Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Jul 18th): Lasertec and more

In today’s briefing:

  • JPX Margin Trading Weekly (Jul 18th): Lasertec, Fujikura, Advantest, Sanrio, Ihi, Fast Retailing
  • ASX Short Interest Weekly (Jul 18th): JB Hi-Fi, James Hardie Industries, Amcor, Iluka Resources


JPX Margin Trading Weekly (Jul 18th): Lasertec, Fujikura, Advantest, Sanrio, Ihi, Fast Retailing

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Jul 18th. The aggregated net margin trading position is USD17,250m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in Lasertec, Fujikura, Advantest, Sanrio, Ihi, Fast Retailing, Softbank, Seven & I, Mitsubishi Ufj Financial, Mitsubishi Heavy Industries.

ASX Short Interest Weekly (Jul 18th): JB Hi-Fi, James Hardie Industries, Amcor, Iluka Resources

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jul 18th (reported today). The aggregated short interest was USD25.3bn.
  • We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
  • We highlight short interest changes in JB Hi-Fi, James Hardie Industries, Amcor, Iluka Resources, National Australia Bank.

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