Going off memory Golf this "buy in" reflects a delivery failure.  What I believe this means is that someone sold shares, but the party buying them never received them.  

There is a form a short selling that is called "naked shorting".  Basically with a short sale the short seller is supposed to make something called "positive determination".  Positive determination means that the short seller is supposed to first make sure that there are in fact shares available to be borrowed.  If that doesn't take place it is referred to as a "naked short sale".

Let's say I have 50,000 shares in a margin account.  Now a bear approaches my broker and asks to borrow them to sell back into the market, for a fee of course.  My broker agrees and "lends" the shares to the short seller and I have what amounts to an IOU in my account.  I don't actually hold the physical shares in my account, I hold them "in street name".  So my shares are sold to someone else and there's a notation that the short seller owes my account 50K shares.

Clear as mud?

But if my shares are already loaned out, they can't be loaned out again.  If a short seller turns around and sells shares anyway, without first locating actual shares.....then the short seller is said to be "naked".  The person who bought the phantom shares, he has nothing....his account will show the shares as being there, but there is no certificate number attached to them, they don't actually exist.

From what I understand the TSX has this "buy in" rule that forces a naked short seller...someone who has sold shares but failed to deliver them....this "buy in" rule forces that short to locate the shares, and pay higher than the prevailing market price.  

Short interest should be out Friday evening, should be interesting.