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About The Carlyle Group Inc. (CG) data

Data as of August 14, 2026.

The Carlyle Group Inc. (CG) has 19.93M shares sold short as of the latest FINRA settlement report on August 14, 2026. Short interest has increased by 18.96% compared with the prior settlement. At the current average daily volume, covering all open short positions would take about 3.74 days (days to cover).

Recent CG short interest history

Settlement date Short interest Change Days to cover
Aug 14, 2026 19,926,549 18.96% 3.74
Jul 31, 2026 16,750,625 3.45% 6.20
Jul 15, 2026 16,191,229 -4.73% 6.36
Jun 30, 2026 16,995,190 4.15% 3.52
Jun 15, 2026 16,318,056 3.92% 4.96
May 29, 2026 15,702,506 -10.45% 5.01
May 15, 2026 17,535,718 20.57% 5.03
Apr 30, 2026 14,544,590 -0.13% 4.41
Apr 15, 2026 14,563,100 -3.54% 4.75
Mar 31, 2026 15,097,929 -5.16% 5.20
Mar 13, 2026 15,918,738 11.71% 4.12
Feb 27, 2026 14,250,509 -5.39% 4.88

Full history, charts, and borrow-fee detail are on the CG short interest page.

Frequently asked questions

What is the current short interest in CG?

As of the latest FINRA settlement dated August 14, 2026, CG had approximately 19,926,549 shares sold short. Short interest data is reported by FINRA twice per month.

How much does it cost to short CG?

The latest borrow fee (cost to borrow) for CG is 0.28% per year, based on IBKR data. Fees can change throughout the trading day as shares are borrowed and returned.

What is the days to cover ratio for CG?

Days to cover for CG is approximately 3.74 days. This estimates how many trading days it would take short sellers to buy back all outstanding short shares at the current average daily volume.

Is CG a short squeeze candidate?

A squeeze needs shorts that are hard to close. CG trades about 5,328,935 shares a day and would take roughly 3.74 days to unwind current short positions, at a current borrow fee of 0.28%. Higher days-to-cover and a rising borrow fee together are the setup to watch; neither alone is enough.

Not investment advice. Past performance does not guarantee future results.

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