The Methodology of SSE 380 Index Will Be Amended
In order to improve index representativeness and investability, Shanghai Stock Exchange and China Securities Index Co., Ltd decide to amend the index methodology of SSE 380 Index. The details are as following: (1) The Index Universe is modified as “Same as the universe of SSE 180 Index”; (2) Newly add liquidity screening criteria as “Securities ranked in the top 90% in the index universe in terms of average daily trading value over the past year in descending order are eligible for inclusion”; (3) Newly add ESG screening criteria as “delete securities whose ESG ratings are C or below C”; (4) The selection method will be modified as “select the largest 380 securities in terms of average daily total market capitalization over the past year from those securities which does not belong to the constituents of SSE 180 Index and are ranked below 160 by average daily total market capitalization over the past year in descending order in the Index Universe as constituents”; (5) Newly add the weighting constraints “the weight of the constituent is capped at 10%, the total weight of top 5 constituents is capped at 40%”. The rest part of index methodology will remain unchanged.
The amendments to the above index will be implemented on Jun 16, 2025. Regarding the amended methodology, please refer to the official website of Shanghai Stock Exchange (www.sse.com.cn) and CSI (www.csindex.com.cn).
Shanghai Stock Exchange
China Securities Index Co., Ltd.
May 30, 2025