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

Ping An (2318 HK): Better H1 Results On Lower Tax And Higher Gains; But Concern Over Future Growth

Ping An Insurance (2318 HK): A Better Business Today, But Are Investors Being Paid For The Risks

Event-Driven

<p>The A/H premium on <a href="https://www.smartkarma.com/entities/ping-an-insurance-group-co-of-china" target="_blank" rel="noopener" data-smartkarma-citation="entities:24682:1">Ping An Insurance Group Co Of China (601318 CH)</a> / <a href="https://www.smartkarma.com/entities/ping-an-insurance-grp-co-of-china-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:12880:1">Ping An Insurance (H) (2318 HK)</a> has shown cyclical behaviour going back to 2015 with a high around 15% and a low around -8%.</p><p>In this Insight, we look at the historical pattern of the A/H premium, compare it to the A/H premium index and to the A/H premium on a few other large caps, correlate movement in the short interest on Ping An H-shares with the A/H premium, and identify reasons for the latest jump in the premium and catalysts that could cause the A/H premium to drop back to historical averages.</p>

The A/H premium on Ping An Insurance Group Co Of China (601318 CH) / Ping An Insurance (H) (2318 HK) has shown cyclical behaviour going back to 2015 with a high around 15% and a low around -8%.In this Insight, we look at the historical pattern of the A/H premium, compare it to the A/H premium index and to the A/H premium on a few other large caps, correlate movement in the short interest on Ping An H-shares with the A/H premium, and identify reasons for the latest jump in the premium and catalysts that could cause the A/H premium to drop back to historical averages.

Ping An Insurance (H)

Ping An A/H Premium - Near the Highs