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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Event-Driven

<p>The Nifty 50 is the flagship index of the National Stock Exchange of India (NSE). The index has 50 stocks and is a free float weighted market cap index. The index is reconstituted semi-annually with review cut off dates as of end January and end July and effective dates towards the end of March and September.</p><p>In the current review, we do not see any upcoming changes. However, a recent change in the eligibility criteria has created some confusion with a few brokerages expecting <a href="https://www.smartkarma.com/entities/nestle-india-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:13101:1">Nestle India (NEST IN)</a> to be included in the Nifty 50. We do not believe this is likely given the methodology for the Nifty 50 index but would not rule it out entirely as index providers do not always follow their own rules.</p>

The Nifty 50 is the flagship index of the National Stock Exchange of India (NSE). The index has 50 stocks and is a free float weighted market cap index. The index is reconstituted semi-annually with review cut off dates as of end January and end July and effective dates towards the end of March and September.In the current review, we do not see any upcoming changes. However, a recent change in the eligibility criteria has created some confusion with a few brokerages expecting Nestle India (NEST IN) to be included in the Nifty 50. We do not believe this is likely given the methodology for the Nifty 50 index but would not rule it out entirely as index providers do not always follow their own rules.

Nifty50 Rebalance Preview - Rule Change Causes Confusion