RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona...

22
4/12/2016 Outlook.com Print Message https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=enus 1/22 Close Print RE: Short Sale information on our website? From: Verona Walker ( ) Sent: Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt (177.9 KB) Hi Dom Laviola, NYSE will no longer offer the will be Arca short volume data free on charge on the public ftp server. NYSE continues to offer this data in the feeliable NYSE Volume Summary and/or TAQ NYSE Group Short Sales packages. As a courtesy, attached you will find the latest Arca Short Volume Data. Should you wish to purchase the data, please visit the below product page(s) and click BUY NOW to subscribe to the data. NYSE Volume Summary http://www.nyxdata.com/DataProducts/NYSEVolumeSummary Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, oddlot volume, VWAP, etc. The National Market Volume Summary component file provides total trades, volume, and dollar volume by market center (exchange) in each NYSEtraded issue. TAQ NYSE Group Short Sales http://www.nyxdata.com/DataProducts/NYSEShortSales TAQ NYSE Group Short Sales is a monthly product containing a collection of the month's end of day replay files. The

Transcript of RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona...

Page 1: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 1/22

ClosePrint

RE: Short Sale information on our website?

From:  Verona Walker ( )Sent: Tue 4/12/16 3:29 PMTo: '  )

1 attachmentARCAshvol20160411.txt (177.9 KB)

Hi Dom Laviola,

 

NYSE will no longer offer the will be Arca short volume data free on charge on the public ftp server.

 

NYSE continues to offer this data in the fee­liable NYSE Volume Summary and/or TAQ NYSE Group ShortSales packages.

As a courtesy, attached you will find the latest Arca Short Volume Data. 

 

Should you wish to purchase the data, please visit the below product page(s) and click BUY NOW tosubscribe to the data.

 

 

NYSE Volume Summary

http://www.nyxdata.com/Data­Products/NYSE­Volume­Summary

Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, odd­lot volume,VWAP, etc. The National Market Volume Summary component file provides total trades, volume, and dollar volume bymarket center (exchange) in each NYSE­traded issue.

 

TAQ NYSE Group Short Sales

http://www.nyxdata.com/Data­Products/NYSE­Short­Sales

TAQ NYSE Group Short Sales is a monthly product containing a collection of the month's end of day replay files. The

Page 2: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 2/22

monthly TAQ NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE bymonitoring the short sale execution share volume for each stock. The monthly TAQ NYSE Short Sales and TAQ MKT ShortSales are made available for the current month on the first of the following month.

 

For assistance, please contact Verona Walker directly.

 

 

 

Regards,

 

Verona Walker

New York Stock Exchange

An Intercontinental Exchange Company (NYSE: ICE)11 Wall Street | 15th Floor | New York, NY 10005 Tel:  +1 

Fax: 

 

From: Kristen Kaus Sent: Tuesday, April 12, 2016 2:44 PMTo: Nicolas StableSubject: Short Sale information on our website?

 

Hi Nicolas,

 

We received an email from someone looking for our daily short sales report.  It used to be available on ourwebsite…. Any idea where it can be found now?

 

 

 

Page 3: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 3/22

From: Dom Laviola [ ] Sent: Tuesday, April 12, 2016 2:31 PMTo: Kristen KausSubject: RE: NYSE, NYSE Arca and NYSE MKT Report Short Interest

 

Hi Kris▌n,

 

Yes I'm aware of that. I'm referring to the following: 

 

This is all of your daily files from last week

 

 

 

 

 

 

 

Daily short volume for not just yesterday, but all historical data, had been in the Public Data folder, atśp.nyxdata.com and could be reached by going to /page 875/ up un▌l yesterday. I think perhaps thecrea▌on of the Tick Pilot folders resulted in the short data folder being deleted:

 

Page 4: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 4/22

 

 

 

 

 

 

This has been the case since 2009:

 

 

Page 5: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 5/22

 

 

 

 

 

 

Page 6: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 6/22

 

 

 

 

 

 

Page 7: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 7/22

 

 

 

 

 

 

Page 8: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 8/22

 

 

 

 

Since 2009 I have tracked all short data from the public exchanges, every day,  and all other exchangescon▌nue to report the agg. daily short volume: 

 

These are all  from yesterday:

 

NQBX:

 

 

Page 9: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 9/22

 

 

 

NPSX

 

 

Page 10: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 10/22

 

 

NSDQ, NYSE, ORF

 

 

Page 11: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 11/22

 

 

 

NSX

 

 

Page 12: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 12/22

 

 

BZX, BYX, EDGA, EDGX:

 

 

 

 

 

Page 13: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 13/22

 

 

 

The only one missing, is ARCA:

 

Which I can show you:

Page 14: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 14/22

 

 

This is ARCA from Friday, 4/8/2016:

 

 

 

Page 15: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 15/22

 

 

ARCA last week: 

 

 

 

 

 

 

Instead this is what is out there now:

 

 

 

 

Page 16: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 16/22

 

 

Page 17: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 17/22

 

 

Page 18: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 18/22

 

...and it's not just me:...the only thing is that this guy lied and said it included percentages. it does notnow nor did it previously.

 

 

 

Page 19: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 19/22

 

I checked rule filings , and there has been no no▌ces posted regarding this change Chairman Shapirobrought to frui▌on. 

 

Page 20: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 20/22

 h◄ps://www.sec.gov/rules/sro/nysearca.shtml

 

Please recheck, repair and /or reply as needed. It will not be good for ARCA's image or such to havepublic opinion lowered by a possible  SEC inves▌ga▌on over what is probably just an accidentaldele▌on of a folder....If it was not an accident, ARCA is the only exchange denying access to theinforma▌on all exchanges agreed to make public and which have been for 7 years now...includingARCA. 

 

Thank you,

 

Brandon

 

From:   To:   Subject: FW: NYSE, NYSE Arca and NYSE MKT Report Short Interest Date: Tue, 12 Apr 2016 17:34:34 +0000

Hi Brandon,

 

We release our Short Interest report every two weeks.  Previous reports are also available on ourwebsite at the link below.

 

Kind regards,

 

Kristen

 

 

Kristen Kaus

Page 21: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 21/22

Corporate Communications

New York Stock Exchange

An Intercontinental Exchange Company (NYSE: ICE)

11 Wall Street │12th Floor │ New York, NY 10005

Tel: +1 │ Mob: +1

 

 

 

 

NYSE, NYSE Arca and NYSE MKT Report Short Interest

NYSE today reported short interest as of the close of business on the settlement date of March 31, 2016.

SETTLEMENT   DATE EXCHANGE TOTAL CURRENTSHORT  INTEREST

TOTAL PREVIOUSSHORT INTEREST(Revised)

03/31/2016 NYSE       15,144,864,321

03/31/2016 NYSE ARCA  1,842,391,430

03/31/2016 NYSE MKT   452,394,804

03/31/2016 NYSEGROUP 17,439,650,555

Page 22: RE: Short Sale information on our website ...RE: Short Sale information on our website? From: Verona Walker ( ) Sent:Tue 4/12/16 3:29 PM To: ' ) 1 attachment ARCAshvol20160411.txt

4/12/2016 Outlook.com Print Message

https://snt147.mail.live.com/ol/mail.mvc/PrintMessages?mkt=en­us 22/22

*NYSE Group includes NYSE, NYSE MKT and NYSE Arca      

 

Reports will be archived here.    

 

 

 

This message may contain confidential information and is intended for specific recipients unless explicitly notedotherwise. If you have reason to believe you are not an intended recipient of this message, please delete it andnotify the sender. This message may not represent the opinion of Intercontinental Exchange, Inc. (ICE), itssubsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secureand the recipient of this message is expected to provide safeguards from viruses and pursue alternate means ofcommunication where privacy or a binding message is desired.

This message may contain confidential information and is intended for specific recipients unless explicitly notedotherwise. If you have reason to believe you are not an intended recipient of this message, please delete it andnotify the sender. This message may not represent the opinion of Intercontinental Exchange, Inc. (ICE), itssubsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secureand the recipient of this message is expected to provide safeguards from viruses and pursue alternate means ofcommunication where privacy or a binding message is desired.