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IHS Markit and Tokyo Stock Exchange to Combine Data, Creating a Unique Japanese Securities Finance Data Set
07 September 2020
LONDON (7 September 2020) -
IHS Markit Securities Finance and Tokyo Stock Exchange, Inc.
(TSE) are combining mutually exclusive market data into a
comprehensive and invaluable short selling and stock loan
dataset.
The combined IHS Markit and TSE dataset provides five years of
historical data across 3,700 Japanese yen-denominated (JPY)
equities - including inventory and lendable assets totaling 100
trillion yen and on-loan assets exceeding 15 trillion yen - with
daily breakdowns of trading volume and trading value data(*) for
all TSE-listed stocks.
Mr. Keisuke Arai, director, information services at TSE
explained, "We are excited to be working with and developing market
data solutions with IHS Markit. We think the combination of our
exchange short data with IHS Markit's stock loan provides a unique
view of Japan's equity market for investors and encourages their
investment."
"Our collaboration with TSE creates the industry's first dataset
for analyzing short selling in tandem with securities finance
flows, inventory and loan activity," said Paul Wilson, managing
director and global head of Securities Finance at IHS Markit. "We
believe this dataset is an essential for anyone trading in Japan
and looking to increase their alternative data and fundamental
analysis factors. With more than 100 data fields, the analytics
toolset introduces the first holistic view on Japanese securities
finance, delivering a higher information ratio for both long and
short portfolio construction."
(*) The TSE dataset disseminates fragmented data extracted from
daily trading value and volumes (only regular auction trading
sessions on the TSE market) of TSE-listed issues based on flags for
margin transactions and short selling that are attached to orders
at the time of placement.
IHS Markit provides industry-leading data, software and technology platforms and managed services to tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation.
