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

Northbound Stock Connect Expansion: Potential Changes in 2023

SSE50 Index Rebalance: 5 Changes as Adds Give Up Recent Gains

SSE180/​​​SSE380 Index Rebalance: Changes & Potential MSCI/FTSE Inclusions & Exclusions

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

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Event-Driven

<ul>
<li>There are 18 changes for the SSE180 Index that will be implemented at the close of trading on 9 June.</li>
<li>The impact on the stocks is small but this is not a widely tracked index, so there could still be opportunities for some high risk/reward basket trades.</li>
<li>With Northbound Stock Connect eligibility no longer drawing on the SSE180 Index constituents, the index could lose relevance over time.</li>
</ul>


There are 18 changes for the SSE180 Index that will be implemented at the close of trading on 9 June.
The impact on the stocks is small but this is not a widely tracked index, so there could still be opportunities for some high risk/reward basket trades.
With Northbound Stock Connect eligibility no longer drawing on the SSE180 Index constituents, the index could lose relevance over time.


Shanghai Electric Power Company (600021 CH)

Shanxi Lu'An Environmental Energy Dev.Co (601699 CH)

Fangda Carbon New Material Co, Ltd. (600516 CH)

China Resources Dubl Crne Phrmctl (600062 CH)

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Zhejiang Jiuzhou Pharmaceutica (603456 CH)

Shanghai Jinjiang Internationa (600754 CH)

Guangzhou Baiyunshan Pharmaceu (600332 CH)

COSCO SHIPPING Energy Transpor (600026 CH)

Jiangsu Pacific Quartz Co Ltd (603688 CH)

Western Superconducting Techno (688122 CH)

China Resources Microelectroni (688396 CH)

SSE180 Index Rebalance: Small Impact but Not Widely Tracked

CRRC Corp Ltd A

SSE180 Index Rebalance: Small Impact but Not Widely Tracked