Short Interest

Updated Jul 2026

Coverage
7 Nov 2012 – 3 Jul 2026
Frequency
Daily
Files
3

Nefin computes a set of statistics for the Brazilian stock loan market. These include the short interest (the ratio of stocks on loan to stocks outstanding), the days-to-cover (the ratio of stocks on loan to the 30-day average trading volume) and the loan fee.

Download

Read it directly

# Python
import pandas as pd
df = pd.read_csv("https://nefin.com.br/resources/stock_loans/average_short_interest.csv")

# R
df <- readr::read_csv("https://nefin.com.br/resources/stock_loans/average_short_interest.csv")

How to cite

Please cite the dataset when you use it in published work.

NEFIN (2026). Short Interest.
Center for Research in Financial Economics, University of São Paulo.
https://nefin.com.br/data/short-interest/