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

Yuanta/P-Shares Taiwan Div+ ETF Rebalance Preview: 6 Adds, 5 Deletes; US$12bn Trade

Winbond Electronics (2344 TT) Tactical Outlook After Inclusion in Yuanta/P-Shares Taiwan Div+ ETF

TIP Customized Taiwan Select High Dividend Index Rebalance: US$7bn Trade over the Next Week

TIP Customized Taiwan Select High Dividend Index Rebalance: 22 Changes as Expected

TIP Customized Taiwan Select High Dividend Index Rebalance Preview: AUM Jump & HUGE Trade

TIP Customized Taiwan Select High Dividend Index Rebal Preview: 8 Changes; US$8bn Trade

Taishin (2887 TT)/Shin Kong (2888 TT) Merger: Index Flows in July

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 are 18 adds and 18 deletes for the TIP Customized Taiwan Select High Dividend Index in June. The TIP Taiwan Select High Dividend ETF has an AUM of US$16.9bn.</li>
<li>The ETF has started trading the stocks and is expected to continue trading for the next 7 trading days.</li>
<li>The adds are outperforming the deletes today and that trend could continue for the next few days as the ETF trades the stocks.</li>
</ul>


There are 18 adds and 18 deletes for the TIP Customized Taiwan Select High Dividend Index in June. The TIP Taiwan Select High Dividend ETF has an AUM of US$16.9bn.
The ETF has started trading the stocks and is expected to continue trading for the next 7 trading days.
The adds are outperforming the deletes today and that trend could continue for the next few days as the ETF trades the stocks.


Taiwan Surface Mounting Tech Corp. (6278 TT)

Ruentex Engineering & Const. Co (2597 TT)

Cheng Shin Rubber Ind Co., Ltd. (2105 TT)

Synnex Technology International (2347 TT)

TIP Customized Taiwan Select High Dividend Index Rebalance: US$13.6bn Trade over the Next Week

Quanta Computer

TIP Customized Taiwan Select High Dividend Index Rebalance: US$13.6bn Trade over the Next Week