Abstract: We analyzed short interest on the Stock Exchange of Thailand as of Jun 12th, covering stocks with market capitalization above USD100 million and short interest above USD5 million, finding aggregate short interest of USD3,150 million. Aggregate short interest rose 1.0% week-on-week, while the SET50 index declined 0.5%, indicating bearish positioning increased against a falling market. The largest short positions by value were led by Delta Electronics (USD459 million), Airports of Thailand (USD263 million), and Advanced Info Service (USD166 million). The biggest weekly increases in short value were Delta Electronics (+USD32 million, +7.5%), Advanced Info Service (+USD12 million, +7.7%), and Bangkok Bank (+USD9 million, +10.4%), while Indorama Ventures (+USD4 million, +18.6%) and Muangthai Capital (+USD2 million, +6.5%) showed the sharpest z-score increases. The largest weekly decreases were in SCB X (-USD9 million, -6.1%) and Gulf Energy Development (-USD8 million, -11.1%).
Bangkok Bank, Central Pattana, Gulf Energy Development, Indorama Ventures, Muangthai Capital
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