Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

Shorting Setup on Additions to KS200/KQ150 with KODEX Battery ETF Flow

KOSPI 200 Up/Down Weights: Official Results & Passive Impacts on T-1 Effective

KOSPI 200 Passive Flow Breakdown, Feat. NPS Size & Trade Window Pattern

KOSPI 200 Rebalancing: Recent Changes in the Race

Major Stock Swap Between Hyundai Motor Group and KT Corp

KOSPI 200 & KOSDAQ 150: Rule Clarifications & Rebalancing Predictions

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

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>We have seven constituents of KOSPI 200, which are subject to a float rate adjustment due to major shareholder stake sales and lockup release in the upcoming rebalancing in December</li>
<li>In terms of passive impact x ADTV, LG Energy Solution, KT Corp, and Shinhan Financial are expected to receive the most attention from flow traders.</li>
<li>The preemptive setups of flow traders will likely be more inclined toward these float rate changes since this December rebalance will have the lowest number of constituent changes ever.</li>
</ul>


We have seven constituents of KOSPI 200, which are subject to a float rate adjustment due to major shareholder stake sales and lockup release in the upcoming rebalancing in December
In terms of passive impact x ADTV, LG Energy Solution, KT Corp, and Shinhan Financial are expected to receive the most attention from flow traders.
The preemptive setups of flow traders will likely be more inclined toward these float rate changes since this December rebalance will have the lowest number of constituent changes ever.


KOSPI 200 Index Review: Names Subject to Float Rate Adjustment