Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Nov 10th (reported today) which has an aggregated short interest worth USD18.1bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in CSL, BHP, Imugene, Wisetech Global, Macquarie.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Nov 10th (reported today) which has an aggregated short interest worth USD18.1bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in CSL, BHP, Imugene, Wisetech Global, Macquarie.


ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 INDEX</a> has been stuck in the 7000-7600 range for the past 2 years, with a brief dive to 6500 during the summer of 2022. </li>
<li>If we consider the bottom at 6411 in October 2022, the index may have started to build an uptrend since then, but failed repeatedly to breach past the 7600 barrier.</li>
<li>After a brief correction in August 2023, the index is currently rising, but soon it will encounter WEEKLY resistance that could hamper its chances of breaking out of its range.</li>
</ul>


The S&amp;P/ASX 200 INDEX has been stuck in the 7000-7600 range for the past 2 years, with a brief dive to 6500 during the summer of 2022. 
If we consider the bottom at 6411 in October 2022, the index may have started to build an uptrend since then, but failed repeatedly to breach past the 7600 barrier.
After a brief correction in August 2023, the index is currently rising, but soon it will encounter WEEKLY resistance that could hamper its chances of breaking out of its range.


EQD | SP/ASX200 Index: Will It Break Out of Its Range?

Index Rebal/Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Index Rebal/Special Situations

Quiddity Advisors

Pan-Asia Catalysts/Events

Event-Driven

<ul>
<li>The September 2023 review results for ASX indices were announced after the close on Friday 1st September 2023. </li>
<li>There will be 15 ADD names and 15 DELETE names across ASX 100, ASX 200, and ASX 300. Collectively, the ADDs could see one-way flow of roughly US$450mn. </li>
<li>Many names have a significant number of days to trade. Some of these names have seen a spike in short interest recently. This should be an interesting flow event.</li>
</ul>


The September 2023 review results for ASX indices were announced after the close on Friday 1st September 2023. 
There will be 15 ADD names and 15 DELETE names across ASX 100, ASX 200, and ASX 300. Collectively, the ADDs could see one-way flow of roughly US$450mn. 
Many names have a significant number of days to trade. Some of these names have seen a spike in short interest recently. This should be an interesting flow event.


Quiddity ASX Sep 23 Rebal: 15 Inflow/Outflow Names; Beware of Short Buildup; US$450mn One-Way

Index Rebalance

<ul>
<li>In this insight, we take a look at the potential index changes for ASX 300, 200, 100, 50, and 20 in the September 2023 Rebalance.</li>
<li>I expect one change for ASX 100 and 3 ADDs and 4 DELs for ASX 200. There could be 11 ADDs and 9 DELs for ASX 300.</li>
<li>ASX 300 member Leo Lithium (LLL AU) is currently suspended from trading and that could have interesting implications for the stock's ASX 300 membership.</li>
</ul>


In this insight, we take a look at the potential index changes for ASX 300, 200, 100, 50, and 20 in the September 2023 Rebalance.
I expect one change for ASX 100 and 3 ADDs and 4 DELs for ASX 200. There could be 11 ADDs and 9 DELs for ASX 300.
ASX 300 member Leo Lithium (LLL AU) is currently suspended from trading and that could have interesting implications for the stock's ASX 300 membership.


Quiddity Leaderboard ASX Sep 23: Potential Surprises and Final Thoughts

<ul>
<li>In this insight, we take a look at the potential index changes for ASX 300, 200, 100, 50, and 20 in the run up to the September 2023 Rebalance.</li>
<li>
<a href="https://www.smartkarma.com/entities/blackmores-ltd" target="_blank" data-smartkarma-citation="entities:928:1" rel="noopener">Blackmores Ltd (BKL AU)</a> could get deleted from the index family, triggering intra-review changes in the next few days.</li>
<li>Including the intra-review changes, ASX 300 could see 12 ADDs and 10 DELs, ASX 200 could see 4 changes, and ASX 100 could see one change between now and September.</li>
</ul>


In this insight, we take a look at the potential index changes for ASX 300, 200, 100, 50, and 20 in the run up to the September 2023 Rebalance.

Blackmores Ltd (BKL AU) could get deleted from the index family, triggering intra-review changes in the next few days.
Including the intra-review changes, ASX 300 could see 12 ADDs and 10 DELs, ASX 200 could see 4 changes, and ASX 100 could see one change between now and September.


Quiddity Leaderboard ASX Sep 23: Intra-Review Replacement for BKL and Many Other Expected Changes

Australia

Yancoal Australia Ltd. provides mining services. The Company mines, sells, exports, and markets clean and coking coal. Yancoal operates internationally.

Price Gauge
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Yancoal Australia (YAL AU)

ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

We analyzed ASX short interest report for the past week and highlight short interest changes in CSL, BHP, Imugene, Wisetech Global, Macquarie.

Ke Yan, CFA, FRM

EQD | SP/ASX200 Index: Will It Break Out of Its Range?

The ASX 200 INDEX has repeatedly failed its attempts to breach the 7600 barrier for the past 2 years. Currently rising, but will face strong...

Nico Rosti

Quiddity ASX Sep 23 Rebal: 15 Inflow/Outflow Names; Beware of Short Buildup; US$450mn One-Way

The Inclusion/Exclusion events can be expected to take place at the close of Friday 15th September 2023. I would be Bullish Inflow Names and...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard ASX Sep 23: Potential Surprises and Final Thoughts

I expect ASX 200 and 300 Expected ADDs to outperform the ASX 200 and 300 Expected DELs over the next few weeks since there are many names on both...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard ASX Sep 23: Intra-Review Replacement for BKL and Many Other Expected Changes

Blackmores Ltd could be deleted from the ASX 200 index and Neuren Pharmaceuticals or Ventia could become the replacement. This could be announced...

Janaghan Jeyakumar, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

We analyzed ASX short interest report for the past week and highlight short interest changes in CSL, BHP, Imugene, Wisetech Global, Macquarie.

Ke Yan, CFA, FRM

EQD | SP/ASX200 Index: Will It Break Out of Its Range?

​The ASX 200 INDEX has repeatedly failed its attempts to breach the 7600 barrier for the past 2 years. Currently rising, but will face strong...

Nico Rosti

Quiddity ASX Sep 23 Rebal: 15 Inflow/Outflow Names; Beware of Short Buildup; US$450mn One-Way

The Inclusion/Exclusion events can be expected to take place at the close of Friday 15th September 2023. I would be Bullish Inflow Names and...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard ASX Sep 23: Potential Surprises and Final Thoughts

I expect ASX 200 and 300 Expected ADDs to outperform the ASX 200 and 300 Expected DELs over the next few weeks since there are many names on both...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard ASX Sep 23: Intra-Review Replacement for BKL and Many Other Expected Changes

Blackmores Ltd could be deleted from the ASX 200 index and Neuren Pharmaceuticals or Ventia could become the replacement. This could be announced...

Janaghan Jeyakumar, CFA

The ASX 200 INDEX has repeatedly failed its attempts to breach the 7600 barrier for the past 2 years. Currently rising, but will face strong...