A short sale is generally the sale of a stock you do not own. Investors who sell short believe the price of the stock will fall. If the price drops, you can buy the stock at the lower price and make a profit. If the price of the stock rises and you buy it back later at the higher price, you will incur a loss.
Firms are required by regulators to report their short positions twice a month: once as of settlement on the 15th (or the preceding business day) and once at the end of the month. A compilation is typically published seven to eight business days later.
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Wall Street Journal - Market Data Stocks (freely available)
Provides highlights from NYSE, NASDAQ, and Amex. You can browse largest positive positions, negative positions, increases, decreases, and shorts as % change.