Also known as: 上海国企 · 950096 (CSI code) · .CSI950096 (RIC)
At a glance
- Review frequencySemi-annual
- Constituent count100
| Field | Value | Source text | Reading (model) |
|---|---|---|---|
| M1 Identity, objective, classification · 13 fields | |||
| Local short name | 上海国企 | 指数简称：上海国企Open p.1 ↗ |
The Chinese short name is Shanghai SOEs. |
| Index name | CSI Shanghai SOEs Index | 英文名称：CSI Shanghai SOEs IndexOpen p.1 ↗ |
The official English index name is CSI Shanghai SOEs Index. |
| Index short name | Shanghai SOEs Index | 英文简称：Shanghai SOEs IndexOpen p.1 ↗ |
The English short name is Shanghai SOEs Index. |
| Local index name | 中证上海国企指数 | 指数名称：中证上海国企指数Open p.1 ↗ |
The Chinese index name is CSI Shanghai SOEs Index. |
| Index code | 950096 | 指数代码：950096Open p.1 ↗ |
The index code is 950096. |
| Vendor codes | Local: 000865 | 上交所转播代码：000865Open p.1 ↗ |
The Shanghai Stock Exchange retransmission code is 000865. |
| Administrator | 中证指数有限公司 | 中证上海国企指数以上海市（含区县）国资控股以及重要参股的上市公司证券为待选样本Open p.1 ↗ |
The index is administered by CSI, as indicated by the CSI index methodology. |
| Index family | 中证上海国企指数 | 指数名称：中证上海国企指数Open p.1 ↗ |
The document identifies the CSI Shanghai SOEs Index methodology. |
| Base date | 2012-12-31 | 该指数以2012 年12 月31 日为基日，以1000 点为基点。Open p.1 ↗ |
The index base date is December 31, 2012. |
| Base value | 1,000 points | 该指数以2012 年12 月31 日为基日，以1000 点为基点。Open p.1 ↗ |
The index base value is 1000 points. |
| Objective | 反映基本面情况较好的上海国资国企相关上市公司证券的整体表现 | 中证上海国企指数以上海市（含区县）国资控股以及重要参股的上市公司证券为待选样本，结合盈利能力、成长能力、股东回报水平等进行选样，以反映基本面情况较好的上海国资国企相关上市公司证券的整体表现。Open p.1 ↗ |
The index selects Shanghai state-owned and related listed companies with favorable profitability, growth, and shareholder returns to reflect their overall performance. |
| Market classification | China A | 中证上海国企指数以上海市（含区县）国资控股以及重要参股的上市公司证券为待选样本Open p.1 ↗ |
The index covers listed company securities associated with Shanghai state-owned assets and state-owned enterprises. |
| Index family type | Thematic | 以反映基本面情况较好的上海国资国企相关上市公司证券的整体表现。Open p.1 ↗ |
The index is themed around Shanghai state-owned assets and state-owned enterprises. |
| M2 Universe · 3 fields | |||
| Eligible universe | 上证180指数样本空间 | 同上证180 指数的样本空间Open p.1 ↗ |
The eligible universe follows the sample space of the SSE 180 Index. |
| Theme scope | 上海市（含区县）国资控股以及重要参股的上市公司证券 | 以上海市（含区县）国资控股以及重要参股的上市公司证券为待选样本Open p.1 ↗ |
Candidates are securities of listed companies controlled or materially held by Shanghai municipal, district, or county state-owned assets. |
| Parent universe index | 上证180指数 | 同上证180 指数的样本空间Open p.1 ↗ |
The sample space is the same as that of the SSE 180 Index. |
| M3 Eligibility screens · 2 fields | |||
| Fundamental selection factors | 盈利能力, 成长能力, 股东回报水平 | 结合盈利能力、成长能力、股东回报水平等进行选样Open p.1 ↗ |
Selection considers profitability, growth capability, and shareholder return levels. |
| Liquidity screen | Metric: Turnover rank (%); Window: Past one year; Threshold: ranked in the top 90% of the sample space by average daily turnover | 过去一年日均成交金额排名位于样本空间前90%。Open p.1 ↗ |
Securities must have an average daily trading amount over the past year ranked in the top 90% of the sample space. |
| M4 Selection and constituent count · 7 fields | |||
| State ownership candidate screen | Securities must be Shanghai municipal or district/county state-controlled companies, companies over which state capital can exert significant influence, or important state-owned equity participations. | 选取所有上海市（含区县）国资控制、能施加重大影响以及重要参股的上市公司证券作为待选样本Open p.2 ↗ |
The candidate set consists of listed securities controlled by Shanghai state capital, significantly influenced by it, or held as important participations. |
| Profitability screen | Exclude if attributable net profit negative in both of last two fiscal years: Yes | 剔除最近两个会计年度归母净利润均为负的样本，上海国企中总市值排名前10 的予以豁免Open p.2 ↗ |
Candidates whose net profit attributable to the parent was negative in each of the last two fiscal years are excluded. |
| Top 10 size exemption | Rank threshold: 10; Basis: Total market capitalisation rank among shanghai state owned enterprises; Applies to: Profitability screen, Industry rank screen | 剔除ROE和营收增速行业内排名均处于后25%的证券，上海国企中总市值排名前10 的予以豁免Open p.2 ↗ |
The top 10 Shanghai state-owned enterprises by total market capitalization are exempt from the profitability and industry-rank exclusions. |
| Industry rank cutoff | Industry classification level: Third level industry; Bottom pct threshold: 25; Exclusion condition: both ROE and revenue growth rank in bottom 25% | 计算待选样本ROE 和营收增速在其所属三级行业中的排名，剔除ROE和营收增速行业内排名均处于后25%的证券Open p.2 ↗ |
Securities ranking in the bottom 25% of their third-level industry by both ROE and revenue growth are excluded. |
| Selection method | Screen all eligible | 对样本空间内证券，选取所有上海市（含区县）国资控制、能施加重大影响以及重要参股的上市公司证券作为待选样本Open p.2 ↗ |
The index applies ownership, profitability, industry-rank and size-exemption screens and includes all remaining eligible securities. |
| Ranking metrics | Name: ROE; Direction: Higher rank better; Step order: 1, Name: Revenue growth; Direction: Higher rank better; Step order: 1 | 计算待选样本ROE 和营收增速在其所属三级行业中的排名，剔除ROE和营收增速行业内排名均处于后25%的证券Open p.2 ↗ |
Candidates are ranked by ROE and revenue growth within their third-level industry. |
| Target constituent count | 100 | 剔除ROE和营收增速行业内排名均处于后25%的证券，上海国企中总市值排名前10 的予以豁免，剩余全部证券作为指数样本。Open p.2 ↗ |
All securities remaining after the screens are included as index constituents, with no fixed count stated. |
| M5 Weighting and capping · 3 fields | |||
| Free float factor | Method: Banded; Bands: To: 15; Method: Round the free-float ratio up to the nearest whole percentage value, From: 15; To: 20; Factor: 0.2, From: 20; To: 30; Factor: 0.3, From: 30; To: 40; Factor: 0.4, From: 40; To: 50; Factor: 0.5, From: 50; To: 60; Factor: 0.6, From: 60; To: 70; Factor: 0.7, From: 70; To: 80; Factor: 0.8, From: 80; Factor: 1; Examples: Security: A; Free float ratio (%): 9; Weighting ratio (%): 9; Adjusted shares: 9,000, Security: B; Free float ratio (%): 43.8; Weighting ratio (%): 50; Adjusted shares: 4,000, Security: C; Free float ratio (%): 82; Weighting ratio (%): 100; Adjusted shares: 5,000 | 除非特别说明，中证指数在计算自由流通股本时，采用分级靠档的方法，根据自由流通量所占证券总股本的比例（即自由流通比例）赋予证券总股本一定的加权比例From CSI Free Float Rules for Equity Indices ↗ |
Unless otherwise specified, a banded weighting factor is applied; free-float ratios up to 15% are rounded up to the nearest whole percentage, while higher bands use fixed factors from 20% to 100%. |
| Shares outstanding | Total issued shares of the security; free-float-adjusted share capital is total share capital multiplied by the banded weighting factor. | 自由流通量等于证券总股本剔除限售股份以及以下基本不流通的股份From CSI Free Float Rules for Equity Indices ↗ |
Free float is measured against the security's total share capital, and adjusted share capital is calculated using a weighting factor applied to total share capital. |
| Divisor adjustment rule | The new divisor equals the prior divisor multiplied by the post-adjustment adjusted market capitalization divided by the pre-adjustment adjusted market capitalization, calculated after the close before the change becomes effective. | 为保证指数的连续性，当指数样本、股本结构发生变化或样本的市值出现非交易因素的变动时，指数在变动生效日前一日收盘后采用除数修正法修正原除数。From CSI Calculation Rules for Equity Indices ↗ |
The divisor is corrected after the close before the effective date so that the new divisor equals the old divisor times the ratio of adjusted post-change market value to pre-change market value. |
| M6 Review and rebalance schedule · 6 fields | |||
| Review frequency | Semi-annual | 指数样本每半年调整一次，样本调整实施时间分别为每年6 月和12 月的第二个星期五的下一交易日。Open p.3 ↗ |
The index constituents are reviewed and adjusted once every six months. |
| Review types | Semi annual review, Ad hoc | 指数样本每半年调整一次，样本调整实施时间分别为每年6 月和12 月的第二个星期五的下一交易日。Open p.3 ↗ |
The index follows semi-annual periodic adjustments and may be adjusted on an ad hoc basis in special circumstances. |
| Review months | June, December | 样本调整实施时间分别为每年6 月和12 月的第二个星期五的下一交易日。Open p.3 ↗ |
Periodic constituent adjustments are implemented in June and December each year. |
| Effective date rule | The next trading day after the second Friday of June and December. | 样本调整实施时间分别为每年6 月和12 月的第二个星期五的下一交易日。Open p.3 ↗ |
Periodic constituent changes take effect on the next trading day after the second Friday of June and December. |
| Weight reset frequency | Semi-annual | 权重因子随样本定期调整而调整，调整时间与指数样本定期调整实施时间相同。在下一个定期调整日前，权重因子一般固定不变。Open p.3 ↗ |
Weighting factors are adjusted with the periodic constituent review and generally remain fixed until the next periodic adjustment date. |
| Data cutoff rule | For commonly used periodic review cycles, the general data cutoff is normally the last calendar day of the second calendar month before the periodic adjustment effective date. | 通常情况下适用常用定期调整周期的指数的通用数据截止日为定期调整生效日前第二个自然月的最后一个自然日。From CSI Constituent Adjustment Rules for Equity Indices ↗ |
For commonly used review cycles, base data generally use the last calendar day of the second natural month before the adjustment effective date as the cutoff. |
| M8 Corporate actions, IPOs, ad-hoc changes · 5 fields | |||
| Ad hoc adjustment scope | The index may be adjusted temporarily under special circumstances. | 特殊情况下将对指数进行临时调整。当样本退市时，将其从指数样本中剔除。Open p.3 ↗ |
In special circumstances, the index may undergo temporary adjustments. |
| Ad-hoc deletion | Delisting, Acquisition | 当样本退市时，将其从指数样本中剔除。样本公司发生收购、合并、分拆等情形的处理，参照计算与维护细则处理。Open p.3 ↗ |
A constituent is removed ad hoc when it is delisted, and acquisitions are among the corporate events handled under the maintenance rules. |
| Merger spinoff rules | Acquisitions, mergers, spin-offs and similar events are handled according to the index calculation and maintenance rules. | 样本公司发生收购、合并、分拆等情形的处理，参照计算与维护细则处理。Open p.3 ↗ |
When constituent companies undergo acquisitions, mergers, spin-offs or similar events, treatment follows the calculation and maintenance rules. |
| Corporate actions guide ref | 计算与维护细则 | 样本公司发生收购、合并、分拆等情形的处理，参照计算与维护细则处理。Open p.3 ↗ |
The treatment of acquisitions, mergers, spin-offs and similar events refers to the calculation and maintenance rules. |
| Deletion price | Default price: latest closing price; Major negative event suspended price: 0.00001; Currency for a share example: CNY | 原则上，以最新收盘价剔除指数样本。当决定剔除指数样本时，剔除证券处于停牌状态且停牌原因为触及交易类强制退市情形等重大负面事件的，一般以系统最低价格（目前为0.00001）剔除。From CSI Constituent Adjustment Rules for Equity Indices ↗ |
Constituents are generally removed at the latest closing price; if a removed security is suspended because of a trading-related mandatory delisting trigger or other major negative event, it is removed at the system minimum price, currently 0.00001. |
| M9 Calculation and return variants · 13 fields | |||
| Adjusted market value definition | 调整市值＝∑(证券价格×调整股本数×权重因子) | 其中，调整市值＝∑(证券价格×调整股本数×权重因子)。调整股本数的计算方法、除数修正方法参见计算与维护细则。Open p.2 ↗ |
Adjusted market capitalization is the sum of each security's price multiplied by its adjusted share count and weighting factor. |
| Weight factor bounds | Minimum: 0; Maximum: 1 | 权重因子介于0 和1 之间，以使样本采用综合得分1加权Open p.2 ↗ |
The weighting factor is between 0 and 1. |
| Single constituent weight caps | Shanghai state controlled well operated: 0.08; Remaining samples: 0.03 | 其中上海市（含区县）国资控股且经营情况良好2的单个样本权重不超过8%，剩余单个样本3权重不超过3%Open p.2 ↗ |
A well-operated sample controlled by Shanghai state assets is capped at 8%, while each remaining sample is capped at 3%. |
| Industry and participation weight caps | Single secondary industry: 0.1; Participating samples total: 0.2 | 单个二级行业权重不超过10%；参股样本合计权重不超过20%。Open p.2 ↗ |
Each secondary industry is capped at 10%, and participating samples are capped at 20% in aggregate. |
| Composite score formula | 综合得分=自由流通市值×盈利能力得分×成长能力得分×股息率得分 | 综合得分=自由流通市值×盈利能力得分×成长能力得分×股息率得分。其中，盈利能力得分、成长能力得分和股息率得分分别为ROE、营收增速和股息率指标在最终全部指数样本中的升序百分比排名。Open p.2 ↗ |
The composite score equals free-float market capitalization multiplied by profitability, growth, and dividend-yield scores. |
| Formula type | Divisor | 原则上，指数采用派许加权方法进行计算，计算方法分为除数算法和链式算法。From CSI Calculation Rules for Equity Indices ↗ |
Indices are generally calculated using the Paasche weighted method, with calculation methods categorized as the divisor method and chain method. |
| Price source | Real-time prices come from exchange market-data systems such as SSE and SZSE or from data vendors designated by CSI; the latest trade is used when traded and the opening reference price is used when there is no trade. | 指数的实时计算，样本实时成交价格来自上海证券交易所、深圳证券交易所等交易所行情系统，或来自由中证指数不时指定的数据供应商提供的交易行情。From CSI Calculation Rules for Equity Indices ↗ |
Real-time calculation uses exchange or designated-vendor market prices, taking the latest traded price or, if no trade occurs, the opening reference price. |
| Calculation frequency | Real-time index updates follow the interface definition used by CSI, the exchange, or another third-party market-data system; closing indices are published every index trading day. | 实时指数计算和发布：指数更新频率以中证指数通、交易所或其他第三方行情发布系统接口定义为准。收盘指数计算和发布：指数发布频率为指数交易日每日发布。From CSI Calculation Rules for Equity Indices ↗ |
Real-time indices are updated according to the relevant publication interface, and closing indices are calculated and published on each index trading day. |
| Return variants | PR, GTR, NTR | 价格指数以样本的市场价格，计算指数的表现。为满足投资者的需要，中证指数同时计算部分指数的全收益指数和净收益指数。From CSI Calculation Rules for Equity Indices ↗ |
The rulebook identifies price, gross total return, and net total return indices, with gross and net versions calculated for some indices. |
| Withholding tax basis | A 10% cash-dividend tax rate is generally used for Shanghai, Shenzhen, Beijing, and Hong Kong securities. | 对沪深京港证券，现金分红的税率一般设置为10%。From CSI Calculation Rules for Equity Indices ↗ |
For Shanghai, Shenzhen, Beijing, and Hong Kong securities, the cash-dividend tax rate is generally set at 10%. |
| Dividend treatment | Gross total return indices reinvest pre-tax cash dividends and net total return indices reinvest after-tax cash dividends on the ex-dividend date; the price index does not adjust the divisor for cash dividends. | 全收益指数和净收益指数是价格指数的辅指数，与价格指数的区别在于全收益指数、净收益指数的计算中考虑了样本税前、税后现金红利的再投资收益，不会在样本除息日按照样本分红金额自然回落From CSI Calculation Rules for Equity Indices ↗ |
Gross and net total return indices assume reinvestment of pre-tax and after-tax cash dividends on the ex-dividend date, while the price index falls naturally on cash dividends. |
| Divisor adjustment | Cash dividend for gross and net total return indices, Bonus issue, Rights issue, Stock split, Reverse stock split, Other share changes at or above 5 percent, Accumulated small share changes in semi annual adjustment, Periodic or ad hoc constituent adjustment | 当样本现金分红时，价格指数除数不予修正，任其自然回落。全收益指数、净收益指数在样本除息日前一交易日收盘后修正指数除数。当样本送股、配股、拆股或缩股时，价格指数、全收益指数、净收益指数在样本除权日前一交易日收盘后修正指数除数。From CSI Calculation Rules for Equity Indices ↗ |
Divisor adjustments are triggered by total-return cash dividends, bonus issues, rights issues, splits, reverse splits, qualifying other share changes, scheduled small share-change updates, and constituent adjustments. |
| Recalculation policy | Where recalculation or republication is involved, CSI will promptly notify index clients; in complex cases CSI reserves discretion to recalculate the index or republish related data products. | 公司保留在复杂情况下自行决定重新计算指数或重新发布相关数据产品的权利。涉及指数重新计算或发布的情形，公司将及时向指数客户发布通知。From CSI The Primary Policy of Index Management ↗ |
If an index is recalculated or related data products are republished, CSI will promptly notify index clients, with the decision reserved to CSI in complex situations. |
| M10 Governance, change policy, disclosure · 10 fields | |||
| Oversight body | Index Business Supervisory Committee, Index Expert Committee | 指数业务监督委员会负责定期对指数编制方案审阅工作进行监督。From CSI The Primary Policy of Index Management ↗ |
The Index Business Supervisory Committee supervises methodology review, rule changes, index terminations, and complaint reports; the Index Expert Committee provides recommendations and discusses Category I index terminations. |
| Discretion points | decide whether and how to correct an index error within six months, decide whether to recalculate an index or republish related data products in complex cases, terminate an index after prudent evaluation, consider providing a replacement index when regulatory requirements and feasibility permit, issue emergency notices depending on the impact of a calculation abnormality, use targeted rather than public consultation where appropriate for material changes | 对于六个月以内的指数错误，需综合评估指数错误影响、指数产品情况、距离下次指数调整时间、指数可投资性与可复制性等因素，慎重决定处理方案。From CSI The Primary Policy of Index Management ↗ |
CSI retains discretion over error handling and recalculation, index termination after evaluation, replacement-index considerations, emergency notification based on impact, and consultation format in appropriate cases. |
| Methodology review frequency | periodic internal review | 公司负责根据内部定期审阅、审视市场环境、听取指数专家委员会建议、接受市场反馈、外部投诉等途径对指数规则进行必要的修订。From CSI The Primary Policy of Index Management ↗ |
Index rules are revised based on periodic internal reviews, market developments, expert committee advice, market feedback, and complaints; the review interval is not specified. |
| External review | Material changes: Market opinions must be sought in advance; Category I indices: Public consultation is the principle; targeted consultation may be used with scope commensurate with the index's actual impact; Non Category I indices: Targeted consultation is the principle | 指数规则修订涉及的重大变更应事先征求市场意见。其中，一类指数1的重大变更原则上采用公开征求意见的形式，若采用定向方式的，征求范围应与指数的实际影响相适应；非一类指数的重大变更原则上采用定向征求意见的形式。From CSI The Primary Policy of Index Management ↗ |
Material rule changes require prior market consultation: Category I indices normally use public consultation, while non-Category I indices normally use targeted consultation. |
| Material change definition | Material changes are referenced as major changes to index rules, but the document does not define the criteria for materiality. | 指数规则修订涉及的重大变更应事先征求市场意见。From CSI The Primary Policy of Index Management ↗ |
The rulebook requires market consultation for material index-rule changes but does not state a definition or criteria for materiality. |
| Consultation procedure | Material changes are consulted with the market before implementation; Category I indices normally use public consultation, non-Category I indices normally use targeted consultation, and targeted scope must match the index's actual impact. | 其中，一类指数1的重大变更原则上采用公开征求意见的形式，若采用定向方式的，征求范围应与指数的实际影响相适应；非一类指数的重大变更原则上采用定向征求意见的形式。From CSI The Primary Policy of Index Management ↗ |
CSI conducts prior market consultation for material changes, normally publicly for Category I indices and on a targeted basis for other indices, with targeted scope aligned to impact. |
| Notice period | 1 business day | 第十七条 指数规则的修订根据指数分类不同须在正式实施前至少一个交易日于公司官网进行公告，公告内容包括指数规则修订的背景、内容及实施时间表。From CSI Measures for the Implementation of Change of Index Methodologies ↗ |
Unless otherwise specified, rule revisions must be announced on the company website at least one trading day before formal implementation. |
| Error correction policy | Error definition: A published index level deviates from the correct level; Causes: data errors, maintenance errors, software or hardware technical failures, other causes; Older than six months: generally not handled; Within six months factors: impact of the error, index-linked products, time until the next index adjustment, index investability and replicability; Complex cases: CSI reserves the right to decide whether to recalculate the index or republish related data products | 指数错误指已向市场发布的指数点位与正确点位发生偏离。引起指数错误的原因包括但不限于：数据错误、维护错误、软硬件技术故障等。公司经过审慎评估，可能对指数错误进行修正，并遵循以下原则：如指数错误发现时距离发生已超过六个月，一般不予处理。From CSI The Primary Policy of Index Management ↗ |
Errors are deviations between published and correct levels; errors older than six months are generally not addressed, while newer errors are assessed by impact, linked products, timing, investability, and replicability, and complex cases may be recalculated or republished at CSI's discretion. |
| Change announcement | market disclosure before formal implementation of rule revisions, CSI Index Express, Exchanges, other third-party market-data publication systems, CSI website, CSI data service platform, notices to index clients for recalculation or republication | 指数规则修订经内部评审后，将在正式实施前向市场披露。From CSI The Primary Policy of Index Management ↗ |
CSI discloses rule revisions to the market before implementation, publishes levels through market-data systems and its website or data platform, and notifies clients for recalculations or republication. |
| Cessation policy | After prudent evaluation, CSI may terminate an index, meaning cessation of calculation, maintenance, and external publication; factors outside CSI's control may, in extreme cases, lead to termination. | 公司经过审慎评估后，可能会进行指数终止的操作，即终止指数的计算、维护和对外发布。From CSI The Primary Policy of Index Management ↗ |
An index may be terminated after prudent evaluation, stopping its calculation, maintenance, and external publication; extreme market, data, liquidity, environmental, or geopolitical factors may also result in termination. |
Open points · 30Model-written, for reference
- 1ISIN was not stated.
- 2Calculation agent, launch date, calculation currency, methodology version, methodology date, and benchmark type were not stated.
- 3Intended use, index limitations, explicit size segment, and factor exposures were not stated.
- 4Markets, exchanges, boards, security types, nationality rule, and explicit exclusions were not separately specified beyond the SSE 180 Index sample-space reference.
- 5Minimum trading history, minimum size, minimum free float, foreign room, voting rights, minimum price, financial screens, ESG exclusions, suspension treatment, and extreme-price screen were not stated.
- 6The liquidity rule provides a top-90% ranking threshold but does not state a buffer for existing constituents.
- 7No weighting scheme is specified.
- 8No free-float factor, share-count source, inclusion factor, or foreign ownership treatment is specified.
- 9No single-constituent, group, sector, or country weight cap is specified.
- 10No divisor adjustment rule for weight resets is specified.
- 11No tie-break rule is specified.
- 12No reserve list or ad-hoc replacement candidate pool is specified.
- 13No industry neutrality or balancing rule beyond third-level industry ranking is specified.
- 14No data cut-off or reference date rule for periodic reviews was stated.
- 15No announcement timing or disclosure channel for review results was stated.
- 16No separate rebalance frequency distinct from the constituent review was stated.
- 17No rank buffer, size-segment buffer, liquidity buffer for existing constituents, or maximum turnover per review was stated.
- 18No fast-entry rule for large new listings was stated.
- 19No reserve list or other replacement policy for ad hoc deletions was stated.
- 20No deletion price for removed or suspended securities was stated.
- 21No threshold for interim share or free-float changes was stated.
- 22The cited calculation and maintenance rules are not included.
- 23M9-指数计算 does not specify the formula type even though it presents an index calculation formula.
- 24M9-指数计算 does not specify the price source or treatment of securities without trades.
- 25M9-指数计算 does not specify calculation frequency or publication precision.
- 26M9-指数计算 does not specify price, gross total return, or net total return variants.
- 27M9-指数计算 does not specify withholding-tax basis or dividend treatment.
- 28M9-指数计算 does not specify market disruption, exchange closure, or recalculation and correction policies.
- 29No the calculation and return variants section text addresses governance, oversight, discretion, methodology review, consultation, notice, disclosure channels, constituent publication, or index cessation.
- 30Not coveredM7 Buffers and turnover control: not covered by this edition
Read by a language model (doubao-seed-2.1-pro) on 2026-10-03 · prompt 1.2 · schema 1 · 62 of 62 quotes found word for word in the PDF · includes general rules: Calculation Rules for Equity Indices v1.1, Free Float Rules for Equity Indices v1.1, Constituent Adjustment Rules for Equity Indices v1.2, The Primary Policy of Index Management v3.0, Measures for the Implementation of Change of Index Methodologies v3.0
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