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

HSCEI Dividends - China Banks Asked to 'Sacrifice' Profits, One Does Quickly

HSCEI Consultation on WVRs & Secondary Listings - All Proposals Get the Green Light

HSCEI Dividend Futures - Fear Is In The Air

HSCEI Dividend Futures - Sell The 20/21 Spread

HSCEI Rebalance June 2020 - Rotation Out of H-Shares Continues

Event-Driven

Hang Seng China Enterprises Index / Event-Driven

Hang Seng China Enterprises Index (HSCEI INDEX)

Following HSIL's announcement of the eligibility of WVR securities and secondary listings for inclusion in 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>, along with the removal of the additional eligibility criteria on Red chips and P chips, we see a LOT of changes to the index constituents in the next couple of reviews.While the maximum number of inclusions and exclusions is capped at 3 in the September review, we see another 5 changes in the December review with another few stocks very close to making the cut for inclusion.A big impact of these changes will be seen in the market for dividend futures where the contracts expiring in 2021 and beyond will be the most affected.

Following HSIL's announcement of the eligibility of WVR securities and secondary listings for inclusion in the Hang Seng China Enterprises Index (HSCEI INDEX), along with the removal of the additional eligibility criteria on Red chips and P chips, we see a LOT of changes to the index constituents in the next couple of reviews.While the maximum number of inclusions and exclusions is capped at 3 in the September review, we see another 5 changes in the December review with another few stocks very close to making the cut for inclusion.A big impact of these changes will be seen in the market for dividend futures where the contracts expiring in 2021 and beyond will be the most affected.

Hang Seng China Enterprises Index

HSCEI Dividends - Pricing Is Bullish