IHS Markit and Tokyo Stock Exchange combining data to create Japanese Securities Finance Data Set

IHS Markit Securities Finance and Tokyo Stock Exchange, Inc. are combining market data into a comprehensive short selling and stock loan dataset.

The combined dataset offers five years of historical data of 3,700 Japanese yen-denominated equities, such as inventory and lendable assets which amount to 100 trillion yen and on-loan assets exceeding 12 trillion yen, with daily breakdowns of trading volume and trading value data for all TSE-listed stocks.

Keisuke Arai, director, information services at TSE commented:

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.

Paul Wilson, managing director and global head of Securities Finance at IHS Markit said:

Paul Wilson, IHS Markit

Paul Wilson

Our collaboration with TSE creates the industry’s first dataset for analyzing short selling in tandem with securities finance flows, inventory and loan activity. 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.

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