The Methodologies of CSI Nonferrous Metal Industry Stimulus Index and Other Indices Will Be Amended

26 May 2021

In order to improve indexrepresentativeness and investability, today CSI decides to amend the index methodologies of CSI Nonferrous Metal Industry Stimulus Index, CSI All Share Oil & Gas Index, CSI All Share Beverages Index, CSI Enterprise Core Competitiveness 50 Index and China Strategic Emerging Industries Component Index. The details are as following:

CSI Nonferrous Metal Industry Stimulus Index: (1) the index name and shortened name will be changed to “CSI Industrial Non-ferrous Metal Index” and “Industrial Non-ferrous Metal” respectively; (2) index universe will be changed to same as the Universe of CSI All Share Index; (3) add liquidity criteria: securities whose ranking of average daily transaction value in the past year is in the top 90% of the universe are selected as the candidates; (4) the constituents selection method of the index will be changed to selecting 30 securities of industrial non-ferrous metal-related listed companies with large market capitalization as constituents”; (5) the weight cap of each constituent will be 15% and the total weight of largest 5 constituents will be no more than 60%. The rest part of index methodology will remain unchanged.

CSI All Share Oil & Gas Index: (1) the index name is changed to “CSI Oil & Gas Index”; (2) add liquidity criteria: securities whose ranking of average daily transaction value in the past year is in the top 90% of the universe are selected as the candidates; (3) the constituents selection method will be changed to selecting securities of listed companies whose business involve oil and gas extraction, transportation, sales, service and equipment manufacturing as index constituents(4) weighting method changes to “each constituent is changed to 15% and the total weight of top 5 constituents is capped at 60%”. The rest part of index methodology will remain unchanged.

CSI All Share Beverages Index: (1) the index name is changed to “CSI Beverages Theme Index”; (2) add liquidity criteria: securities whose ranking of average daily transaction value in the past year is in the top 90% of the universe are selected as the candidates;(3) the constituents selection method will be changed to selecting 50 securities from alcohol and soft drinks industries as index constituents; (4) weighting method changes to “each constituent is changed to 15% and the total weight of top 5 constituents is capped at 60%”. The rest part of index methodology will remain unchanged.

CSI Enterprise Core Competitiveness 50 Index: (1) constituents selection method changes to selecting the securities with the top 50% scores in governance, finance, innovation and social responsibility; (2) weighting method changes to “each constituent is capped at 15%, the total weight of five securities with highest weight is capped at 60%”. The rest part of index methodology will remain unchanged.

China Strategic Emerging Industries Component Index: (1) Index Universe changes to The Constituents of China Strategic Emerging Industries Composite Index and listing in Shanghai or Shenzhen Stock Exchange or NEEQ Select; (2) Constituents selection method changes to selecting the top 100 securities by the overall ranking of Value, Revenue Growth and ROE;(3) weighting method changes to “each constituent is weighted by freefloatmarketcapadjustedby fundamental score”. The rest part of index methodology will remain unchanged.

The amended index methodologies will be implemented on June 15, 2021. Regarding the amended methodologies, please refer to the official website of CSI (www.csindex.com.cn).
 

Methodology of China Strategic Emerging Industries Component Index

Constituent List

Shanghai Stock Exchange

China Securities Index Co., Ltd.

May 26, 2021