Global Index Mail

J.P. Morgan Global Quantitative and Derivatives Strategy daily index event mail (Global Index Mail, Oct 08, 2026), listing index rebalancing events effective at COB 08 Oct and 09 Oct 2026 with implied passive flows. Key events: FTSE EM Small Cap deletes Heg Graphite; FTSE All Share and FTSE 250 delete Pinewood Technologies Group while FTSE 250 adds Young's Brewery (0.35 mln shares to buy); MSCI DM Small Cap changes involving Skydance, Target Hospitality, Repligen and Biolife Solutions; NDX adds Moderna (13.75 mln shares to buy) and deletes Warner Bros Disc (86.47 mln shares to sell); FTSE EM adds Axia Energia. Events effective 09 Oct include Informa additions to MSCI DM and FTSE indices (roughly 20 mln shares to buy in aggregate) and Vaxcyte added to Russell 2000. The report provides shares-to-trade and days-to-trade guidance for index-linked quantitative strategies and is a daily quant strategy communication, not investment research.