Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

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

Index Rebalance

<ul>
<li>There is 1 add/delete for the MarketVector Global Uranium and Nuclear Energy Infrastructure Index while there are no constituent changes for the MVIS Global Uranium &amp; Nuclear Energy Index.</li>
<li>
<a href="https://www.smartkarma.com/entities/encore-energy-corp" target="_blank" data-smartkarma-citation="entities:39218:1" rel="noopener">Encore Energy (EU US)</a> will replace <a href="https://www.smartkarma.com/entities/boss-energy" target="_blank" data-smartkarma-citation="entities:4823:1" rel="noopener">Boss Energy (BOE AU)</a> in the MarketVector Global Uranium and Nuclear Energy Infrastructure Index. </li>
<li>The round-trip trade across both indices is US$445m with capping changes resulting in much bigger flow for the MVIS Global Uranium &amp; Nuclear Energy Index.</li>
</ul>


There is 1 add/delete for the MarketVector Global Uranium and Nuclear Energy Infrastructure Index while there are no constituent changes for the MVIS Global Uranium &amp; Nuclear Energy Index.

Encore Energy (EU US) will replace Boss Energy (BOE AU) in the MarketVector Global Uranium and Nuclear Energy Infrastructure Index. 
The round-trip trade across both indices is US$445m with capping changes resulting in much bigger flow for the MVIS Global Uranium &amp; Nuclear Energy Index.


MV Global Uranium & Nuclear Energy/Infra Index Rebalance: Changes Lead to US$445m Trade

Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Jun 20th (reported today). The aggregated short interest was USD25.9bn.</li>
<li>We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Sigma Pharmaceuticals, Brambles, Cochlear, Yancoal Australia, Evolution Mining, BHP, National Australia Bank, Westpac.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Jun 20th (reported today). The aggregated short interest was USD25.9bn.
We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Sigma Pharmaceuticals, Brambles, Cochlear, Yancoal Australia, Evolution Mining, BHP, National Australia Bank, Westpac.


ASX Short Interest Weekly (Jun 20th): Sigma Pharmaceuticals, Brambles, Cochlear, Yancoal Australia

Pan-Asia Catalysts/Events, Quiddity Advisors

Travis Lundy

Pan-Asia Catalysts/Events

Quiddity Advisors

<ul>
<li>The MV Global Uranium &amp; Nuclear Energy index represents the performance of the biggest and the most liquid companies in the Uranium and Nuclear industries.</li>
<li>
<a href="https://www.smartkarma.com/entities/cgn-mining-co-ltd" target="_blank" data-smartkarma-citation="entities:6426:1" rel="noopener">Cgn Mining (1164 HK)</a> will be an ADD and <a href="https://www.smartkarma.com/entities/endesa-sa" target="_blank" data-smartkarma-citation="entities:21264:1" rel="noopener">Endesa SA (ELE SM)</a> will be a DELETE in June 2025.</li>
<li>There are also some big capping flows so we expect a one-way flow of US$227mn for June 2025, which translates to a turnover of 15.7%.</li>
</ul>


The MV Global Uranium &amp; Nuclear Energy index represents the performance of the biggest and the most liquid companies in the Uranium and Nuclear industries.

Cgn Mining (1164 HK) will be an ADD and Endesa SA (ELE SM) will be a DELETE in June 2025.
There are also some big capping flows so we expect a one-way flow of US$227mn for June 2025, which translates to a turnover of 15.7%.


[Quiddity Index] MV Global Uranium & Nuclear Energy Jun25 Rebalance Results: Flow Expectations

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of May 23rd (reported today). The aggregated short interest was USD26.7bn.</li>
<li>We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in National Australia Bank, Goodman, ANZ, Asx.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of May 23rd (reported today). The aggregated short interest was USD26.7bn.
We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in National Australia Bank, Goodman, ANZ, Asx.


ASX Short Interest Weekly (May 23rd): National Australia Bank, Goodman, ANZ, Asx

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of May 16th (reported today). The aggregated short interest was USD26.3bn.</li>
<li>We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in BHP, Asx, Westpac, Northern Star Resources, Sigma Pharmaceuticals, Santos.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of May 16th (reported today). The aggregated short interest was USD26.3bn.
We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in BHP, Asx, Westpac, Northern Star Resources, Sigma Pharmaceuticals, Santos.


ASX Short Interest Weekly (May 16th): BHP, Asx, Westpac, Northern Star Resources

Australia

Deep Yellow Limited is an advanced stage uranium exploration company progressing its core Namibian projects.

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Deep Yellow Ltd (DYL AU)

MV Global Uranium & Nuclear Energy/Infra Index Rebalance: Changes Lead to US$445m Trade

Encore Energy replaces Boss Energy in the NUCL ETF. The round-trip trade across both indices is US$445m. Few stocks with over 0.5x ADV to trade...

Brian Freitas

ASX Short Interest Weekly (Jun 20th): Sigma Pharmaceuticals, Brambles, Cochlear, Yancoal Australia

We analyzed ASX short interest report for the past week and highlight short interest changes in Sigma Pharmaceuticals (SIG AU), Brambles (BXB AU),...

Ke Yan, CFA, FRM

[Quiddity Index] MV Global Uranium & Nuclear Energy Jun25 Rebalance Results: Flow Expectations

One ADD, one DELETE, but some big capping flows this time so one-way flow is 15+%. That's a lot. Some flows are decent ADV count.

Travis Lundy

ASX Short Interest Weekly (May 23rd): National Australia Bank, Goodman, ANZ, Asx

We analyzed ASX short interest report for the past week and highlight short interest changes in National Australia Bank, Goodman, ANZ, Asx.

Ke Yan, CFA, FRM

ASX Short Interest Weekly (May 16th): BHP, Asx, Westpac, Northern Star Resources

We analyzed ASX short interest report for the past week and highlight short interest changes in BHP, Asx, Westpac, Northern Star Resources, Sigma...

Ke Yan, CFA, FRM

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