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Stock loan fee

The annualised rate a short seller pays to borrow shares, set by supply and demand for the specific security and charged daily on the position's market value.

Fees for widely held large caps are often a few basis points a year. For a heavily shorted small cap with little available float, rates of 20%, 50% or even several hundred percent a year have occurred, which can exceed any plausible gain from the short.

The fee is variable, not fixed at the outset. A borrow taken at 3% can reprice to 40% if demand spikes, turning a viable trade into a losing one without the share price moving at all. This repricing risk is a material part of what makes shorting difficult.

Because the fee is quoted annually but charged daily, a 60% borrow on a $50,000 position costs roughly $82 per day. Model it explicitly in any short thesis, alongside the risk of recall. See hard-to-borrow and short-rebate.

Related: hard-to-borrow, short-rebate, securities-lending, short-selling, short-interest, locate-requirement

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