In order to improve the constituent selection method, today SSE and CSI decided to amend the liquidity methodology of SSE 3-5 Year Collateralizable Medium-High Grade Credit Bond Index. The details are as following: Replace the 3.2 Constituents Selection criteria as “Select all bonds in the index universe as index constituents”. The rest part of index methodology will remain unchanged.
The amended index methodology will be implemented in the May’s regular index adjustment. Regarding the amended methodologies, please refer to the official website of SSE (www.sse.com.cn) and CSI (www.csindex.com.cn).
Shanghai Stock Exchange
China Securities Index Co., Ltd
Apr. 30, 2019