MSCI November 2014 Semi Annual Index Review – European Highlights (from JPM)
Two-way turnover (Buy+Sell Trade) $4.372bn with net buy of $236m. 8 Adds / 4 Deletes.
Performance since announcement sees a +2.03% performance on the Buy-Sell trade, and +1.92% on the Add-Delete trade.
Projected Net Indexer Trade for Adds & Deletes below.
Adds
ANN GY, 2728.56% ADV, $303.9m
SY1 GY, 1140.79% ADV, $306.2m
ISS DC, 1384.91% ADV, $114.4m
BKT SQ, 411.84% ADV, $233.8m
AHT LN, 796.88% ADV, $376.4m
MERL LN, 1801.29% ADV, $126.6m
NN NA, 2434.38% ADV, $156.8m
ICA SS, 802.57% ADV, $138.1m
Deletes
HOT GY, -580.86% ADV, -$67.9m
ASC LN, -149.95% ADV, -$101.1m
FUR NA, -70.56% ADV, -$41.1m
AKSO NO, -523%, -$40.7m