We’re moving to a market where data on the amount of physical short sales, Total Return Swaps (TRS), Contracts for Differences (CFD) and put options can be summed up on a daily basis for any given security and compared to the total float. There are at least two ways that this may come about. What happens to trading behavior then? Let’s game this out.
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What happens when everyone knows the total physical and synthetic short exposure against individual securities?
