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

HK - Big Shorts in Financials and Consumer Discretionary Names; A Look at Airline Stocks

HK - Consumer Discretionary Stocks Lead Shorts

Quantitative Analysis

<div><p>We take a look at the latest SFC data released today evening on short position reporting in Hong Kong for the week ended 28 February 2020.</p></div><div><p>Total short notional in Hong Kong decreased from HKD 473.72bn to HKD 459.81bn over the week mainly driven by lower stock prices.</p></div><div><p>The largest short positions for the week were built in <a href="https://www.smartkarma.com/entities/hsbc-holdings-plc" target="_blank" rel="noopener" data-smartkarma-citation="entities:516:1">HSBC Holdings (5 HK)</a>, <a href="https://www.smartkarma.com/entities/alibaba-group" target="_blank" rel="noopener" data-smartkarma-citation="entities:28434:1">Alibaba Group (9988 HK)</a>, <a href="https://www.smartkarma.com/entities/xiaomi-corp" target="_blank" rel="noopener" data-smartkarma-citation="entities:24409:1">Xiaomi Corp (1810 HK)</a> and <a href="https://www.smartkarma.com/entities/wuxi-apptec" target="_blank" rel="noopener" data-smartkarma-citation="entities:23679:1">Wuxi Biologics (Cayman) Inc (2269 HK)</a> while shorts were covered in <a href="https://www.smartkarma.com/entities/ping-an-insurance-grp-co-of-china-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:12880:1">Ping An Insurance (H) (2318 HK)</a>, <a href="https://www.smartkarma.com/entities/galaxy-entertainment-group-limited" target="_blank" rel="noopener" data-smartkarma-citation="entities:806:1">Galaxy Entertainment Group (27 HK)</a>, <a href="https://www.smartkarma.com/entities/alibaba-hlth-infrmtn-tchnlgy-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:453:1">Alibaba Hlth Infrmtn Tchnlgy (241 HK)</a> and <a href="https://www.smartkarma.com/entities/clp-holdings-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:14433:1">CLP Holdings (2 HK)</a>.   </p></div><div><p>Shorts increased in Financials (US$359m), Information Technology (US$181m) and Industrials (US$85m) while shorts were covered in Materials (US$52m).</p></div>

We take a look at the latest SFC data released today evening on short position reporting in Hong Kong for the week ended 28 February 2020.Total short notional in Hong Kong decreased from HKD 473.72bn to HKD 459.81bn over the week mainly driven by lower stock prices.The largest short positions for the week were built in HSBC Holdings (5 HK), Alibaba Group (9988 HK), Xiaomi Corp (1810 HK) and Wuxi Biologics (Cayman) Inc (2269 HK) while shorts were covered in Ping An Insurance (H) (2318 HK), Galaxy Entertainment Group (27 HK), Alibaba Hlth Infrmtn Tchnlgy (241 HK) and CLP Holdings (2 HK).   Shorts increased in Financials (US$359m), Information Technology (US$181m) and Industrials (US$85m) while shorts were covered in Materials (US$52m).

Shorts on Hong Kong Banks Continue Rising

Hong Kong Financials

Shorts on Hong Kong Banks Continue Rising