Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

MVIS Global Rare Earth/Strategic Metals Index Rebalance: Some Big Impact Changes

MVIS Vietnam Index Rebalance: Inclusions Gone Parabolic

Index Rebalance & ETF Flow Recap: SET50, MVIS, NASDAQ100, Hyundai Engg, OFAC CMIC List

WH Soul Pattinson (SOL AU): Low Premium to NTA and Upcoming Passive Inflow

ASX100/​200 Index Rebalance Preview: Potential December Changes With Large Impact

ASX100/200 Index Rebalance Preview: Permutations and Combinations as M&A Activity Booms

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

Event-Driven

<ul>
<li>At the December rebalance, there will be one change for the ASX100 while there will be five changes to the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>. All changes were expected.</li>
<li>Nearly all inclusions and exclusions have over 2 days of ADV to trade and that increases significantly on some stocks. The volatility on the inclusions has been extremely high.</li>
<li>There could be another change announced in the coming week depending on results of the <a href="https://www.smartkarma.com/entities/oil-search-ltd" target="_blank" data-smartkarma-citation="entities:773:1" rel="noopener">Oil Search Ltd (OSH AU)</a> Scheme Meeting for the merger with <a href="https://www.smartkarma.com/entities/santos-ltd" target="_blank" data-smartkarma-citation="entities:711:1" rel="noopener">Santos Ltd (STO AU)</a>.</li>
</ul>


At the December rebalance, there will be one change for the ASX100 while there will be five changes to the S&amp;P/ASX 200 (AS51 INDEX). All changes were expected.
Nearly all inclusions and exclusions have over 2 days of ADV to trade and that increases significantly on some stocks. The volatility on the inclusions has been extremely high.
There could be another change announced in the coming week depending on results of the Oil Search Ltd (OSH AU) Scheme Meeting for the merger with Santos Ltd (STO AU).


Washington H. Soul Pattinson and Co. Ltd (SOL AU)

Event Hospitality and Entertainment (EVT AU)

ASX100/​200 Dec21 Index Rebalance: Kangaroos Loose in the Top Paddock

Novonix

ASX100/200 Dec21 Index Rebalance: Kangaroos Loose in the Top Paddock

Novonix

ASX100/​200 Dec21 Index Rebalance: Kangaroos Loose in the Top Paddock

ASX100/200 Dec21 Index Rebalance: Kangaroos Loose in the Top Paddock