JPX-Nikkei 400 Rebalance 2021: Pre-Event Basket Adjustments for June-End
The JPX Nikkei 400 Rebalance of August 2021 will be based on an end-June 2021 base date (for fundamental, volume, and market cap data). Our...
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JPX-Nikkei 400 Rebalance 2021: Pre-Event Basket Adjustments for April-End
JPX Nikkei 400 2021 Rebal Pre-Event L/S Basket +2.9% in April (thru the 28th). The 30th is rebal day for readers. 2 potential deletes and 7...
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JPX-Nikkei 400 Rebalance: Pre-Event Basket Adjustments for March-End
JPX Nikkei 400 Pre-Event Basket Bets - Every month-end we publish updated estimates for the August 2021 JPX Nikkei 400 Rebalance based on updated...
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More Covering on Consumer Staples and Discretionary
The short notional in the market for the data released 28 April is US$33.44bn (down by US$62mm excluding FX movements and ETFs) with the largest...
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Big Short Covering in Consumer Staples
The short notional in the market for the data released 21 April is US$33.19bn (down by US$351mm excluding FX movements and ETFs) with the largest...
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