshold_Securities.shtml?date=20100819