CSI300 Index Rebalance Preview: Round-Trip Trade Tops US$6bn as ETF Creations Soar
There could be 17 changes in Dec resulting in a round-trip trade of over US$6bn. 22 stocks have over 3x ADV to trade. The potential adds have...
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ChiNext/ChiNext50 Index Rebalance Preview: 22 Changes & US$700m Trade
There could be 8 changes for the Chinext and 5 changes for the Chinext50. There are 4 overlapping stocks and there are stocks with over 1x ADV to...
482 Views
China ETF Inflows & Implications: YTD Inflows Near US$100bn
Nearly US$100bn has flowed into mainland China ETFs year to date. Over 70% of that has gone into ETFs tracking the CSI300 index and 18% going into...
655 Views
China: Passive Selling Expected Later This Month
We currently estimate passive selling of around US$1.39bn across 74 stocks listed in China and HK. The potential deletes have underperformed...
482 Views
STAR50 Index Rebalance Preview: Positioning Indicates Further Gains for a Long/Short Trade
There could be 2 changes in September. A long adds/short deletes trade has been flat over the last 3 months. Recent changes in cumulative excess...
505 Views