2 replies to this topic

[kaiser soze]

...jumped a lot. But, so has volume.


RKH (Regional Bank Holdrs)

Settlement, Date, Short Interest, Avg Daily Share Volume, Days to Cover

Jul. 13, 2007 3,341,984 604,200 5.53
Jun. 15, 2007 2,781,175 564,327 4.93
May 15, 2007 3,049,878 582,686 5.23
Apr. 13, 2007 2,481,389 544,345 4.56
Mar. 15, 2007 2,808,866 504,331 5.57
Feb. 15, 2007 1,906,171 318,686 5.98
Jan. 12, 2007 2,463,253 219,964 11.20
Dec. 15, 2006 2,812,428 358,480 7.85
Nov. 15, 2006 3,218,160 300,817 10.70
Oct. 13, 2006 2,637,829 381,280 6.92
Sep. 15, 2006 3,030,908 509,833 5.94
Aug. 15, 2006 3,472,228 640,514 5.42

XLF

Jul. 13, 2007 66,836,231 24,322,061 2.75
Jun. 15, 2007 51,395,622 13,488,179 3.81
May 15, 2007 34,425,060 13,903,404 2.48
Apr. 13, 2007 47,165,778 12,233,745 3.86
Mar. 15, 2007 43,460,172 17,190,829 2.53
Feb. 15, 2007 24,974,472 7,242,349 3.45
Jan. 12, 2007 26,557,325 5,160,129 5.15
Dec. 15, 2006 22,358,109 5,962,485 3.75
Nov. 15, 2006 28,643,737 5,394,991 5.31
Oct. 13, 2006 33,102,220 5,909,260 5.60
Sep. 15, 2006 35,448,361 5,581,628 6.35
Aug. 15, 2006 36,902,601 9,225,561 4.00

IAI (Broker Dealer ETF)

Jul. 13, 2007 2,326,146 232,978 9.98
Jun. 15, 2007 1,359,435 180,833 7.52
May 15, 2007 1,821,131 210,307 8.66
Apr. 13, 2007 1,539,631 275,838 5.58
Mar. 15, 2007 955,373 291,170 3.28
Feb. 15, 2007 457,006 190,509 2.40
Jan. 12, 2007 288,991 69,294 4.17
Dec. 15, 2006 409,515 67,055 6.11
Nov. 15, 2006 419,038 80,978 5.17
Oct. 13, 2006 608,626 55,915 10.88
Sep. 15, 2006 362,094 39,514 9.16
Aug. 15, 2006 297,789 46,055 6.47

KCE (Capital Markets ETF)

Jul. 13, 2007 3,390,306 855,771 3.96
Jun. 15, 2007 2,619,907 331,986 7.89
May 15, 2007 535,217 352,190 1.52
Apr. 13, 2007 903,661 142,695 6.33
Mar. 15, 2007 661,508 234,575 2.82
Feb. 15, 2007 1,050,175 296,122 3.55
Jan. 12, 2007 537,280 78,041 6.88
Dec. 15, 2006 689,220 76,704 8.99
Nov. 15, 2006 401,556 128,973 3.11
Oct. 13, 2006 513,143 304,225 1.69
Sep. 15, 2006 129,719 46,114 2.81
Aug. 15, 2006 82,573 106,347 1.00


GS

Jul. 13, 2007 9,203,842 7,412,390 1.24
Jun. 15, 2007 8,475,860 5,132,715 1.65
May 15, 2007 8,534,478 5,852,087 1.46
Apr. 13, 2007 7,089,964 8,374,705 1.00
Mar. 15, 2007 7,261,930 8,411,424 1.00
Feb. 15, 2007 7,023,416 6,030,934 1.16
Jan. 12, 2007 8,907,460 4,966,065 1.79
Dec. 15, 2006 9,253,504 4,577,940 2.02
Nov. 15, 2006 9,820,402 5,129,757 1.91
Oct. 13, 2006 12,193,001 5,712,450 2.13
Sep. 15, 2006 9,347,587 3,710,014 2.52
Aug. 15, 2006 9,332,647 4,694,555 1.99


LEH

Jul. 13, 2007 13,587,829 7,041,097 1.93
Jun. 15, 2007 10,562,471 6,446,050 1.64
May 15, 2007 10,674,619 4,846,025 2.20
Apr. 13, 2007 11,088,533 6,850,659 1.62
Mar. 15, 2007 10,944,905 6,281,286 1.74
Feb. 15, 2007 8,031,594 4,222,495 1.90
Jan. 12, 2007 7,726,113 3,682,659 2.10
Dec. 15, 2006 7,445,060 3,419,805 2.18
Nov. 15, 2006 7,448,941 3,516,291 2.12
Oct. 13, 2006 8,903,226 3,979,505 2.24
Sep. 15, 2006 8,834,817 3,578,295 2.47
Aug. 15, 2006 9,450,924 3,604,659 2.62

MS

Jul. 13, 2007 10,239,632 9,877,430 1.04
Jun. 15, 2007 11,161,766 5,134,458 2.17
May 15, 2007 10,219,045 5,135,530 1.99
Apr. 13, 2007 7,865,795 7,400,464 1.06
Mar. 15, 2007 7,132,504 7,058,726 1.01
Feb. 15, 2007 6,016,263 4,478,025 1.34
Jan. 12, 2007 7,088,239 4,362,324 1.62
Dec. 15, 2006 8,996,361 3,662,220 2.46
Nov. 15, 2006 9,944,574 3,855,396 2.58
Oct. 13, 2006 10,658,463 4,918,915 2.17
Sep. 15, 2006 9,544,541 3,699,368 2.58
Aug. 15, 2006 8,770,224 4,845,655 1.81

BSC

Jul. 13, 2007 9,277,700 4,746,487 1.95
Jun. 15, 2007 7,578,016 2,191,925 3.46
May 15, 2007 6,286,238 1,890,406 3.33
Apr. 13, 2007 5,975,321 3,349,890 1.78
Mar. 15, 2007 5,559,482 2,959,431 1.88
Feb. 15, 2007 5,185,531 1,460,333 3.55
Jan. 12, 2007 6,403,153 1,341,994 4.77
Dec. 15, 2006 5,641,548 1,328,495 4.25
Nov. 15, 2006 5,614,777 1,352,739 4.15
Oct. 13, 2006 6,618,278 1,876,875 3.53
Sep. 15, 2006 5,534,087 1,595,877 3.47
Aug. 15, 2006 5,692,080 1,457,736 3.90

C

Jul. 13, 2007 27,174,249 21,764,359 1.25
Jun. 15, 2007 31,266,105 24,215,101 1.29
May 15, 2007 29,498,907 21,716,187 1.36
Apr. 13, 2007 32,461,661 20,860,099 1.56
Mar. 15, 2007 29,609,260 21,975,155 1.35
Feb. 15, 2007 18,422,531 17,401,870 1.06
Jan. 12, 2007 34,468,482 19,270,247 1.79
Dec. 15, 2006 31,200,731 18,784,655 1.66
Nov. 15, 2006 24,123,666 16,374,783 1.47
Oct. 13, 2006 31,067,177 14,836,610 2.09
Sep. 15, 2006 27,990,623 10,912,686 2.56
Aug. 15, 2006 25,143,653 16,138,836 1.56

WB

Jul. 13, 2007 39,981,265 9,113,514 4.39
Jun. 15, 2007 31,882,321 7,802,304 4.09
May 15, 2007 22,682,379 6,937,356 3.27
Apr. 13, 2007 20,179,829 7,646,696 2.64
Mar. 15, 2007 18,287,784 6,967,457 2.62
Feb. 15, 2007 15,192,353 5,070,002 3.00
Jan. 12, 2007 21,007,656 4,786,653 4.39
Dec. 15, 2006 19,956,048 5,970,335 3.34
Nov. 15, 2006 16,541,961 6,106,083 2.71
Oct. 13, 2006 18,039,351 5,386,480 3.35
Sep. 15, 2006 37,952,237 4,447,514 8.53
Aug. 15, 2006 35,030,342 5,358,523 6.54

BAC

Jul. 13, 2007 48,737,857 19,611,149 2.49
Jun. 15, 2007 35,216,536 15,252,959 2.31
May 15, 2007 28,725,748 16,526,588 1.74
Apr. 13, 2007 32,302,363 16,351,619 1.98
Mar. 15, 2007 32,175,498 15,763,783 2.04
Feb. 15, 2007 27,377,863 14,834,426 1.85
Jan. 12, 2007 32,717,870 11,539,029 2.84
Dec. 15, 2006 35,250,490 13,986,685 2.52
Nov. 15, 2006 36,123,806 10,863,670 3.33
Oct. 13, 2006 38,324,050 11,161,415 3.43
Sep. 15, 2006 39,913,401 10,316,959 3.87
Aug. 15, 2006 38,534,983 13,043,832 2.95

AIG

Jul. 13, 2007 21,574,717 10,507,760 2.05
Jun. 15, 2007 25,099,373 10,503,134 2.39
May 15, 2007 26,242,913 10,172,686 2.58
Apr. 13, 2007 16,946,098 10,833,987 1.56
Mar. 15, 2007 20,322,804 9,393,354 2.16
Feb. 15, 2007 19,013,736 6,939,479 2.74
Jan. 12, 2007 31,053,429 6,650,906 4.67
Dec. 15, 2006 27,057,120 7,067,520 3.83
Nov. 15, 2006 27,949,808 6,967,730 4.01
Oct. 13, 2006 27,759,693 6,218,660 4.46
Sep. 15, 2006 24,808,535 6,530,041 3.80
Aug. 15, 2006 17,073,319 6,826,759 2.50

JPM

Jul. 13, 2007 33,640,163 15,733,701 2.14
Jun. 15, 2007 31,639,855 11,841,934 2.67
May 15, 2007 28,241,144 15,415,963 1.83
Apr. 13, 2007 27,478,727 14,599,379 1.88
Mar. 15, 2007 28,812,190 13,235,986 2.18
Feb. 15, 2007 24,701,019 12,409,217 1.99
Jan. 12, 2007 24,991,780 9,454,153 2.64
Dec. 15, 2006 30,258,443 10,229,670 2.96
Nov. 15, 2006 26,618,325 9,849,765 2.70
Oct. 13, 2006 26,457,840 10,670,145 2.48
Sep. 15, 2006 32,557,158 7,625,705 4.27
Aug. 15, 2006 30,562,530 12,545,673 2.44

WFC

Jul. 13, 2007 53,723,847 11,220,797 4.79
Jun. 15, 2007 51,837,834 11,578,179 4.48
May 15, 2007 35,971,468 12,922,287 2.78
Apr. 13, 2007 36,696,404 14,463,903 2.54
Mar. 15, 2007 34,090,048 12,252,698 2.78
Feb. 15, 2007 22,511,087 10,291,430 2.19
Jan. 12, 2007 28,231,862 9,306,129 3.03
Dec. 15, 2006 26,162,399 7,822,370 3.34
Nov. 15, 2006 31,462,801 7,029,222 4.48
Oct. 13, 2006 32,150,249 5,997,835 5.36
Sep. 15, 2006 33,212,429 6,645,023 5.00
Aug. 15, 2006 23,961,336 5,885,886 4.07

[JAP]

I shorted XLF after it broke the 200 DMA. It dropped over a buck since then

[kaiser soze]

I summed up the short interest and trading volumes for all the securities listed above and here's the chart I came up with. Appears trading volume is keeping pace with short interest accumulation.




Click here to see full image.