CHY · Calamos Convertible & High Income Fund
Total shares sold short and not yet covered, reported to FINRA by broker-dealers twice a month. Each reading settles on the 15th and the last business day of the month and is published seven business days later — the next scheduled dates are listed at the top of the table. Days to cover divides the short position by average daily volume; a high value (above 5) can signal short-squeeze potential.
Peer-relative percentile rank across all stocks reporting short interest at the latest settlement date (2026-07-15). Weighted mean of the available factors (short interest 30%, days to cover 20%, price vs VWAP 15%, short-volume trend 15%, short-interest change 10%, fails-to-deliver 10%) plus catalyst boosts (price spike, volume surge, earnings within days), capped at +20 and clamped to 100.
Short Interest History
| Settlement Date | Current Position | Previous Position | Change | Days to Cover |
|---|---|---|---|---|
|
2026-08-14
Scheduled
FINRA publishes Aug 25
|
— | — | — | — |
|
2026-07-31
Scheduled
FINRA publishes Aug 11
|
— | — | — | — |
| 2026-07-15 | 284,494 | 146,950 | +137,544 | 1.78 |
| 2026-06-30 | 146,950 | 137,115 | +9,835 | 1.00 |
| 2026-06-15 | 137,115 | 159,718 | -22,603 | 1.00 |
| 2026-05-29 | 159,718 | 140,598 | +19,120 | 1.00 |
| 2026-05-15 | 140,598 | 95,405 | +45,193 | 1.00 |
| 2026-04-30 | 95,405 | 79,370 | +16,035 | 1.00 |
| 2026-04-15 | 79,370 | 164,609 | -85,239 | 1.00 |
| 2026-03-31 | 164,609 | 176,423 | -11,814 | 1.00 |
| 2026-03-13 | 176,423 | 173,083 | +3,340 | 1.00 |
| 2026-02-27 | 173,083 | 143,690 | +29,393 | 1.07 |
| 2026-02-13 | 143,690 | 117,107 | +26,583 | 1.00 |
| 2026-01-30 | 117,107 | 261,945 | -144,838 | 1.00 |
| 2026-01-15 | 261,945 | 356,102 | -94,157 | 1.04 |
| 2025-12-31 | 356,102 | 227,421 | +128,681 | 2.28 |
| 2025-12-15 | 227,421 | 196,708 | +30,713 | 1.67 |
| 2025-11-28 | 196,708 | 260,821 | -64,113 | 1.00 |
| 2025-11-14 | 260,821 | 131,124 | +129,697 | 1.43 |
| 2025-10-31 | 131,124 | 76,838 | +54,286 | 1.00 |
| 2025-10-15 | 76,838 | 94,363 | -17,525 | 1.00 |
| 2025-09-30 | 94,363 | 161,712 | -67,349 | 1.00 |
| 2025-09-15 | 161,712 | 191,726 | -30,014 | 1.00 |
| 2025-08-29 | 191,726 | 225,215 | -33,489 | 1.03 |
| 2025-08-15 | 225,215 | 259,856 | -34,641 | 1.45 |
| 2025-07-31 | 259,856 | 97,305 | +162,551 | 1.11 |