Daily Securities Finance Report - Are the Bears Going into Hibernation

Mon, 2010-07-26 15:10

 

 

The Data Explorers new Long Short Ratio allows us to take the temperature of the short selling market and ask whether the various policy initiatives have had an effect?
 

 

The Long Short Ratio compares the value being borrowed by the prime brokers with the value of inventory held by Custodians and Asset Managers who lend. If the ratio is rising it means there is more inventory compared to stock on loan, which can be used as a proxy for declining short interest.
 

To read the full report, please click here