Notices and Announcements

The Methodologies of CSI China Mainland Enterprises 400 Index and Other Indexes Will Be Amended

In order to improve the constituent selection method, today CSI decides to amend the index methodologies of CSI China Mainland Enterprises 400 Index, CSI China Mainland Enterprises 1000 Index, CSI China Mainland Enterprises 400 Sector Index Series, CSI China Mainland Enterprises 1000 Sector Index Series, CSI China Mainland Enterprises 400 Momentum Index and CSI China Mainland Enterprises 400 Equal Risk Contribution Weighted Index. The details are as following:

CSI China Mainland Enterprises 400 Index: the index code is changed to 000500, derivative index codes are changed respectively; the index name and shortened name are changed to CSI China Mainland Enterprises 500 Index and China 500 respectively; the constituents selection method of the index is changed to selects the largest, most liquid and sector-representative stocks and depository receipts of 500 China Mainland companies listed on SSE, SZSE, HKEx and the exchanges of USA as index constituents. The weights of sub-sectors are allocated according to their respective contribution to the Chinese GDP and the securities within each sub-sector are weighted by their free float market value. The index aims to reflect the overall performance of worldwide listed Chinese companies’ securities; the rest part of index methodology will remain unchanged.

CSI China Mainland Enterprises 1000 Index: the index code is changed to 000501, derivative index codes are changed respectively; the base date is changed to Dec 31, 2004; the constituents selection method of the index is changed to selects the largest, most liquid and sector-representative stocks and depository receipts of 1000 China Mainland companies listed on SSE, SZSE, HKEx and the exchanges of USA as index constituents. The weights of sub-sectors are allocated according to their respective contribution to the Chinese GDP and the securities within each sub-sector are weighted by their free float market value. The index aims to reflect the overall performance of 1000 worldwide listed Chinese companies’ securities; the rest part of index methodology will remain unchanged.

CSI China Mainland Enterprises 400 Sector Index Series: the index codes are changed to 931530-931539, derivative index codes are changed respectively; the index series name is changed to CSI China Mainland Enterprises 500 Sector Index Series, each sector index name and shortened name in the series is changed respectively; the weight cap of each constituent is changed to no more than 10%; the rest part of index methodology will remain unchanged.

CSI China Mainland Enterprises 1000 Sector Index Series: the index codes are changed to 931540-931549, derivative index codes are changed respectively; the base dates are changed to Dec 31, 2004; the weight cap of each constituent is changed to no more than 10%; the rest part of index methodology will remain unchanged.

CSI China Mainland Enterprises 400 Momentum Index and CSI China Mainland Enterprises 400 Equal Risk Contribution Weighted Index: the index codes are changed to 931550 and 931551, derivative index codes are changed respectively; the names and shortened names are changed to CSI China Mainland Enterprises 500 Momentum Index and China 500 Momentum, CSI China Mainland Enterprises 500 Equal Risk Contribution Weighted Index and China 500 ERC, respectively; the rest part of index methodology will remain unchanged.

 

The amended index methodologies will be implemented on July 13, 2020. Regarding the amended methodologies, please refer to the official website of CSI (www.csindex.com.cn).


Methodology:

CSI China Mainland Enterprises 500 Index

CSI China Mainland Enterprises 1000 Index

CSI China Mainland Enterprises 500 Sector Index Series

CSI China Mainland Enterprises 1000 Sector Index Series

CSI China Mainland Enterprises 500 Momentum Index

CSI China Mainland Enterprises 500 Equal Risk Contribution Weighted Index

China Securities Index Co., Ltd.

June 10, 2

Feedback