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

Sensex Index Rebalance Preview: Early Look Sees One Change, Maybe Two

Sensex Index Rebalance Preview: Take Profit on Strong Outperformance

Sensex Index Rebalance: Dr. Reddy IN, Tata Steel OUT

NIFTY 50 Index Review - YES, Third Time Unlucky

Event-Driven

Asia Index Pvt. Ltd. has announced the changes to the S&amp;P BSE Sensex for the upcoming review. The rebalance will be effective 22 June 2020 and passive funds will need to trade at the close (VWAP over the last 30 minutes of trading) on 19 June 2020.As we expected, <a href="https://www.smartkarma.com/entities/hero-motocorp-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:2391:1">Hero Motocorp (HMCL IN)</a> has been excluded and <a href="https://www.smartkarma.com/entities/bajaj-finserv-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:5669:1">Bajaj Finserv (BJFIN IN)</a> has been included in the Sensex.There has been a wide divergence in the performance of the stocks over the last few months and this is best traded against peers from the same sector.We take a look at the impact of the change, the recent performance of the stocks and recommend a couple of trades.

Asia Index Pvt. Ltd. has announced the changes to the S&amp;P BSE Sensex for the upcoming review. The rebalance will be effective 22 June 2020 and passive funds will need to trade at the close (VWAP over the last 30 minutes of trading) on 19 June 2020.As we expected, Hero Motocorp (HMCL IN) has been excluded and Bajaj Finserv (BJFIN IN) has been included in the Sensex.There has been a wide divergence in the performance of the stocks over the last few months and this is best traded against peers from the same sector.We take a look at the impact of the change, the recent performance of the stocks and recommend a couple of trades.

ICICI Prudential Life Insurance (IPRU IN)

Sensex Index Review - Bajaj Finserv In, Hero MotoCorp Out