CSI 500 Index Rebalance: 50 Changes a Side Leads to 12%+ One-Way Turnover

578 Views27 Nov 2022 16:26
There are 50 adds/deletes for the index in Dec. One-way turnover is 12.6% leading to a one-way trade of CNY 9bn. There are 16 overlaps between the CSI300/CSI500 Index and a big sector skew in changes.
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