In today’s briefing:
- MVIS US Listed Semiconductor 25 Index Rebalance: TSMC Is the Big Sell
- EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Soft Landing
MVIS US Listed Semiconductor 25 Index Rebalance: TSMC Is the Big Sell
- There are no constituent changes for the VanEck Vectors Semiconductor (SMH US) in December but there are a lot of float and capping changes.
- Taiwan Semiconductor (TSMC) – ADR (TSM US) is the biggest sell while NVIDIA Corp (NVDA US) is the biggest buy.
- Estimated one-way turnover is 6.6% resulting in a one-way trade of US$682m. Couple of stocks have greater than 0.2x ADV to trade.
EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades-Soft Landing
- Weekly summary of vol changes and moves across Global Markets
- Analysing ATM volatility and skew changes over the last 5 days
- We suggest a few trades to take advantage of the implied vol surfaces
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