Thanks....the Daily short volume report continues to befuddle me.
We know that the number reported as short in that report is not "short" in the traditional sense of retail short selling. And it apparently also doesn't represent undelivered shares (FTD's), or so I'm told.
Can you tell me the source of the fail-to-deliver data as you understand it? The SEC page dealing with such issues says "Each SRO is responsible for providing the threshold securities list for those securities for which the SRO is the primary market", but it doesn't make it clear how the SRO's compile the data.
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