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

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Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Event-Driven

<ul>
<li>It was a busy week with index rebalance implementations and announcements of index changes.</li>
<li>The coming week has the KOSPI200 and KOSDAQ150 rebalancing on Thursday and a bunch of onshore China indices rebalancing on Friday.</li>
<li>There were big inflows to China ETFs during the week while the largest inflows went to the <a href="https://www.smartkarma.com/entities/tracker-fund-of-hong-kong-ltd" target="_blank" data-smartkarma-citation="entities:29257:1" rel="noopener">Tracker Fund of Hong Kong Ltd (2800 HK)</a> ETF.</li>
</ul>


It was a busy week with index rebalance implementations and announcements of index changes.
The coming week has the KOSPI200 and KOSDAQ150 rebalancing on Thursday and a bunch of onshore China indices rebalancing on Friday.
There were big inflows to China ETFs during the week while the largest inflows went to the Tracker Fund of Hong Kong Ltd (2800 HK) ETF.


Shanghai Pharmaceuticals Holding (601607 CH)

Yunnan Chihong Zinc&Germanium Co, Ltd. (600497 CH)

Jinduicheng Molybdenum Co, Ltd. (601958 CH)

Shanxi Lu'An Environmental Energy Dev.Co (601699 CH)

Dongfang Electric Corporation (600875 CH)

Yangzhou Yangjie Electronic Technology (300373 CH)

Hunan Zhongke Electric Co,Ltd. (300035 CH)

Nippon Steel Trading Corporation (9810 JP)

Rising Nonferrous Metals Share (600259 CH)

Procter & Gamble Hygiene and Healthcare (PG IN)

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

AU Small Finance Bank Limited (AUBANK IN)

Shenzhen Yinghe Technology Co (300457 CH)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Pharmablock Sciences (Nanjing)-A (300725 CH)

Huabao Flavours & Fragrances C (300741 CH)

Wuhan Raycus Fiber Laser Techn (300747 CH)

Shanghai Jinjiang Internationa (600754 CH)

Konfoong Materials Internation (300666 CH)

Beijing Compass Technology Dev (300803 CH)

Shandong Dongyue Organosilicon (300821 CH)

Guangzhou Kingmed Diagnostics (603882 CH)

Stock Exchange of Thailand SET 50 Index (SET50 INDEX)

FSN E-Commerce Ventures (Nykaa) (NYKAA IN)

Jiangsu Haili Wind Power Equip (301155 CH)

CSI Smallcap 500 Index - Shang (SH000905 INDEX EQUITY)

NSE Nifty Next 50 Index (NIFTYJR INDEX EQUITY)

Index Rebalance & ETF Flow Recap: CSI300/500, Chinext, China Semi Chips, Nifty Next50, SET50, REMX

TVS Motor

Index Rebalance & ETF Flow Recap: CSI300/500, Chinext, China Semi Chips, Nifty Next50, SET50, REMX