Trading Data - NYSE Amex Monthly Short Interest - Data Field Definitions

Data field definitions for the Trailing 12-Month History display are provided below. The online NYSE Amex Rules describes the NYSE Amex Short Sale Rules.

Trailing 12-Month History Data Field Definitions
(Based on the mid-month and end-of-month settlement dates.)

Data Field Definition
Month The month and year of the report, up to a maximum of 12 trailing months, based on the rolling mid-month settlement date.
Short Interest The total number of shares reported sold short as of the mid-month settlement date by Amex member and non-member firms.
Revised Short Interest The total number of shares reported sold short as of the mid-month settlement date by Amex member and non-member firms. This number represents an amended amount through adjustments (see Indicator).
Indicator The following indicator codes are used:
N - Identifies a new issue
R - Adjustments made for revised short interest amounts and other revisions
S - Adjustments made for stock splits and stock dividends that occur on or before the reporting settlement date will automatically be reflected in the most current reporting period. However, for stock splits that occur after the settlement date, adjustments will be reflected in the following reporting period.
Percent Change The percent change from the current month's short interest to the previous month's short interest.
Formula:   (Current month's short interest - previous month's short interest)
(Previous month's short interest X 100)

The result is rounded to the nearest percent. If there is a revision to the previous month's short interest, the revised amount is used in the calculation.
Average Daily Share Volume The consolidated average daily share volume reported for the issue during the month.
Formula:   Monthly consolidated trading volume
Number of trading days in month

Month = previous report's settlement date + 1 through current month's settlement date. If there is no short interest for the month, this field will be blank.
Days to Cover The number of days that would be needed, given the average daily share volume, to purchase the total number of shares comprising the short position in the issue as of the report date. If there is no short interest for the month, this field will be blank.
Formula:   Short Interest as of the report date
Average daily share volume

If less than one, 1.00 is displayed (average daily share volume > short interest). If zero, a blank space is displayed.