Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Dec 23rd): Short Covering for Banks and more

In today’s briefing:

  • ASX Short Interest Weekly (Dec 23rd): Short Covering for Banks

ASX Short Interest Weekly (Dec 23rd): Short Covering for Banks

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Dec 23rd (reported today) which has an aggregated short interest worth USD14.1bn.
  • We tabulate league table 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 CBA, Pilbara Minerals, Fortescue Metals, ANZ, NAB.

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