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...
711 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...
585 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...
564 Views
CSI500 Index Rebalance Preview: 50 Changes; 11% Turnover; US$3.4bn Round-Trip Trade
We forecast 50 changes in December leading to one-way turnover of 11.3% and one-way trade of CNY12bn. There will be over 1x ADV to trade on 53...
461 Views
CSI300 Index Rebalance Preview: 18 Changes in Dec; Third Plenum; ETF Inflows; Short Sell Crackdown
There could be 18 changes in December. The adds have outperformed the deletes but near-term performance has been meh. There were ETF inflows last...
553 Views