HEWJ Short Volume
iShares Currency Hedged MSCI Japan ETF (HEWJ) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $470.7M, listed on AMEX, carrying a beta of 0.45 to the broader market. This ETF endeavors to mirror the investment performance of an index featuring prominent and mid-sized Japanese companies, while simultaneously limiting the influence of exchange rate volatility between the Japanese Yen and the U. public since 2014-02-05.
Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.
- Latest Date
- 2026-06-30
- Short Volume
- 157.4K
- Total Volume
- 169.5K
- Short %
- 92.87%
- 30-Day Avg Short %
- 45.52%
Showing 30 days of FINRA short volume data for iShares Currency Hedged MSCI Japan ETF.
Learn how short volume is reported and how to read the data →
Frequently asked HEWJ short volume questions
- What is the daily HEWJ short volume?
- As of Jun 30, 2026, iShares Currency Hedged MSCI Japan ETF (HEWJ) short volume is 157.4K shares against 169.5K total reported volume, or 92.87% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is HEWJ short volume reported?
- FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.
- What does HEWJ short volume tell options traders?
- Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.