There are 52 domestic stocks with a stock borrow cost greater than 10% fee and total short interest greater than $25 million. These are stocks which have a greater chance of a short squeeze if stock loan supply gets tight; stock borrow rates negatively impact net of financing expected Alpha; mark-to-market losses mount if the security rallies; or recalls start hitting the street. Using the Screening Tool in the S3 App, you can access this data on a daily basis on your own.
On the ETF side, there are only 3 domestic ETFs with a stock borrow cost greater than 10% fee and total short interest greater than $25 million. Borrow rates on these ETF shorts are generally cheaper than equities with high SI % Float due to the ability for brokers to create ETFs as trading or stock borrow demand increases although ETNs and leveraged ETFs usually have higher stock borrow rates due to the difficulty and expense of creating new shares.
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