Australia's short position data, explained

Australia publishes some of the most complete short-selling data in the world: every trading day, ASIC (the Australian Securities & Investments Commission) reports the aggregate short position in each ASX-quoted product, as a percentage of the units on issue. That is the number behind our Australian league table.

Who reports, and when

Any investor holding a short position worth at least A$100,000 or 0.01% of the product's issued capital must report it to ASIC every day. Those thresholds are dramatically lower than the UK's (where only positions of 0.2%+ count toward the published aggregate) or the US's exchange-collected numbers, which is why the Australian figure is best read as a near-complete census of open short positions rather than a floor.

ASIC aggregates the reports per product and publishes a daily file on the fourth business day after the trade date (T+4). What you see on a Friday describes Monday's positioning. We ingest each file the day it appears and never recompute ASIC's percentages.

Reading the number

"5% short" means short positions equal to 5% of that product's units on issue were reported to ASIC for that trade date. Like all such measures it says nothing about why: hedges, arbitrage and directional bets all count. Names of individual short sellers are not published; Australia's public data has always been aggregate-only.

Quirks worth knowing

• The file covers all quoted products, not just company shares: ETFs, listed funds and even quoted debt appear. Our league table and movers rank shares only (ordinary shares, stapled securities and CDIs); everything else is archived and gets a page, but doesn't rank.
• Percentages above 100% exist in the raw data for small non-equity stubs where reported positions exceed the recorded units on issue. They are ASIC's published figures, not our bug, and another reason non-equity products stay out of the rankings.
• ASIC cannot verify every report. Its own disclaimer notes that it can't confirm all short sellers are reporting, nor the accuracy of every submission. Treat single-day moves in small products with corresponding care.

UK vs Australia at a glance

• Cadence: both daily; UK publishes T+2, Australia T+4.
• Completeness: Australia's reporting floor (A$100k / 0.01%) is far below the UK's 0.2% counting threshold, so the AU aggregate misses less.
• Identifiers: UK uses ISINs; Australia uses ASX codes.
• Scope: the UK publishes companies with disclosable aggregates; Australia publishes every product with reported positions, however small.

The exact pipeline, validation rules and licensing (ASIC's data is reproduced under CC BY 4.0) are documented in the methodology.