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

MV Global Rare Earth/​​​​​Strategic Metals Index Rebalance: Multiple Flows for the Adds

MV Global Junior Gold Miners (GDXJ) Index Rebalance: 44 Adds; 1 Delete; US$3.2bn Trade

Australia: A$5bn+ to Trade at the Close Today Across Local & Global Indices

S&P/​​​​​​​​​ASX Index Rebalance Preview (Dec 25): Changes Across Indices as Positioning Picks Up

Australia: Shorts Surging in SHL, SGP, CAR, COH, ASX, WTC, XRO

S&P/​​​​​​​​​ASX Index Rebalance Preview (Mar 26): Plenty of Change with Big Flow & Impact

Gold Miners ETF (GDX US) March Rebalance: 3 Adds and US$4.7bn Trade for Now

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Index Rebalance

<ul>
<li>There could be 2 changes for the ASX50, 1 for the ASX100, 6 for the S&amp;P/ASX 200 and 16 adds/11 deletes for the ASX300 in September.</li>
<li>Passive trackers will need to trade a lot of stock in the forecast changes, with the impact being especially large for the changes to the ASX200 and ASX300 indices.</li>
<li>The forecast adds have outperformed the forecast deletes over the last few months, but outperformance has reduced for the ASX50/ASX200 indices and has increased for the ASX100/ASX300 indices.</li>
</ul>


There could be 2 changes for the ASX50, 1 for the ASX100, 6 for the S&amp;P/ASX 200 and 16 adds/11 deletes for the ASX300 in September.
Passive trackers will need to trade a lot of stock in the forecast changes, with the impact being especially large for the changes to the ASX200 and ASX300 indices.
The forecast adds have outperformed the forecast deletes over the last few months, but outperformance has reduced for the ASX50/ASX200 indices and has increased for the ASX100/ASX300 indices.


Southern Cross Electrical Engineering (SXE AU)

S&P/​​​​​​​​​ASX Index Rebalance Preview (Sep 26): Plenty of Change with Big Flow & Impact

Dicker Data Ltd

S&P/ASX Index Rebalance Preview (Sep 26): Plenty of Change with Big Flow & Impact

Dicker Data Ltd

S&P/​​​​​​​​​ASX Index Rebalance Preview (Sep 26): Plenty of Change with Big Flow & Impact

S&P/ASX Index Rebalance Preview (Sep 26): Plenty of Change with Big Flow & Impact