2010年三季度HSIhscei指数监测.pdf

Equity Derivatives Strategy (Asia) 4 August 2010 INDEX MONITOR: HSI HSCEI 3Q10 Rebalancing EXPECTING NO CHANGE Equity Derivatives Strategy, Asia The upcoming HSI and HSCEI rebalancing review is going to be announced on 13 August 2010 and likely be effective as Anthony Wong Asia Equities Derivatives Analyst of the close on 3 September 2010. We are expecting no +852 2108 5638 constituent change to either the HSI or HSCEI. anthony.c.wong@ Several high-ranking candidates, based on market cap, are Eric Lee not yet eligible for the HSI, including Sands China (1928 HK) Asia Equities Derivatives Strategist and China Pacific Insurance (2601 HK). When they have +852 2108 5674 been listed for 24 months, they will be eligible. Tingyi (322 eric.s.lee@ HK), Belle (1880 HK) and Want Want China (151 HK) do not Asia EQD Strategy possess adequate liquidity, which hinders them joining the asia_eqd_strategy@ HSI family. Since HSI allows a maximum of 50 stocks in the index, we do not expect there to be any deletion. One Flow Sales pot