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

STAR&CHINEXT 50 Index Rebalance: One Change in June Adds to Other (Larger) Index Flows

CSI All Share Real Estate Sector Index Rebalance: Sector Reclassification Drives Changes

CSI300 Index Rebalance Preview: 8 Changes a Side in June; US$4.5bn Trade

ChiNext/​​​ChiNext50 Index Rebalance Preview: Whole Lotta Change

STAR50/STAR100 Index Rebalance Preview: Strong Outperformance for STAR50 Changes

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

Anker Innovations Technology / Index Rebalance

<ul>
<li>There could be 1 constituent change (maybe 2) for the STAR&amp;CHINEXT 50 Index in June. The announcement of the potential change will be made after market close on Friday.</li>
<li>
<a href="https://www.smartkarma.com/entities/anker-innovations-technology-co-ltd" target="_blank" data-smartkarma-citation="entities:36238:1" rel="noopener">Anker Innovations Technology</a> could replace <a href="https://www.smartkarma.com/entities/suzhou-maxwell-technologies-co" target="_blank" data-smartkarma-citation="entities:29819:1" rel="noopener">Suzhou Maxwell Technologies</a> in the index. If AVIC Chengdu Aircraft is added to the index, <a href="https://www.smartkarma.com/entities/wuxi-lead-intelligent-equipmen" target="_blank" data-smartkarma-citation="entities:27971:1" rel="noopener">Wuxi Lead Intelligent Equipment</a> could be deleted.</li>
<li>
<a href="https://www.smartkarma.com/entities/anker-innovations-technology-co-ltd" target="_blank" data-smartkarma-citation="entities:36238:1" rel="noopener">Anker Innovations Technology</a> could have opposite flow and <a href="https://www.smartkarma.com/entities/suzhou-maxwell-technologies-co" target="_blank" data-smartkarma-citation="entities:29819:1" rel="noopener">Suzhou Maxwell Technologies</a> could have same way flow from passive trackers of other indices on the same day.</li>
</ul>


There could be 1 constituent change (maybe 2) for the STAR&amp;CHINEXT 50 Index in June. The announcement of the potential change will be made after market close on Friday.

Anker Innovations Technology could replace Suzhou Maxwell Technologies in the index. If AVIC Chengdu Aircraft is added to the index, Wuxi Lead Intelligent Equipment could be deleted.

Anker Innovations Technology could have opposite flow and Suzhou Maxwell Technologies could have same way flow from passive trackers of other indices on the same day.


Shenzhen Inovance Technology Co., (300124 CH)

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Contemporary Amperex Technology (CATL) (300750 CH)

Wuxi Lead Intelligent Equipmen (300450 CH)

Shenzhen Mindray Bio-Medical Electronics (300760 CH)

Semiconductor Manufacturing International Corporation (SMIC) (688981 CH)

Semiconductor Manufacturing International Corporation (SMIC)

Hygon Information Technology C (688041 CH)

STAR&CHINEXT 50 Index Rebalance Preview: One Set of Change; Maybe Two