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Chinese ETFs draw options bulls on hopes of a rebound

Published 06/14/2023, 08:40 PM
Updated 06/14/2023, 08:45 PM
© Reuters. FILE PHOTO: Traders work on the floor of the New York Stock Exchange (NYSE) in New York City, U.S., June 5, 2023.  REUTERS/Brendan McDermid

By Saqib Iqbal Ahmed and Laura Matthews

NEW YORK (Reuters) - Options on several U.S.-listed Chinese exchange traded funds have drawn bullish flows in recent days as some traders take advantage of a slump in bullish sentiment on Chinese companies to place contrarian upside bets.

The bullish trades occur as investors, who started this year with an upbeat view on China, betting on a strong economic recovery as the world's second-largest economy emerged from pandemic disruptions, have been largely disappointed amid softening economic indicators.

Shares of the two largest U.S.-listed Chinese ETFs - the iShares MSCI China ETF and the iShares Trust-China Large-Cap ETF, which between them have about $13 billion in assets, have slipped 16% and 14%, respectively, from their January highs. Another China ETF, KraneShares CSI China Internet ETF, which tracks overseas-listed Chinese internet companies, is down 19% from its January high.

On Wednesday, KWEB options volume jumped to 224,000 contracts, or about three times its average daily volume, boosted by a large bullish trade.

A trader bought about 40,000 of KWEB call options that would be profitable if the shares climbed above $35, or nearly 20% above its current level, by mid-January 2024.

Call options convey the right to buy shares at a fixed price in the future and are usually bought to express a bullish view.

Wednesday's large trade follows other bullish trades in Chinese ETFs in recent sessions, including a purchase of 60,000 June 30th $29 call options on China Large-Cap ETF on June 2.

The Xtrackers Harvest CSI 300 China A-Shares ETF's options also drew a buyer of 71,000 of the August 28-30 call spreads on June 8, Trade Alert data showed.

"While definitely not to the degree that we saw into the China reopening, there is still some underlying positive sentiment and investors are looking for ways to position for upside in ETFs via options," said Alex Kosoglyadov, managing director of equity derivatives at Nomura.

One factor favoring these bullish options trades is a drop in implied volatility - a measure of investor expectations for price swings in the shares - for several of these ETFs to 1-year lows, analysts said.

© Reuters. FILE PHOTO: Traders work on the floor of the New York Stock Exchange (NYSE) in New York City, U.S., June 5, 2023.  REUTERS/Brendan McDermid

"Last year the 'China reopen' story was all an one could talk about. I think the consumer strength there has disappointed to a degree," said Amy Wu Silverman, equity derivatives strategist at RBC Capital Markets.

"At this point if you are looking to leverage China upside the options are definitely cheaper," she said.

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