4 September 2017
Following a review on the current index methodology, China Exchanges Services Company Limited (CESC) and its index services agent, China Securities Index Company Limited (CSIC) decided to adopt a capping rule to the indices under CES China Cross Border Index Series and CES Stock Connect 300 Index (CES 300). The maximum weight of the individual constituent in the relevant indices will be capped at 10% at each rebalancing date. Details are shown in the following table:
The change in index weighting methodology will be implemented in the next regular index review. The relevant index methodology books are updated and now available at CESC and CSIC websites.
For further information, please contact:
China Exchanges Services Company Limited
China Securities Index Company Limited