The Methodology of SSE G60 Component Index Will Be Amended
In order to improve index representativeness and investability, today SSE and CSI decide to amend the index methodology of SSE G60 Component Index. The details are as following:
(1) The index universe is changed to "same as the universe of SSE 180 Index"; (2) The constituents selection method will be changed to delete the securities whose average daily trading value over the past year rank in the bottom 20% of universe; (3) The weight cap of each constituent will be changed to no more than 15%, and the total weight of top 5 constituents shall be no more than 60%. The rest part of index methodology will remain unchanged.
The amended index methodology will be implemented on Jan 15, 2021. Regarding the amended methodology, please refer to the official website of SSE (www.sse.com.cn) and CSI(www.csindex.com.cn).
Methodology of SSE G60 Component Index
Shanghai Stock Exchange
China Securities Index Co., Ltd.
Dec 30 2020