Mitsui O.S.K. Lines

MSCI Feb 2022 Index Rebalance Preview: Potential Changes as Review Period Starts

Event-Driven
810 Views, 16 Jan 2022 12:03
EXECUTIVE SUMMARY
  • With a day to go to the start of the review period, we see 14 inclusions and 6 deletions for Asia. Most of the adds are in China and Korea.
  • There are quite a few adds that will require passive trackers to buy more than 5 days of ADV. Some of the stocks have rallied strongly year to date.
  • We expect large buying on SK Square (402340 KS), JD Health (6618 HK) and Sea Ltd (SE US) at the February QIR due to an increase in the FIF.
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Brian Freitas
Pan-Asia Index Rebalances/Events/Delta One
Periscope Analytics
IndiaEquitiesEvent-DrivenQuantitative Analysis

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

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