Hangseng AH Premium index

[Siwei Zhong]

trading the gap would be easier when derivative is launched, hopefully
sooner !

http://www.letsthinkchina.com/2007/06/very-important-h-share-index-is.html

[michael k.]

The Hang Seng webpage provides a lot of useful detail on the AH
Premium Index. The Daily Bulletin provides the A share premium for
each of the 27 component companies on a daily basis.

http://www.hsi.com.cn/hsicn/e_statistics/index.html

On 6月30日, 午前8:36, Siwei Zhong <letsthinkch...@gmail.com> wrote:
> trading the gap would be easier when derivative is launched, hopefully
> sooner !
>

> http://www.letsthinkchina.com/2007/06/very-important-h-share-index-is...

[michael k.]

The AH Premium Index is also a good proxy for the A share premium on
dual-listed H shares in FXI. Although FXI holds only 10 of the 27 H
shares in the index, based on weighting (market cap I assume), those
10 H shares represent 81% of the market cap of the index. So, for
example, as of July 9, based on Siwei's table, the A share premium was
34.46% for the index and (based on my calculations) 33.36% for the 10
dual-listed H shares in FXI.

On 6月30日, 午前8:36, Siwei Zhong <letsthinkch...@gmail.com> wrote:

> trading the gap would be easier when derivative is launched, hopefully
> sooner !
>

> http://www.letsthinkchina.com/2007/06/very-important-h-share-index-is...

[Siwei Zhong]

H share momemtum is still very strong in general and the market is
closing the premium gap by itself even before any new policy from
Chinese government is introduced.

i think what will happen is that when the gap tightened to ~10-15%
(from its current 30+) government will make its annoucement so as to
keep the impact to market to a minimum.

> >http://www.letsthinkchina.com/2007/06/very-important-h-share-index-is...- Hide quoted text -
>
> - Show quoted text -