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FDM stock

First Trust Dow Jones Select MicroCap Index Fund (FDM) short interest & short volume · 31K shares short

First Trust Dow Jones Select MicroCap Index Fund official short interest (FINRA, twice monthly) and daily short volume (FINRA Reg SHO), with history, % of float and days to cover.

What changed

FDM short interest was little changed at 31K shares in the Oct 15, 2026 report (3.8 days to cover). Daily short volume averaged 42.8% of volume over the last 20 sessions, down from 52.5% the 20 sessions before, the 21st percentile of its own 20-day averages since Oct 6, 2025.

Short interest

Official, twice monthly · settled Oct 15, 2026

Shares short
31K
prior 30K
% of float
—
no float on file
Days to cover
3.8
avg vol 8K
Change vs prior report
+0.2%

6 reports

The last 24 reports (about a year) with Lician Pro.Start 3-day trial — $149/yr

FDM short interest by FINRA report (last 6) · price is the close on the report date
Report dateShares short$ value shortChange% floatDays to coverPrice
Oct 15, 202631K$2.7M+0.2%—3.8$89.09
Sep 30, 202630K$2.7M-19.0%—2.8$87.55
Sep 15, 202638K$3.5M-48.9%—3.8$91.80
Aug 31, 202674K$6.8M+15.5%—9.3$91.91
Aug 14, 202664K$6.1M-25.9%—6.5$95.69
Jul 31, 202686K$7.9M+8.4%—9.8$91.44

Days to cover is short interest divided by FINRA's average daily volume for the period: how many average days of trading it would take shorts to buy back.

Source: FINRA equity short interest (twice monthly) · Settlement Oct 15, 2026

Daily short volume

Share of each day's volume sold short · FINRA Reg SHO

Latest (Nov 11)
93.9%
26K of 27K
20-day average
42.8%
prior 52.5%
Percentile vs own history
21st
233 periods since 2025

Loading prices…

Short volumeRest of the day's volume

Source: FINRA Reg SHO daily short sale volume · Latest Nov 11, 2026

Short squeeze score (model)

Model, not a forecast: 40 pts short interest % of float (full at 30%), 25 pts days to cover (full at 10), 15 pts rise in short interest since the prior report (full at +50%), 20 pts price gain since the settlement date (full at +25%). Missing inputs score 0.

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Market-wide: most shorted stocks, biggest changes and unusual short volume · FDM overview

Last 10 sessions · daily short volume · FINRA Reg SHO
DateShortTotalShort % of volume
2026-11-1125,74627,41293.9%
2026-11-108544,40919.4%
2026-11-098912,92230.5%
2026-11-061,0445,98617.4%
2026-11-059945,55217.9%
2026-11-041,4223,23244.0%
2026-11-035312,03426.1%
2026-11-025011,94525.8%
2026-10-302,4934,96850.2%
2026-10-293,2706,49850.3%

FDM short interest FAQ

What is FDM's short interest?

First Trust Dow Jones Select MicroCap Index Fund (FDM) had 31K shares sold short and not yet covered in FINRA's Oct 15, 2026 settlement report.

How many days to cover does FDM have?

3.8 days: 31K shares short divided by an average daily volume of 8K for the Oct 15, 2026 period.

Is FDM short interest rising or falling?

FDM short interest was little changed (+0.2%) from 30K to 31K shares in the Oct 15, 2026 report.

Is FDM a short squeeze candidate?

Lician's squeeze watch scores FDM 10 out of 100 (low) from the Oct 15, 2026 report: days to cover 9.6/25, change in short interest vs prior report 0.1/15. It is a transparent model of how crowded the short side is, not a forecast that a squeeze will happen.

What share of FDM daily volume is sold short?

42.8% on average over the last 20 sessions to Nov 11, 2026 (FINRA Reg SHO daily short volume; the 21st percentile of its own 20-day averages). Short volume counts market makers' same-day short sales, so it is not short interest.

What was FDM's latest FINRA short volume?

On Nov 11, 2026, cached FINRA short volume for First Trust Dow Jones Select MicroCap Index Fund (FDM) was 25,746 shares, 93.9% of 27,412 total volume.

How many FDM short-volume sessions are listed on this page?

This page lists 10 cached FINRA short-volume sessions for First Trust Dow Jones Select MicroCap Index Fund (FDM), from Oct 29, 2026 through Nov 11, 2026.

How did FDM short volume percent change from the prior cached session?

Cached FINRA short volume for First Trust Dow Jones Select MicroCap Index Fund (FDM) moved from 19.4% on Nov 10, 2026 to 93.9% on Nov 11, 2026, up 74.5 percentage points.

Not investment advice. Figures as filed or reported, not a live feed.