SWZ Short Volume
Total Return Securities Fund (SWZ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $74.6M, listed on NYSE, carrying a beta of 0.76 to the broader market. Total Return Securities Fund (formerly The Swiss Helvetia Fund) is a non-diversified, closed-end management investment company that, following a February 2025 shareholder vote, replaced its prior mandate of investing in Swiss equities with a broader objective of long-term total return. Led by Andrew Dakos, public since 1987-08-19.
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
- 2026-10-14
- Short Volume
- 139
- Total Volume
- 171
- Short %
- 81.29%
- 30-Day Avg Short %
- 37.06%
Showing 30 days of FINRA short volume data for Total Return Securities Fund.
Learn how short volume is reported and how to read the data →
Frequently asked SWZ short volume questions
- What is the daily SWZ short volume?
- As of Oct 14, 2026, Total Return Securities Fund (SWZ) short volume is 139 shares against 171 total reported volume, or 81.29% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is SWZ 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 SWZ 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.