XCNY Short Volume
State Street SPDR S&P Emerging Markets ex-China ETF (XCNY) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $6.6M, listed on NASDAQ, carrying a beta of 0.69 to the broader market. The State Street SPDR S&P Emerging Markets ex-China ETF (XCNY) aims to replicate the total investment returns of the S&P Emerging ex-China BMI (referred to as the "Index"), before accounting for its fees and operational costs. public since 2024-09-05.
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
- 2026-07-16
- Short Volume
- 47
- Total Volume
- 52
- Short %
- 90.38%
- 30-Day Avg Short %
- 62.96%
Showing 30 days of FINRA short volume data for State Street SPDR S&P Emerging Markets ex-China ETF.
Learn how short volume is reported and how to read the data →
Frequently asked XCNY short volume questions
- What is the daily XCNY short volume?
- As of Jul 16, 2026, State Street SPDR S&P Emerging Markets ex-China ETF (XCNY) short volume is 47 shares against 52 total reported volume, or 90.38% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is XCNY 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 XCNY 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.