Index Rebal/Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Index Rebal/Special Situations

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

<ul>
<li>The June 2026 index review results for China's CSI 300 and CSI 500 indices were announced after market close on Friday 29th May 2026.</li>
<li>There will be 19 ADDs/DELs for CSI 300 and 50 ADDs/DELs for CSI 500.</li>
<li>The CSI 300 and CSI 500 index rebal events could trigger US$4.7bn and US$4.4bn in one-way flows respectively.</li>
</ul>


The June 2026 index review results for China's CSI 300 and CSI 500 indices were announced after market close on Friday 29th May 2026.
There will be 19 ADDs/DELs for CSI 300 and 50 ADDs/DELs for CSI 500.
The CSI 300 and CSI 500 index rebal events could trigger US$4.7bn and US$4.4bn in one-way flows respectively.


Quiddity CSI 300/​​500 Jun26 Results: 86% Correctly Predicted; Large Flow Event Despite Drop in AUM

Shandong Hi Speed Co Ltd A / Index Rebalance

<ul>
<li>CSI 300 represents the 300 largest stocks by market cap and liquidity from the Shanghai and Shenzhen Exchanges. CSI 500 is the next 500 names.</li>
<li>In this insight, we have presented our final expectations for ADDs and DELs for the upcoming semiannual index rebal event in June 2026.</li>
<li>We expect 18 ADDs/DELs for the CSI 300 index and 50 ADDs/DELs for the CSI 500 index during this index review based on the latest available data. </li>
</ul>


CSI 300 represents the 300 largest stocks by market cap and liquidity from the Shanghai and Shenzhen Exchanges. CSI 500 is the next 500 names.
In this insight, we have presented our final expectations for ADDs and DELs for the upcoming semiannual index rebal event in June 2026.
We expect 18 ADDs/DELs for the CSI 300 index and 50 ADDs/DELs for the CSI 500 index during this index review based on the latest available data. 


Quiddity Leaderboard CSI 300/​​500 Jun26: Final Expectations; ~US$10bn Collective One-Way Flows

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

Shandong Himile Mechanical Science & Technology / Index Rebalance

Shandong Himile Mechanical Science & Technology (002595 CH)

Shandong Himile Mechanical Science & Technology

<ul>
<li>There could be 18 changes for the CSI A500 Index at the June rebalance. Turnover is estimated at 1.7% and the round-trip trade is around US$1bn.</li>
<li>The index was launched in September 2024, and the passive trackers have taken in a chunk of money since then. The flows to the stocks add to other index flows.</li>
<li>A long add/short deletes trade has been stable over the last few months. The forecast adds could outperform following announcement of the index changes on Friday.</li>
</ul>


There could be 18 changes for the CSI A500 Index at the June rebalance. Turnover is estimated at 1.7% and the round-trip trade is around US$1bn.
The index was launched in September 2024, and the passive trackers have taken in a chunk of money since then. The flows to the stocks add to other index flows.
A long add/short deletes trade has been stable over the last few months. The forecast adds could outperform following announcement of the index changes on Friday.


CSI A500 Index Rebalance Preview: Many Changes Expected; US$1bn Trade

China

Shandong Himile Mechanical Science & Technology Company Limited develops, produces and sells tire molds. The Company's products include tire molds, hydraulic curing press for giant tires, building drums, manufacturing equipment for tire molds and natural rubber equipment.

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Shandong Himile Mechanical Science & Technology (002595 CH)

Quiddity CSI 300/500 Jun26 Results: 86% Correctly Predicted; Large Flow Event Despite Drop in AUM

We correctly predicted 118 out of the 138 confirmed changes (86% success rate) using 136 predictions (87% accuracy). The Net inflow names could...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard CSI 300/500 Jun26: Final Expectations; ~US$10bn Collective One-Way Flows

The Net Inflow names are up +5.7% against the Net Outflow names since 8th May 2026. This is a continuation of the positive momentum observed in...

Janaghan Jeyakumar, CFA

CSI A500 Index Rebalance Preview: Many Changes Expected; US$1bn Trade

We identify 18 potential changes for the CSI A500 Index. The index was launched in Sep 24 and has taken in a lot of AUM very quickly. The flows to...

Brian Freitas

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52-week Range

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Quiddity CSI 300/​​500 Jun26 Results: 86% Correctly Predicted; Large Flow Event Despite Drop in AUM

We correctly predicted 118 out of the 138 confirmed changes (86% success rate) using 136 predictions (87% accuracy). The Net inflow names could...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard CSI 300/​​500 Jun26: Final Expectations; ~US$10bn Collective One-Way Flows

The Net Inflow names are up +5.7% against the Net Outflow names since 8th May 2026. This is a continuation of the positive momentum observed in...

Janaghan Jeyakumar, CFA

CSI A500 Index Rebalance Preview: Many Changes Expected; US$1bn Trade

We identify 18 potential changes for the CSI A500 Index. The index was launched in Sep 24 and has taken in a lot of AUM very quickly. The flows to...

Brian Freitas

Quiddity CSI 300/500 Jun26 Results: 86% Correctly Predicted; Large Flow Event Despite Drop in AUM

Quiddity Leaderboard CSI 300/500 Jun26: Final Expectations; ~US$10bn Collective One-Way Flows