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

Nikkei 225 Dividend Futures: Buy The Selloff

HSCEI Dividend Futures - Fear Is In The Air

Nikkei225 Dividend Futures: The Easy Gains Have Been Made

HSCEI - Implications of Proposed Changes: WVR, Secondary Listings, Red/P-Chip Selection Criteria

HSCEI Dividend Futures - Sell The 20/21 Spread

HSCEI Dividends - Index Review Could Lower Fair Value

Event-Driven

Hang Seng China Enterprises Index / Event-Driven

Hang Seng China Enterprises Index (HSCEI INDEX)

As the <a href="https://www.smartkarma.com/entities/hang-seng-china-enterprises-index" target="_blank" rel="noopener" data-smartkarma-citation="entities:22900:1">Hang Seng China Enterprises Index (HSCEI INDEX)</a> continues to drop, the dividend futures expiring in 2020 and 2021 get dragged down along with it. Open interest on both contracts has dropped amid volumes that are higher than average.In this Insight, we look at where the dividend futures are trading relative our estimated fair value and recommend trades to take advantage of the opportunities presented by technical factors.For more background, see our earlier Insight <a href="https://www.smartkarma.com/insights/hscei-dividend-futures-sell-the-20-21-spread" target="_blank" rel="noopener" data-smartkarma-citation="insights:37373">HSCEI Dividend Futures - Sell The 20/21 Spread</a>

As the Hang Seng China Enterprises Index (HSCEI INDEX) continues to drop, the dividend futures expiring in 2020 and 2021 get dragged down along with it. Open interest on both contracts has dropped amid volumes that are higher than average.In this Insight, we look at where the dividend futures are trading relative our estimated fair value and recommend trades to take advantage of the opportunities presented by technical factors.For more background, see our earlier Insight HSCEI Dividend Futures - Sell The 20/21 Spread 

HSCEI Dividend Futures - 2020 Oversold, 20/21 Spread Closer to Fair Value