Short Sale Trading Statistics and Reports

The Short Sale Trading Statistics Summary Report prepared by CIRO shows the aggregate proportion of short selling in the total trading activity of a particular security, based on data for trades marked “short sale” supplied to CIRO by each marketplace monitored by CIRO. The report is produced twice monthly: (i) for the period from the first to the 15th of each month, and (ii) for the 16th to the end of each month.

The report is based on the total aggregate trading on all marketplaces during the reporting period and shows the actual number, value, and volume of short sales of each listed security and as a percentage of total trading activity for the security.

The reports are provided in CSV (comma separated value) file format which can be imported into most spreadsheet and database programs. Column widths showing ###### may have to be increased to fully display the data.

For more information on the definition of a “short sale” and those orders that must carry the “short sale” designation, see IIROC Notice 12-0300.

Short Sale Trading Corrections Report

Trade marker corrections affecting short sale traded volume entered during the reporting period through CIRO’s Regulatory Marker Correction System (RMCS) are in the Short Sale Trading Corrections Report.

Corrections are aggregated by security for corrections to trades that occurred in a particular reporting period as indicated on the report. Users may wish to use the information in the Short Sale Trading Correction Report to recalculate values recorded in the Short Sale Trading Summary Report.

Consolidated Short Position Report

This report shows the aggregate short positions of all listed and quoted securities based on data submitted to CIRO. We produce this report as of the 15th and the last day of each month.
The report indicates the security name, symbol, listing exchange, the aggregate number of shares short, and the net change in the number of shares short measured against the prior report of each listed or quoted security.

The reports are provided in XLS (Excel) file format and can be imported into most spreadsheet and database programs.

For more information on short position calculation and reporting, see IIROC Notices 17-0241 and 18-0062 and the user guide (PDF).

Key Differences Between Short Sale Trading Statistics Summary Report (SSTSSR) and Consolidated Short Position Report (CSPR):

  • SSTSSR contains trade information
  • CSPR contains position information
  • SSTSSR is prepared based on trades marked “short sale” supplied to CIRO by each marketplace 
  • CSPR is prepared based on short positions submitted to CIRO by Participant Dealer Members and applicable Access Persons
  • SSTSSR is prepared for the periods of the 1st to the 15th of each month and for the 16th to the end of each month
  • CSPR is prepared as of the 15th day and as of the last day of each month.

Short Sale Trading Statistics Summary

Short Sale Trading Corrections Report

Consolidated short position report

CIRO Disclaimer

This report ("Report") and the data herein ("Data") are generated by CIRO from the short positions reported by Dealer Members and Access Persons ("Reporting Parties") to the CSPR server. The recipient of this Report ("Recipient") acknowledges that a Reporting Party is solely responsible for the accuracy, completeness, and timeliness of its short positions reported to the CSPR server. CIRO is not responsible for, nor makes any representation or warranty in respect of, the accuracy, completeness, compliance, or timeliness of information reported by Reporting Parties. CIRO has relied on short positions reported by Reporting Parties for the aggregation of short positions in this Report. The information in this Report is provided "as is", "as available" and "with all faults", and without any warranties. For further applicable terms of use, please see the CIRO Website Use Agreement.