On 26 October 2018, IIROC issued consolidated short position reports (CSPR).
- CSPR provide aggregate short position of all listed, quoted securities as of 15th,
last day of each month on IIROC-submitted data by members, access persons.
- Follows IIROC March 2018 notice on short position calculation, reporting.
Content of Report
- To include security name, symbol, listing exchange, aggregate share numbers.
- Net change in share numbers short measured against prior report of securities.
- Table format, fields for security name, symbol, exchange code, #, net change.
- Reports downloadable in Excel for import into database program, spreadsheet.
Timing / Location
- IIROC will post each CSPR on website on 4th business day following publication.
- First report as of 30 November 2018, will not contain net change, subsequently will.