CSI300 Index Rebalance Preview: Potential Changes as Review Period Nearly Complete

457 Views25 Apr 2023 08:20
There could be 13 changes to the CSI300 in June. We estimate a one-way turnover of 1.94% at the June rebalance leading to a one-way trade of CNY 5.05bn. The gap between the adds/deletes could narrow.
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Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
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