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 Aug 8th (reported today). The aggregated short interest was USD25.9bn.</li>
<li>We tabulate league tables 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 Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Aug 8th (reported today). The aggregated short interest was USD25.9bn.
We tabulate league tables 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 Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank.


ASX Short Interest Weekly (Aug 8th): Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Aug 1st (reported today). The aggregated short interest was USD24.9bn.</li>
<li>We tabulate league tables 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 Ramelius Resources, Bluescope Steel, Boss Energy, Coles, National Australia Bank.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Aug 1st (reported today). The aggregated short interest was USD24.9bn.
We tabulate league tables 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 Ramelius Resources, Bluescope Steel, Boss Energy, Coles, National Australia Bank.


ASX Short Interest Weekly (Aug 1st): Ramelius Resources, Bluescope Steel, Boss Energy, Coles

Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Index Rebalance

<ul>
<li>S&amp;P DJI have proposed methodology changes to the S&amp;P/ASX family of indices to enhance representativeness and more quickly reflecting changing market conditions.</li>
<li>The main changes are lowering the minimum float threshold, shortening the market cap calculation period and the liquidity calculation period, and including buffers for additions and deletions.</li>
<li>We currently forecast 47 changes to the S&amp;P/ASX family of indices in September and the short market cap computation period could lead to more change over the next two months.</li>
</ul>


S&amp;P DJI have proposed methodology changes to the S&amp;P/ASX family of indices to enhance representativeness and more quickly reflecting changing market conditions.
The main changes are lowering the minimum float threshold, shortening the market cap calculation period and the liquidity calculation period, and including buffers for additions and deletions.
We currently forecast 47 changes to the S&amp;P/ASX family of indices in September and the short market cap computation period could lead to more change over the next two months.


S&P/ASX Indices: Proposed Methodology Changes & The BIG September Rebalance

Financial News, Analysis and Data, FNArena

FNArena

Financial News, Analysis and Data

Online financial media company focused on Australian equities, with a global perspective

Equity Bottom-Up

<ul><li>European markets turned negative as sentiment following the US trade tariiff deal moved to 'not great' from 'better than expected'.</li><li> The Nasdaq edged to a new high, but enthusiasm across the board was weak.</li><li> ASX futures are suggesting a soft start as Australia and other countries remain in the US line of sight for blanket 15%-20% tariffs.</li></ul>

European markets turned negative as sentiment following the US trade tariiff deal moved to 'not great' from 'better than expected'. The Nasdaq edged to a new high, but enthusiasm across the board was weak. ASX futures are suggesting a soft start as Australia and other countries remain in the US line of sight for blanket 15%-20% tariffs.

Imdex Ltd - The Overnight Report: Tariff Reality Bites

<ul><li>A global perspective on what happened overnight</li></ul>

A global perspective on what happened overnight

Insignia Financial Ltd - The Overnight Report: New ASX Record Beckons

Australia

The Star Entertainment Group Limited owns and operates casinos and hotels. The Company offers services and amenities such as gaming facilities, nightclubs, bars, restaurants, exhibition centers. The Star Entertainment Group conducts business in Australia.

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Star Entertainment Group (SGR AU)

ASX Short Interest Weekly (Aug 8th): Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank

We analyzed ASX short interest report for the past week and highlight short interest changes in Wesfarmers, Infratil, Iluka Resources, Bigtincan,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Aug 1st): Ramelius Resources, Bluescope Steel, Boss Energy, Coles

We analyzed ASX short interest report for the past week and highlight short interest changes in Ramelius Resources, Bluescope Steel, Boss Energy,...

Ke Yan, CFA, FRM

S&P/ASX Indices: Proposed Methodology Changes & The BIG September Rebalance

The market consultation ends in 2 weeks, and the conclusions should be announced soon after that. A lot of the stocks have moved significantly over...

Brian Freitas

Imdex Ltd - The Overnight Report: Tariff Reality Bites

European markets turned negative as sentiment following the US trade tariiff deal moved to 'not great' from 'better than expected'. The Nasdaq...

FNArena

Insignia Financial Ltd - The Overnight Report: New ASX Record Beckons

A global perspective on what happened overnight

FNArena

Price Gauge

52-week Range

Market Cap (USDm)

P/E

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