Monthly Short Sale Transaction Files for 2012

Pursuant to a Securities and Exchange Commission request, FINRA has agreed to make reported short sale trade data publicly available. FINRA will make two types of files available: (1) Daily Short Sale Volume Files and (2) Monthly Short Sale Transaction Files.

The Daily Short Sale Volume Files provide aggregated volume by security on all short sale trades executed and reported to a FINRA reporting facility during normal market hours. The Monthly Short Sale Transaction Files provide detailed trade activity of all short sale trades reported to a consolidated tape.

For additional information regarding the available data, please see Information Notice 5/10/19 and Information Notice 9/29/09 or contact FINRA Market Regulation at 301-590-6500.

Monthly Short Sale Transaction Files and formatting guide

• December 31, 2012
  • NASDAQ TRF 1 (ZIP 42 MB)
  • NASDAQ TRF 2 (ZIP 40 MB)
  • NASDAQ TRF 3 (ZIP 44 MB)
  • NASDAQ TRF 4 (ZIP 30 MB)
  • NYX TRF (ZIP 82 MB)
• November 30, 2012
  • NASDAQ TRF 1 (ZIP 42 MB)
  • NASDAQ TRF 2 (ZIP 40 MB)
  • NASDAQ TRF 3 (ZIP 40 MB)
  • NASDAQ TRF 4 (ZIP 42 MB)
  • NYX TRF (ZIP 95 MB)
• October 31, 2012
  • NASDAQ TRF 1 (ZIP 38 MB)
  • NASDAQ TRF 2 (ZIP 34 MB)
  • NASDAQ TRF 3 (ZIP 38 MB)
  • NASDAQ TRF 4 (ZIP 47 MB)
  • NYX TRF (ZIP 100 MB)
• September 30, 2012
  • NASDAQ TRF 1 (ZIP 33 MB)
  • NASDAQ TRF 2 (ZIP 42 MB)
  • NASDAQ TRF 3 (ZIP 40 MB)
  • NASDAQ TRF 4 (ZIP 39 MB)
  • NYX TRF (ZIP 50 MB)
• August 31, 2012
  • NASDAQ TRF 1 (ZIP 40 MB)
  • NASDAQ TRF 2 (ZIP 35 MB)
  • NASDAQ TRF 3 (ZIP 35 MB)
  • NASDAQ TRF 4 (ZIP 51 MB)
  • NYX TRF (ZIP 56 MB)
• July 31, 2012
  • NASDAQ TRF 1 (ZIP 29 MB)
  • NASDAQ TRF 2 (ZIP 37 MB)
  • NASDAQ TRF 3 (ZIP 38 MB)
  • NASDAQ TRF 4 (ZIP 58 MB)
  • NYX TRF (ZIP 53 MB)
• June 30, 2012
  • NASDAQ TRF 1 (ZIP 52 MB)
  • NASDAQ TRF 2 (ZIP 45 MB)
  • NASDAQ TRF 3 (ZIP 46 MB)
  • NASDAQ TRF 4 (ZIP 53 MB)
  • NYX TRF (ZIP 39 MB)
• May 31, 2012
  • NASDAQ TRF 1 (ZIP 52 MB)
  • NASDAQ TRF 2 (ZIP 51 MB)
  • NASDAQ TRF 3 (ZIP 54 MB)
  • NASDAQ TRF 4 (ZIP 68 MB)
  • NYX TRF (ZIP 44 MB)
• April 30, 2012
  • NASDAQ TRF 1 (ZIP 38 MB)
  • NASDAQ TRF 2 (ZIP 47 MB)
  • NASDAQ TRF 3 (ZIP 46 MB)
  • NASDAQ TRF 4 (ZIP 59 MB)
  • NYX TRF (ZIP 36 MB)
• March 31, 2012
  • NASDAQ TRF 1 (ZIP 51 MB)
  • NASDAQ TRF 2 (ZIP 47 MB)
  • NASDAQ TRF 3 (ZIP 47 MB)
  • NASDAQ TRF 4 (ZIP 64 MB)
  • NYX TRF (ZIP 36 MB)
• February 29, 2012
  • NASDAQ TRF 1 (ZIP 52 MB)
  • NASDAQ TRF 2 (ZIP 49 MB)
  • NASDAQ TRF 3 (ZIP 40 MB)
  • NASDAQ TRF 4 (ZIP 59 MB)
  • NYX TRF (ZIP 33 MB)
• January 31, 2012
  • NASDAQ TRF 1 (ZIP 39 MB)
  • NASDAQ TRF 2 (ZIP 48 MB)
  • NASDAQ TRF 3 (ZIP 40 MB)
  • NASDAQ TRF 4 (ZIP 68 MB)
  • NYX TRF (ZIP 36 MB)

Daily Short Sale Volume Files and help guide

View information about the Regulation SHO Pilot Program.