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A regular feature of the monthly updates on TSX short sales are the tables of short interest at the company level, as supplied by S3 Partners.

Note: short interest may not always be a speculation on lower prices; it can also reflect hedging or arbitraging of price discrepancies between stocks and convertible securities.

Air Canada tops the Top 20 companies by percentage of float sold short table with 23.5 per cent of float short. It has been hit hard by the COVID-19 pandemic - and new variants of the virus threaten to further delay the return of travelers. In addition, fuel costs are on the rise.

The government announced in April a financial aid package for Air Canada of more than $5 billion, subject to conditions such as maintaining employment and pension levels. In July, the company raised more than $5 billion (U.S.) in the U.S. bond and loan markets, with proceeds going to pay off debt coming due in 2023.

One notable new face on the Top 20 list is Potage Biotech, at 18.4 per cent of float sold short. The company is developing drugs for overcoming immune resistance. Its shares on the Nasdaq exchange ran up nearly fourfold to just under $40 during the fall and winter, but the announcement in June of a public offering of a million shares at $28 triggered a tumble in its price, now trading near $15.

Top 20 companies by percentage of float sold short (July 23)

COMPANYTICKER% OF FLOAT SHORTBORROW FEE
Air CanadaAC-T23.5%0.3%
iShares S&P/TSX 60 ETFXIU-T18.5%0.7%
Portage Biotech Inc.PRTG-Q18.5%9.1%
Aurora Cannabis Inc.ACB-T18.4%2.5%
Village Farms InternationalVFF-T16.0%1.3%
Hexo Corp.HEXO-T15.4%9.7%
Westshore Terminals Corp.WTE-T14.8%0.3%
Trillium Therapeutic.TRIL-T14.0%0.9%
Sundial Growers Inc.SNDL-Q14.0%2.3%
Exco Technologies Ltd.XTC-T13.4%0.3%
Lithium Americas Corp.LAC-T13.3%2.0%
Tucows Inc.TC-T13.1%1.0%
Cronos GroupCRON-T12.3%0.4%
Aurinia Pharmaceuticals Inc.AUP-T12.3%1.3%
Morguard REITMRT-U-T12.2%6.2%
Energy Fuels Inc.EFR-T11.8%2.2%
Great West Lifeco Inc. GWO-T11.5%0.5%
Fortuna Silver MinesFVI-T11.4%0.9%
Canopy Growth Corp.WEED-T11.3%0.4%
Dirtt Environmental SolutionsDRT-T11.3%4.3%

The table, Companies with significant 3-month increases in short sales, shows the largest increases in the dollar value of short interest for companies with 4.5 per cent or more of float sold short. 

West Fraser Timber Co. stands out for having the highest percentage (7.9 per cent), which could be a reflection of the recent substantial correction in lumber prices. Power Corp.’s percentage has been on the rise as the financial industry is buffeted by waves of innovation, particularly growth in new products from fintech and ETF firms.

Companies with significant 3-month increases in short sales (July 23)

COMPANYTICKERINCREASE IN SHORT POSITION OVER LAST THREE MONTHS ($MIL)% OF FLOAT SHORT
TC Energy Corp.TRP-T$540.04.7%
Power Corp CanadaPOW-T$298.76.1%
Pembina Pipeline Corp.PPL-T$210.35.6%
CIBCCM-T$176.44.8%
West Fraser Timber Co.WFG-T$162.77.9%
Barrick Gold Corp.ABX-T$147.54.6%
Shaw Communications Inc. BSJR.B-T$135.76.0%
Keyera Corp.KEY-T$99.45.9%
Colliers Intl GroupCIGI-T$90.54.8%

Source: S3 Partners

The table, Companies with significant 3-month decreases in short sales, shows the largest decreases in the dollar value of short interest companies.

Short sellers are certainly keeping their distance from Royal Bank of Canada. It had one of the largest decreases in short interest, bringing down the percentage of its float short a miniscule 0.9 per cent. On the other hand, Canopy Growth Corp. and Canadian Solar Inc., companies in sectors (cannabis and solar power, respectively) where expectations play a more significant role than fundamentals in market valuations, retain high percentages of float sold short.

Companies with significant 3-month decreases in short sales (July 23)

COMPANYTICKERDECREASE IN SHORT POSITION OVER LAST THREE MONTHS ($MIL)% OF FLOAT SHORT
CP RailwayCP-T-$1,550.72.0%
Bank of Nova ScotiaBNS-T-$462.33.7%
Royal Bank of CanadaRY -T-$449.50.9%
Manulife FinancialMFC-T-$287.72.8%
Canopy Growth Corp.WEED-T-$268.211.3%
Voyager Digital Ltd.VYGR-T-$203.31.2%
Canadian Solar Inc.CSIQ-Q-$175.610.2%
Suncor EnergySU-T-$160.31.6%
Arc Resources Ltd.ARX-T-$154.22.8%
Horizons S&P/TSX 60 ETFHXT-T-$154.11.0%

Source: S3 Partners

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