I'm afraid that i don't have the "why" part of your question covered sankhara.
The "how" part however... you simply need to see a trading platform which shows broker codes after t+3. I spoke to my broker about this, and IRESS (which all/most broking firms use), will display the broker codes in the Course of Sales functionality for every day, or for a given date range.
My broker told me that during that period, ABN Amro Morgans bought 24 million odd shares and didn't sell a single one... so they were not buying and selling their own shares in an upwards churn of the SP... rather, they were buying and holding.
Why... i have nfi.
Will try and get a screen shot from my broker of this data tomorrow.
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