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

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

Index Rebalance & ETF Flow Recap: KOSPI2, KQ150, R3000, STAR50, ASX200, KBANK, Alibaba, Exec Order

Index Rebalance & ETF Flow Recap: FTSE GEIS, SET50, BBIG, Krafton, MRDIY

ASX200 Index Rebalance: VOCUS Deletion, WOW Spinoff

ASX200 Index Rebalance: Redbubble to Replace Coca Cola Amatil; More Changes in June

ASX200 Index Rebalance Preview: Gold Miners Shining

Event-Driven

Post market close today, S&amp;P Dow Jones Indices announced the list of changes to the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> as part of the June index review that will be effective after the close of trading on 18 June.There are 3 sets of the changes to the index at the June review.The inclusions are <a href="https://www.smartkarma.com/entities/chalice-gold-mines-ltd" target="_blank" data-smartkarma-citation="entities:20193:1" rel="noopener">Chalice Gold Mines (CHN AU)</a>, <a href="https://www.smartkarma.com/entities/orocobre-ltd" target="_blank" data-smartkarma-citation="entities:3572:1" rel="noopener">Orocobre Ltd (ORE AU)</a> and <a href="https://www.smartkarma.com/entities/uniti-group-ltd" target="_blank" data-smartkarma-citation="entities:29042:1" rel="noopener">Uniti Group Ltd (UWL AU)</a>. The deletions are <a href="https://www.smartkarma.com/entities/austal-ltd" target="_blank" data-smartkarma-citation="entities:14420:1" rel="noopener">Austal Ltd (ASB AU)</a>, <a href="https://www.smartkarma.com/entities/perenti-global-ltd" target="_blank" data-smartkarma-citation="entities:20505:1" rel="noopener">Perenti Global (PRN AU)</a> and <a href="https://www.smartkarma.com/entities/resolute-mining-ltd" target="_blank" data-smartkarma-citation="entities:1960:1" rel="noopener">Resolute Mining (RSG AU)</a>. There are only 5 trading days to implementation of the changes and quite a lot to trade for passive funds. There are no real surprises and there will be pre-positioning in some of the names.Short interest has been dropping on the inclusions and rising on the deletions, another sign of pre-positioning prior to the announcement of the changes. We estimate more than half the passive flow has already been positioned for.

Post market close today, S&amp;P Dow Jones Indices announced the list of changes to the S&amp;P/ASX 200 (AS51 INDEX) as part of the June index review that will be effective after the close of trading on 18 June.There are 3 sets of the changes to the index at the June review.The inclusions are Chalice Gold Mines (CHN AU), Orocobre Ltd (ORE AU) and Uniti Group Ltd (UWL AU). The deletions are Austal Ltd (ASB AU), Perenti Global (PRN AU) and Resolute Mining (RSG AU). There are only 5 trading days to implementation of the changes and quite a lot to trade for passive funds. There are no real surprises and there will be pre-positioning in some of the names.Short interest has been dropping on the inclusions and rising on the deletions, another sign of pre-positioning prior to the announcement of the changes. We estimate more than half the passive flow has already been positioned for.

ASX200 Index Rebalance: A Lot of Pre-Positions Built Up

Allkem Ltd

ASX200 Index Rebalance: A Lot of Pre-Positions Built Up