Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Oct 17th): IHI and more

In today’s briefing:

  • JPX Margin Trading Weekly (Oct 17th): IHI, Kobe Bussan, Advantest, Disco
  • KRX Short Interest Weekly (Oct 17th): KorZinc, Samsung Electronics, ECOPRO, SK Hynix, ECOPROBM


JPX Margin Trading Weekly (Oct 17th): IHI, Kobe Bussan, Advantest, Disco

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Oct 17th. The aggregated net margin trading position is USD18,404m.
  • 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 IHI, Kobe Bussan, Advantest, Disco, Mitsubishi Heavy Industries, SoftBank, Fujikura, Mitsubishi UFJ Financial, Recruit, Furukawa Electric, Ihi, Kobe Bussan, Advantest, Disco.

KRX Short Interest Weekly (Oct 17th): KorZinc, Samsung Electronics, ECOPRO, SK Hynix, ECOPROBM

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Oct 17th. The aggregated short interest was USD11.9bn.
  • 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 KorZinc, Samsung Electronics, ECOPRO, SK Hynix, ECOPROBM.

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