:::Short sale Balance of Margin Trading and SBL
Note:- Starting on March 19, 2012, the new formula and the information disclosure rule shall apply to SBL
short sale balance.
- SBL short sale Balance =Balance (T-1)+Sell (T)-Return (T)+Adjustment (T).
- The number of shares in SBL short sale includes the number of shares in block trading.
- The amount of Adjustment (T) includes: mutual adjustments of securities trading among (standard
positions), (margin positions) and (securities borrowing positions) in TPEx and out-trade
adjustments.
- Available volumes for SBL short sale: Starting on February 24, 2023, the volume of intraday
securities borrowing orders may not exceed 30% of the average daily trading volume over the previous
30 trading days of the securities. For credit line limit allocation, available volumes for SBL short
sale are calculated according to the “total volume control” rule.
- Illustration (
- X - suspension of margin trading short sale,
- Y – ineligible for margin trading,
- V - suspension of SBL short sell owning to being ineligible for securities borrowing while
the securities borrowing balance become zero,
- % - credit line limit allocation,
- Z - suspension of SBL short sell owing to reaching the available volumes or newly TPEx
securities without available volumes
- ! - suspended trading securities
). - Starting on January 1, 2014, Securities firms and futures proprietary traders conducting the SBL
short sell owning to the hedging needs of specific business may exempt from the available volumes.
As a result, the SBL short sell volumes may exceed available volumes.
- Applying to the TWSE’s daily work schedule, the information will be updated at about 20:30 and
22:30.
- If there were Newly added Altered Trading Securities, you would find a “Query” shown above, please
click it to see the securities list. In addition, you can find the historical data on this link.If the abovementioned securities are eligible for
margin trading, they shall be suspended.