We estimate one-way flows of US$2.3bn for the TDIV rebal. The top inflow and outflow names could have more than 20x ADV to trade.
What is covered in the Full Insight:
Introduction to December 2024 Index Changes
Confirmed Index Changes for T50 and T100
TDIV Index Changes and Flow Expectations
Trading Performance of Inflow/Outflow Baskets
Strategic Trade Recommendations
Boomeranged on Tue, 17 Dec 2024 04:54
The TDIV Inclusions/Exclusions will be equally-distributed over five trading days from 20th December 2024 to 26th December 2024. It is a good time to revisit this insight.