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

The CPSE ETF Arb - Bigger Size, Slimmer Margins

A Look at the CPSE ETF Ahead of a Potential Offering

NIFTY CPSE Index Review - HUGE Impact & Possibly an Upcoming FFO

Event-Driven

With the anchor book for the <a href="https://www.smartkarma.com/entities/cpse-etf" target="_blank" rel="noopener" data-smartkarma-citation="entities:28191:1">R* Shares CPSE ETF (CPSEBE IN)</a> Further Fund Offering (FFO) opening today, we take a (re)look at the margins on the trade. The January series futures and options (F&amp;O) expire today and this may provide an opportunity to enter the trade at better levels than earlier in the week.The price setting on the ETFs will be done at tomorrows VWAP (being the non-anchor subscription day) and there should be decent volume going through on the stocks and single stock futures.In this Insight, we take a look at the main details for this offering and at some of the inputs used in determining how to hedge the trade.Please see our earlier Insights, <a href="https://www.smartkarma.com/insights/a-look-at-the-cpse-etf-ahead-of-a-potential-offering" target="_blank" rel="noopener" data-smartkarma-citation="insights:35966">A Look at the CPSE ETF Ahead of a Potential Offering</a> and <a href="https://www.smartkarma.com/insights/the-cpse-etf-arb-bigger-size-slimmer-margins" target="_blank" rel="noopener" data-smartkarma-citation="insights:36023">The CPSE ETF Arb - Bigger Size, Slimmer Margins</a> for more information.

With the anchor book for the R* Shares CPSE ETF (CPSEBE IN) Further Fund Offering (FFO) opening today, we take a (re)look at the margins on the trade. The January series futures and options (F&amp;O) expire today and this may provide an opportunity to enter the trade at better levels than earlier in the week.The price setting on the ETFs will be done at tomorrows VWAP (being the non-anchor subscription day) and there should be decent volume going through on the stocks and single stock futures.In this Insight, we take a look at the main details for this offering and at some of the inputs used in determining how to hedge the trade.Please see our earlier Insights, A Look at the CPSE ETF Ahead of a Potential Offering and The CPSE ETF Arb - Bigger Size, Slimmer Margins for more information.

Power Grid Corporation Of India (PWGR IN)

CPSE ETF Further Fund Offering - Last Look