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About Dassault Systemes SA (DASTY) data

Data as of August 14, 2026.

Dassault Systemes SA (DASTY) has 148.06K shares sold short as of the latest FINRA settlement report on August 14, 2026. Short interest has increased by 15.82% compared with the prior settlement. At the current average daily volume, covering all open short positions would take about 0.80 days (days to cover).

Recent DASTY short interest history

Settlement date Short interest Change Days to cover
Aug 14, 2026 148,057 15.82% 1.00
Jul 31, 2026 127,830 -7.15% 1.00
Jul 15, 2026 137,676 11.57% 1.00
Jun 30, 2026 123,401 1,242.63% 1.00
Jun 15, 2026 9,191 -68.53% 1.00
May 29, 2026 29,201 -70.94% 1.00
May 15, 2026 100,482 28.32% 1.00
Apr 30, 2026 78,305 -48.42% 1.00
Apr 15, 2026 151,805 5.60% 1.00
Mar 31, 2026 143,754 -55.09% 1.00
Mar 13, 2026 320,070 -45.23% 1.00
Feb 27, 2026 584,435 1,635.10% 1.00

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

Frequently asked questions

What is the current short interest in DASTY?

As of the latest FINRA settlement dated August 14, 2026, DASTY had approximately 148,057 shares sold short. Short interest data is reported by FINRA twice per month.

How much does it cost to short DASTY?

The latest borrow fee (cost to borrow) for DASTY is 1.25% 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 DASTY?

Days to cover for DASTY is approximately 0.80 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 DASTY a short squeeze candidate?

A squeeze needs shorts that are hard to close. DASTY trades about 184,985 shares a day and would take roughly 0.80 days to unwind current short positions, at a current borrow fee of 1.25%. 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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