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

SSE50 Index Rebalance: 5 Changes and Same Way Index Flow

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Index Rebalance

Contemporary Amperex Technology (CATL) / Index Rebalance

Contemporary Amperex Technology (CATL) (300750 CH)

<ul>
<li>There are 28 changes for the <a href="https://www.smartkarma.com/entities/shanghai-shenzhen-csi-300-index" target="_blank" data-smartkarma-citation="entities:22906:1" rel="noopener">Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX)</a> at the upcoming rebalance that will be implemented at the close of trading on 10 December.</li>
<li>The inclusion of ChiNext stocks with 1 year of listing history (down from 3 years) and the inclusion of other large stocks results in a one-way turnover greater than 10%.</li>
<li>There are 10 trading days to implementation and we expect the inclusions to outperform the market. A long inclusion basket can be hedged with CSI300 index futures.</li>
</ul>


There are 28 changes for the Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX) at the upcoming rebalance that will be implemented at the close of trading on 10 December.
The inclusion of ChiNext stocks with 1 year of listing history (down from 3 years) and the inclusion of other large stocks results in a one-way turnover greater than 10%.
There are 10 trading days to implementation and we expect the inclusions to outperform the market. A long inclusion basket can be hedged with CSI300 index futures.


Shanghai Electric Group Company (601727 CH)

Wus Printed Circuit (Kunshan) Co,Ltd. (002463 CH)

Beijing Shunxin Agriculture A (000860 CH)

China Shipbuilding Industry Group Power (600482 CH)

Beijing Shiji Information Technology Co., Ltd. (002153 CH)

Beijing Shiji Information Technology Co., Ltd.

Jiangsu Zhongtian Technologies Co, Ltd. (600522 CH)

Zhejiang Jingsheng Mechanical & Electr (300316 CH)

Jiangsu Eastern Shenghong Co., Ltd. (000301 CH)

Zhejiang Huahai Pharmaceutical Co, Ltd. (600521 CH)

Guangzhou Tinci Materials Technlgy (002709 CH)

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Chengdu Kanghong Pharmaceutical Group-A (002773 CH)

Guangdong Kinlong Hardware Pro (002791 CH)

Shenzhen Mindray Bio-Medical Electronics (300760 CH)

China Three Gorges Renewables (600905 CH)

Shanghai Bairun Investment Hol (002568 CH)

Chongqing Rural Commercial Ban (601077 CH)

Semiconductor Manufacturing International Corporation (SMIC) (688981 CH)

Semiconductor Manufacturing International Corporation (SMIC)

Imeik Technology Development C (300896 CH)

Yihai Kerry Arawana Holdings C (300999 CH)

CSI300 Index Rebalance: Methodology Tweak Results in More Changes & Larger Turnover