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

KOSPI200 Rebalance Preview: The Final Cut

KOSPI200 Rebalance Preview - The Early Bird Gets the Worm

KOSPI200 Rebalance Preview - Changing Names in a Volatile Market

KOSPI200 and Samsung Capping - What's the Big Deal?

Event-Driven

The Korea Exchange (KRX) will announce the results of the June 2020 review of the KOSPI 200 in May. The constituent changes will be effective from 12 June 2020 and the rebalancing trades will need to be done at the closing auction on 11 June 2020.Following on from our previous Insight, <a href="https://www.smartkarma.com/insights/kospi200-rebalance-preview-changing-names-in-a-volatile-market" target="_blank" rel="noopener" data-smartkarma-citation="insights:37063">KOSPI200 Rebalance Preview - Changing Names in a Volatile Market</a>, we find two changes in our expected additions and deletions.We currently see 11 inclusions and exclusions in the KOSPI200 in the upcoming review and the high conviction inclusions continue to handily outperform the high conviction exclusions and the KOSPI200 index.

The Korea Exchange (KRX) will announce the results of the June 2020 review of the KOSPI 200 in May. The constituent changes will be effective from 12 June 2020 and the rebalancing trades will need to be done at the closing auction on 11 June 2020.Following on from our previous Insight, KOSPI200 Rebalance Preview - Changing Names in a Volatile Market, we find two changes in our expected additions and deletions.We currently see 11 inclusions and exclusions in the KOSPI200 in the upcoming review and the high conviction inclusions continue to handily outperform the high conviction exclusions and the KOSPI200 index.

Lotte Tour Development Co, Ltd. (032350 KS)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

KOSPI200 Rebalance Preview - In The Home Straight

HMM Co., Ltd.

KOSPI200 Rebalance Preview - In The Home Straight