CSI500 Index Rebalance Preview: Positioned for Outperformance
There could be 50 changes to the index in December. We estimate a one-way turnover of 13.67% at the December rebalance leading to a one-way trade...
501 Views
CSI300 Index Rebalance Preview: Outperformance Continues & Could Keep Going
Midway through the review period, we see 18 potential changes to the CSI300 Index at the December rebalance. The adds have outperformed the deletes...
713 Views
CSI300 Index Rebalance Preview: 30 Potential Changes as Sector Rotation Continues
We forecast 30 changes at the June rebalance for the CSI300 Index - most high probability. Industrials, IT and Materials sectors will have net...
860 Views
CSI300 Index Rebalance Preview (June): Maxing Out the 30 Changes
We estimate 30 changes at the June rebalance with a one-way turnover of 4.48% leading to a one-way trade of CNY 7.86bn. The potential adds have...
619 Views
Perfect Storm: Skyrocketing PET Spreads...What’s Happening and Who Benefits?
Polyethylene terephthalate (PET: bottle grade) spreads have skyrocketed since April, setting five consecutive weekly highs.We see three reasons for...
313 Views