Replies to post #1697 on The Authoritative NSS Page (NAKED)

[Stock]

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

[Stock]

(psst, just not to totally frustrate you, here's the NYSE ARCA list for yesterday... it's a lot longer)

Symbol Security Description
BGU Direxion Daily Large Cap Bull 3X Shares
BLV Vanguard Long-Term Bond ETF
BRXX Emerging Global Shares INDXX Brazil Infrastructure Index Fund
BSCD Claymore BulletShares 2013 Corporate Bond ETF
DRV Direxion Daily Real Estate Bear 3x Shares
DRW WisdomTree International Real Estate Fund
DSI iShares FTSE KLD 400 Social Index Fund
DWX SPDR S&P International Dividend ETF
EDZ Direxion Daily Emerging Markets Bear 3X Shares
EFZ ProShares Short MSCI EAFE
FAS Direxion Daily Financial Bull 3X Shares
FAZ Direxion Daily Financial Bear 3X Shares
FGD First Trust DJ Global Select Dividend Index Fund
FIO iShares FTSE NAREIT Industrial/Office Capped Index Fund
FRN Claymore/BNY Mellon Frontier Markets ETF
FTA First Trust Large Cap Value Opportunities AlphaDEX Fund
GML SPDR S&P Emerging Latin America ETF
GMM SPDR S&P Emerging Markets ETF
GXC SPDR S&P China ETF
HEDJ WisdomTree International Hedged Equity Fund
IPS SPDR S&P INTERNATIONAL CONSUME
IWM iShares Russell 2000 Index Fund
IYM iShares Dow Jones US Basic Materials Sector Index Fund
IYT iShares Dow Jones Transportation Average Index Fund
JKJ iShares Morningstar Small Core Index Fund
KIE SPDR KBW Insurance ETF
KRE SPDR KBW Regional Banking ETF
KRS ProShares Short KBW Regional Banking
LIT Global X Lithium ETF
MLPN Credit Suisse Cushing 30 MLP Index ETN
MZZ ProShares UltraShort MidCap400
PDN PowerShares FTSE RAFI Developed Markets ex-US Small-Mid Portfolio
PEY Powershares High Yield Equity Dividend Achievers Portfolio
PIE PowerShares DWA Emerging Markets Technical Leaders Portfolio
PIZ PowerShares DWA Developed Markets Technical Leaders Portfolio
PSQ ProShares Short QQQ
PTJ PowerShares Dynamic Healthcare Services Portfolio
QID ProShares UltraShort QQQ
RWM ProShares Short Russell2000
SKK ProShares UltraShort Russell2000 Growth
SMH Semiconductor HOLDRs Trust
SMN ProShares UltraShort Basic Materials
SRTY ProShares UltraPro Short Russell2000
TAN Claymore/MAC Global Solar Energy Index ETF
TLO SPDR Barclays Capital Long Term Treasury ETF
TNA Direxion Daily Small Cap Bull 3X Shares
TYH Direxion Daily Technology Bull 3X Shares
UPRO ProShares UltraPro S&P 500
USCI United States Commodity Index Fund
USD ProShares Ultra Semiconductors
UWM PROSHARES ULTRA RUSSELL 2000
WCAT Jeffries TR/J CRB Wildcatters Exploration & Production Equity ETF
XLB Materials Select Sector SPDR Fund
XRT SPDR SERIES TR SPDR S&P RETAIL
ZSL ProShares UltraShort Silver

[breezin_chs]

MrBusiness, why am I not surprised that you were steered towards the NYSE data.

PROVEN (if any) NSS stocks?

You might want to start with the wealth of info avail from the SEC:
http://www.sec.gov/foia/docs/failsdata.htm
Fails-to-Deliver Data

Report for the first half of August 2010:
60,952 issues
Total number of FTD's: 4,682,963,532 shares

Note: If you throw the text file into a spreadsheet, you'll get FTD's 4,682,895,271. Not sure why the discrepancy.

Next, you may want to pay a visit to the Reg SHO and Rule 3210 list:
http://www.nasdaqtrader.com/trader.aspx?id=RegSHOThreshold

Regulation SHO Threshold Data Field Definitions:
http://www.nasdaqtrader.com/Trader.aspx?id=RegShoDefs#note1

If you're new to NasdaqTrader, it's basically a data and info repository for NASDAQ members and information providers.

Good luck on the learning curve. Bring aspirin, education and a healthy dose of blank-page thinking to many (most?) of the posts you'll see on the subject.