The Methodology of SSE Composite Index Will Be Amended
Shanghai Stock Exchange and China Securities Index Co., Ltd announce the upcoming amendment of the index methodology of SSE Composite Index. Details are as following:
(1) Constituents under risk warning status will be deleted from the index on the next trading day after the second Friday of the next month following the month of the implementation of risk warning of stocks. Eligible Securities that are out of risk warning status will be included in the index on the next trading day after the second Friday of the next month following the month of the removal of risk warning.
(2) Securities with the daily average total market value since its initial listing ranked top 10 in Shanghai Stock Exchange will be included in the index 3 months after listing, otherwise, a security must be listed for more than 1 year before being included in the index.
(3) CDRs issued by red-chip enterprises listed on Shanghai Stock Exchange and securities listed on SSE Science and Technology Innovation Board will be included in SSE Composite Index.
The amended index methodology will be implemented on July 22, 2020. 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.
June 19, 2020