As announced by IIROC, starting November 30 2018 Participants and Access Persons will be required to file Short Position Reports directly with IIROC and cease reporting to TMX.
TMX will generate its final Short Position Report on November 15 2018 for publication on November 20 2018, after which the Short Position Report publication will be discontinued and the TMX will cease billing for the product.
This change makes IIROC the sole facility to receive short position information and to offer a Short Position Report for the Canadian market. IIROC has indicated that it expects market participants will find managing reporting to a single agency, rather than to each listing exchange, to be a more efficient process.
IIROC has also indicated that Participants and Access Persons will continue to be required to calculate and file a report of the short positions in each listed and quoted security as of the 15th day and the last day of each month but must calculate short positions using settlement date positions as opposed to the current methodology which required that the reported short positions be based on trade-date positions.
IIROC has made various documents available on this topic, including IIROC Notice 18-0062 Short Position Calculation and Reporting: http://www.iiroc.ca/Documents/2018/90444c68-d1db-443a-b53a-660d0cdeaf96_en.pdf
For more information on the IIROC Short Position Report please contact ShortPositionReporting@IIROC.CA
Please find below the Top 20 Largest Consolidated Short Position Report Highlights. The report is produced twice monthly, effective the 15th and the end of each month.
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