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BigBake1

12/17/13 11:53 AM

#252889 RE: loanranger #252875

Yes, the Daily Short Volume report does contain Short Interest when it occurs, but unfortunately one cannot separate that from the raw numbers presented each day. FINRA has commented to the SEC that separate columns should be used in the Daily Report here on the OTC to breakout the Riskless Principle Transactions and actual Short Interest transactions. This would lead to a “usable” report for all parties that use the data and lead to more transparency.

FINRAs response:

"information relating to market maker [or supplemental liquidity provider] status is not currently included in the trade report submission; thus, FINRA currently is unable to separately identify the trades of equity market makers [and supplemental liquidity providers] in the monthly short sale transaction file. Therefore, the “short type” field will include a value of “S” in all cases."



A good comment letter to refer to is this from a FINRA rep:

http://www.sec.gov/comments/sr-finra-2009-064/finra2009064-1.pdf