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

KOSDAQ150 Index Rebalance Preview: Here Comes the Pullback

KOSDAQ150 Index Rebalance: Green Cross Merger & EuBiologics Addition

KOSDAQ150 Index Rebalance Preview: 15 Potential Changes and Large Turnover

KOSDAQ150 Index Rebalance: MCNEX Transfers to KOSPI; PSK (319660) Included

KOSDAQ150 Index Rebalance Preview: Lots of Changes Early in the Review Period

KOSDAQ150 Index Rebalance: Modetour to Replace GS Home Shopping; GS Retail Weight Increase in KOSPI2

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

Event-Driven

Post market close on 3 August, the KRX announced that <a href="https://www.smartkarma.com/entities/skckolonpi-inc" target="_blank" data-smartkarma-citation="entities:9196:1" rel="noopener">Skckolonpi Inc (178920 KS)</a> would be deleted from the <a href="https://www.smartkarma.com/entities/kosdaq-150-index" target="_blank" data-smartkarma-citation="entities:31077:1" rel="noopener">KOSDAQ 150 Index (KOSDQ150 INDEX)</a> following the move of the stock from the KOSDAQ market to the KOSPI market.<a href="https://www.smartkarma.com/entities/kpm-tech-co-ltd" target="_blank" data-smartkarma-citation="entities:15948:1" rel="noopener">Kpm Tech Co Ltd (042040 KS)</a> will be added to the index as a replacement to take the number of constituents back to 150.The changes will be effective after the close of trading on Friday, 6 August.The change will make <a href="https://www.smartkarma.com/entities/skckolonpi-inc" target="_blank" data-smartkarma-citation="entities:9196:1" rel="noopener">Skckolonpi Inc (178920 KS)</a> ineligible for short selling while <a href="https://www.smartkarma.com/entities/kpm-tech-co-ltd" target="_blank" data-smartkarma-citation="entities:15948:1" rel="noopener">Kpm Tech Co Ltd (042040 KS)</a> will become eligible for short selling.<a href="https://www.smartkarma.com/entities/skckolonpi-inc" target="_blank" data-smartkarma-citation="entities:9196:1" rel="noopener">Skckolonpi Inc (178920 KS)</a> belongs to the Materials sector and will be a very close add to the <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200-index" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">Korea Stock Exchange Kospi 200 Index (KOSPI2 INDEX)</a> at the December rebalance.Passive funds will need to sell 2.45 days of ADV on <a href="https://www.smartkarma.com/entities/skckolonpi-inc" target="_blank" data-smartkarma-citation="entities:9196:1" rel="noopener">Skckolonpi Inc (178920 KS)</a> and buy 1 day of ADV on <a href="https://www.smartkarma.com/entities/kpm-tech-co-ltd" target="_blank" data-smartkarma-citation="entities:15948:1" rel="noopener">Kpm Tech Co Ltd (042040 KS)</a>. There are only 3 days to the implementation of the changes.

Post market close on 3 August, the KRX announced that Skckolonpi Inc (178920 KS) would be deleted from the KOSDAQ 150 Index (KOSDQ150 INDEX) following the move of the stock from the KOSDAQ market to the KOSPI market.Kpm Tech Co Ltd (042040 KS) will be added to the index as a replacement to take the number of constituents back to 150.The changes will be effective after the close of trading on Friday, 6 August.The change will make Skckolonpi Inc (178920 KS) ineligible for short selling while Kpm Tech Co Ltd (042040 KS) will become eligible for short selling.Skckolonpi Inc (178920 KS) belongs to the Materials sector and will be a very close add to the Korea Stock Exchange Kospi 200 Index (KOSPI2 INDEX) at the December rebalance.Passive funds will need to sell 2.45 days of ADV on Skckolonpi Inc (178920 KS) and buy 1 day of ADV on Kpm Tech Co Ltd (042040 KS). There are only 3 days to the implementation of the changes.

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

KOSDAQ150 Index Rebalance: PIAM Transfer to KOSPI; Is Replaced by KPM Tech

KPM Tech Co Ltd

KOSDAQ150 Index Rebalance: PIAM Transfer to KOSPI; Is Replaced by KPM Tech