HYS Short Volume
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund (HYS) operates in the Financial Services sector, specifically the Asset Management - Bonds industry, with a market capitalization near $1.71B, listed on AMEX, carrying a beta of 0.47 to the broader market. The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of The BofA Merrill Lynch 0-5 Year US High Yield Constrained IndexSM public since 2011-06-17.
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
- 2026-05-15
- Short Volume
- 32.4K
- Total Volume
- 54.9K
- Short %
- 59.07%
- 30-Day Avg Short %
- 49.60%
Showing 30 days of FINRA short volume data for PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund.
Learn how short volume is reported and how to read the data →
Frequently asked HYS short volume questions
- What is the daily HYS short volume?
- As of May 15, 2026, PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund (HYS) short volume is 32.4K shares against 54.9K total reported volume, or 59.07% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is HYS 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 HYS 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.