The Cboe Short Interest Report may help investors gauge the market sentiment surrounding a security. FINRA member firms are required to report all short positions in equity securities to FINRA twice a month. The mid-month short interest report is based on short positions held by members on the settlement date of the 15th of each month. If the 15th falls on a weekend or another non-settlement date, the designated settlement date will be the previous business day on which transactions settled. The end-of-month short interest report is based on short positions held on the last business day of the month on which transactions settle. Once the short position reports are received, the short interest data is compiled for each security and provided for publication on the 7th business day after the reporting settlement date.
