Institutional long value (inventory) Short sale value (loans)
V
al
u
e
U
S
$b
i
ll
ion
s
Lon
g-
sho
r
t
ra
ti
o
S
ep-
16
Au
g-
16
J
u
l-
16
J
u
n-
16
Ma
y-
16
Ap
r-
16
Ma
r-
16
F
eb-
16
Ja
n-
16
De
c-
15
Nov-
15
O
c
t-
15
Se
p-
15
A
u
g-
15
J
u
l-
15
J
u
n-
15
Ma
y-
15
Ap
r-
15
Ma
r-
15
Fe
b-
15
J
a
n-
15
D
ec
-1
4
Nov
-1
4
O
ct
-1
4
Sep
-1
Long short ratio (Europe equities)
FIGURE 7: ASIA EQUITY LONG-SHORT RATIO (FEB 2014-FEB 2016)
Source: Markit
01 Sep 16 Change Change Week change 52 Week high 52 Week low
8. 69 -0.01 -0.17% +0.72% 11. 48 (21-Oct- 15) 8. 28 (17-Aug- 16)
FIGURE 8: TOP 10 MOST SHORTED BLOOMBERG PACIFIC INDEX SHARES (2 SEPTEMBER 2016)
Equity name Ticker Sector
of
shares out
on loan
Year-to-
date
change
Worleyparsons Ltd WOR Energy 17. 3 66%
Oci Co Ltd 010060 Materials 14. 4 51%
Metcash Ltd MTS Food & Staples Retailing 13. 3 -52%
Samsung Heavy Industries Co Ltd 010140 Capital Goods 13.2 94%
Cover-More Group Ltd CVO Insurance 13.1 244%
Hotel Shilla Co Ltd 008770 Retailing 12. 5 32%
Flight Centre Travel Group Ltd FLT Consumer Services 12. 4 -1%
Myer Holdings Ltd MYR Retailing 12. 4 -36%
Monadelphous Group Ltd MND Capital Goods 12. 3 -40%
Estia Health Ltd EHE Health Care Equipment & Services 12. 3 7615%
Source: Markit
n The TRADE data | Securities lending
