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

KRX K-New Deal Rebalancing Announcement: Updated Weight Adjustments & Passive Flows

Combined Rebalancing Flow Estimations of Three Indexes in Korea on March 10

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KOSPI 200 Rebalancing Screening: Prediction Likelihood, Special Issues, & Passive Impacts

LG Energy KOSPI 200 Fast Entry: Passive Impact on March 10

KODEX Playing a Risky Game on LG Energy/LG Chem Rebalancing & Any Trading Opportunity from It?

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Clepsydra Capital

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

Event-Driven

<ul>
<li>The local street hears KRX has bumped it up to 14.68%. With the 1% rounding applied, it becomes 15%.</li>
<li>It is extremely rare for a Fast Entry to come in with a float market cap of +₩10T. So, we will see significant weight adjustments for the other constituents.</li>
<li>As we move towards the implementation date, we can consider basket-shorting those high-impact names for LG Energy's long hedge.</li>
</ul>


The local street hears KRX has bumped it up to 14.68%. With the 1% rounding applied, it becomes 15%.
It is extremely rare for a Fast Entry to come in with a float market cap of +₩10T. So, we will see significant weight adjustments for the other constituents.
As we move towards the implementation date, we can consider basket-shorting those high-impact names for LG Energy's long hedge.


Samsung Fire & Marine Insurance (000810 KS)

LG Energy's KOSPI 200 Float Is 15%: Weight Adjustment Trading for Other Constituents

LG Energy Solution

LG Energy's KOSPI 200 Float Is 15%: Weight Adjustment Trading for Other Constituents