CSI500 Index Rebalance Preview: ETF Inflows Lead to Performance Skew
There should be 50 changes in Dec with a big sector skew. Turnover is ~10% and 31 stocks will have 1x ADV to trade. Huge ETF inflows have led to...
607 Views
Quiddity Leaderboard CSI 300/500 Dec 23: US$2.5bn One-Way Turnover; Some Changes to Expectations
The 13 CSI 300 Expected ADDs and DELs could see US$824mn index buying and US$534mn index selling. The 50 CSI 500 Expected ADDs and DELs could see...
578 Views
Quiddity Leaderboard CSI 300/500 Dec 23: Massive Baskets, US$2.5bn One-Way
Collectively, the CSI 300 and CSI 500 ADDs could see one-way flows of more than US$2.5bn. However, the flow patterns are complex and it is...
498 Views
CSI500 Index Rebalance Preview: Potential Adds Continuing to Outperform
We forecast 50 changes a side at the June rebal leading to a one-way turnover of 11.47% & in a one-way trade of CNY 10bn. The potential adds have...
633 Views
Softening Coal Prices and Improving Demand Will Drive a Better 2017 Outlook for Coal-Fired IPPs.
Despite improving power demand, China’s coal-fired independent power producers’, or IPPs’, fourth-quarter profits are set to be hit by surging coal...
8k Views