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

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

Details of Restriction on Short Selling in the Korean Stock Market

Asia - Where to Layer Out of Shorts and into Longs into Late March Cycle Low

Korea - Technology Covering Offsets Shorts in Other Sectors

Korea - Short Covering on Samsung Names, Except Electronics

Korea - Shorts Increase on Samsung Common and Pref Shares

Quantitative Analysis

<p>With Indonesia's <a href="https://www.bloomberg.com/news/articles/2020-03-02/short-selling-banned-in-indonesia-stocks-on-brink-of-bear-market" target="_blank" rel="noopener">ban on short selling</a> that started on Monday, there is chatter in Korea about a temporary ban on short selling and following the Hong Kong model of having a designated list of stocks that can be short sold.</p><p>In this Insight, we look at market movements in Korea and foreign participation, current short sell rules in Korea, criteria used in Hong Kong to come up with the Designated List of Short Sell Stocks and identify stocks in Korea that would be short sell eligible based on the same set of criteria.</p>

With Indonesia's ban on short selling that started on Monday, there is chatter in Korea about a temporary ban on short selling and following the Hong Kong model of having a designated list of stocks that can be short sold.In this Insight, we look at market movements in Korea and foreign participation, current short sell rules in Korea, criteria used in Hong Kong to come up with the Designated List of Short Sell Stocks and identify stocks in Korea that would be short sell eligible based on the same set of criteria.

Lotte Tour Development Co, Ltd. (032350 KS)

Korea - Potential Short Sell Ban