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TIP IX0160 Index

TIP Customized Taiwan Dividend Highlight Index 臺灣優息存股指數

General rules (3) ↗

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Also known as: 臺灣優息存股指數 · IX0160 Index (Bloomberg) · IX0160 (TIP code)

Tracked by: 00907 (ETF)

  • Weighting schemeDividend yield
  • Review frequencyAnnual
  • Single cap10
  • Buffer24 / 36
  • Next dates
    • 2027-06 (month) data cutoff
FieldValueSource textReading (model)
M1 Identity, objective, classification · 14 fields
ESG partner 中華民國企業永續發展協會
臺灣指數公司與中華民國企業永續發展協會合作，使用永續報告書、年報、政府資訊及財務數據等公開資料，設計評鑑模型，產製「企業ESG 表現分數」Open p.1 ↗
 Taiwan Index Company cooperated with the British Office Taipei-supported Sustainable Development Association in designing the ESG evaluation model.
Target constituent count 30 securities
挑選30 檔上市股票，期作為存股概念標的Open p.1 ↗
 The index selects 30 listed stocks.
Weighting scheme Dividend yield weighted
運用股利率加權，編製臺灣指數公司特選臺灣優選入息存股指數Open p.1 ↗
 The index is weighted by dividend yield.
Index name Taiwan Index Company Select Taiwan Quality Dividend Stock Accumulation Index
運用股利率加權，編製臺灣指數公司特選臺灣優選入息存股指數(簡稱「臺灣優息存股指數」)，以表彰具本土市場特色，在永續發展、股利發放穩定及規模具代表性之上市股票的投資績效表現。Open p.1 ↗
 The document provides a full localized index name for the Taiwan Index Company Select Taiwan Quality Dividend Stock Accumulation Index, but no official English name.
Index short name 臺灣優息存股指數
編製臺灣指數公司特選臺灣優選入息存股指數(簡稱「臺灣優息存股指數」)Open p.1 ↗
 The index is abbreviated as Taiwan Quality Dividend Stock Accumulation Index.
Local index name 臺灣指數公司特選臺灣優選入息存股指數
編製臺灣指數公司特選臺灣優選入息存股指數(簡稱「臺灣優息存股指數」)Open p.1 ↗
 The localized index name is Taiwan Index Company Select Taiwan Quality Dividend Stock Accumulation Index.
Administrator 臺灣指數公司
臺灣指數公司與中華民國企業永續發展協會合作，使用永續報告書、年報、政府資訊及財務數據等公開資料Open p.1 ↗
 The index administrator is Taiwan Index Company.
Index family 臺灣指數公司特選系列
編製臺灣指數公司特選臺灣優選入息存股指數(簡稱「臺灣優息存股指數」)Open p.1 ↗
 The index belongs to the Taiwan Index Company select-index series as indicated by its localized naming.
Objective 以表彰具本土市場特色，在永續發展、股利發放穩定及規模具代表性之上市股票的投資績效表現。
以表彰具本土市場特色，在永續發展、股利發放穩定及規模具代表性之上市股票的投資績效表現。Open p.1 ↗
 The index measures the investment performance of listed stocks with local-market characteristics, sustainable development, stable dividends, and representative size.
Intended use stock-accumulation concept investment target
挑選30 檔上市股票，期作為存股概念標的Open p.1 ↗
 The index is intended to serve as a stock-accumulation concept investment target.
Market classification Domestic
指數母體：臺灣證券交易所上市普通股股票Open p.1 ↗
 The index covers domestic listed stocks in Taiwan.
Size segment Custom
規模指標：指數母體中發行市值前250 大之股票。Open p.2 ↗
 The size screen is a custom top-250 listed-market-capitalization pool rather than a standard large-, mid-, or small-cap classification.
Index family type Dividend yield
運用股利率加權，編製臺灣指數公司特選臺灣優選入息存股指數Open p.1 ↗
 The index uses dividend yield weighting and stable dividend-payment screens.
Factor exposures Yield, Quality
以企業ESG 表現結合公司獲利、股利配發為篩選條件，挑選30 檔上市股票，期作為存股概念標的；運用股利率加權Open p.1 ↗
 The index is exposed to dividend yield through yield weighting and to quality through profitability and ESG screens.
M2 Universe · 7 fields
Eligible universe Eligible universe
指數母體：臺灣證券交易所上市普通股股票；非屬經公告為變更交易方法或停止買賣股票者Open p.1 ↗
 The sampling universe is Taiwan Stock Exchange listed common stocks that are not subject to altered trading methods or suspension, subject to specified exceptions.
Suspension exception for share exchange Stocks suspended because new shares are exchanged due to capital reduction, conversion to a holding company, newly established company, or par-value change may remain in the universe.
但因減資或轉換為控股公司、新設公司或變更面額等原因換發新股票而停止買賣者仍可列入母體。Open p.1 ↗
 Stocks suspended because new shares are exchanged due to capital reduction, holding-company conversion, newly established company status, or par-value change may remain in the universe.
Sampling scope Consumer-necessity and business-cycle-related industries are selected, excluding primary foreign listings and the eight electronics-industry categories.
選取與景氣循環民生必需相關產業，利用其產業穩定性佳之特點Open p.1 ↗
 The sampling scope targets consumer-necessity and business-cycle-related industries and excludes primary foreign listings and the eight electronics-industry categories.
Markets Taiwan
指數母體：臺灣證券交易所上市普通股股票Open p.1 ↗
 The eligible universe covers stocks listed on the Taiwan Stock Exchange in Taiwan.
Exchanges 臺灣證券交易所
指數母體：臺灣證券交易所上市普通股股票Open p.1 ↗
 The universe is stocks listed on the Taiwan Stock Exchange.
Security types Common
指數母體：臺灣證券交易所上市普通股股票Open p.1 ↗
 The universe consists of common stocks listed on the Taiwan Stock Exchange.
Exclusions securities publicly announced as having altered trading methods, securities publicly announced as suspended from trading, primary foreign-listing company stocks, stocks in the eight categories of the electronics industry under Taiwan Stock Exchange industry classification
非屬經公告為變更交易方法或停止買賣股票者；但因減資或轉換為控股公司、新設公司或變更面額等原因換發新股票而停止買賣者仍可列入母體。Open p.1 ↗
 The universe excludes altered-trading-method stocks, suspended stocks, primary foreign-listing stocks, and stocks in the eight electronics-industry categories.
M3 Eligibility screens · 6 fields
ESG score screen New candidates threshold: latest Corporate ESG Performance Score in the top 60%; Existing constituents threshold: Corporate ESG Performance Score in the top 70%
ESG 指標：最近一期「企業ESG 表現分數1」位於前60%高；既有成分股之「企業ESG 表現分數」位於前70%高。Open p.2 ↗
 New candidates must have a latest Corporate ESG Performance Score in the top 60%, while existing constituents may remain if ranked in the top 70%.
Selection method After passing liquidity and indicator screens, stocks are ranked in descending order by free-float market capitalization and the top 30 are selected.
排序方式：通過流動性檢驗及指標篩選後，以自由流通市值遞減排序並選取排名前30 名之股票。Open p.2 ↗
 After passing liquidity and indicator screens, stocks are ranked in descending order by free-float-adjusted market capitalization and the top 30 are selected.
Free float turnover alternative Metric: Turnover rank (%); Window: most recent 12 months; Threshold: free-float turnover of at least 3% in at least 8 months
最近12 個月中，至少有8 個月自由流通週轉率達3%。Open p.2 ↗
 A stock may alternatively pass the liquidity screen if its free-float turnover is at least 3% in at least eight of the most recent 12 months.
Liquidity screen Metric: Average daily value; Window: most recent 3 months; Threshold: average daily trading value of at least TWD 10,000,000; alternatively, free-float turnover of at least 3% in at least 8 of the most recent 12 months
流動性檢驗：滿足以下任一條件視為通過流動性篩選： a. 最近3 個月日平均成交金額達新臺幣1,000 萬元。Open p.2 ↗
 A security passes liquidity screening if its average daily trading value over the most recent three months is at least NT$10 million, or if its free-float turnover is at least 3% in at least eight of the most recent 12 months.
Minimum size Metric: Full market cap; Threshold: ranked among the 250 largest stocks by issued market capitalization in the index universe
規模指標：指數母體中發行市值前250 大之股票。Open p.2 ↗
 Candidates must be among the 250 largest stocks by issued market capitalization in the index universe.
Financial screens The company must have paid cash dividends in each of the most recent three years., Earnings per share must be positive in each of the most recent three years.
股利發放指標：最近三年皆發放現金股利。 d. 公司獲利指標：最近三年每股盈餘皆為正。Open p.2 ↗
 Candidates must have paid cash dividends in each of the most recent three years and had positive earnings per share in each of those three years.
M4 Selection and constituent count · 1 field
Minimum free float factor for selection 10%
1. 自由流通量係數若低於10%，則不納入成分股採樣。Open p.4 ↗
 Securities whose free-float factor is below 10% are excluded from constituent selection.
M5 Weighting and capping · 7 fields
Individual weight relative liquidity cap Multiple: 5; Metric: Free float market capitalization share plus three month average trading value share divided by 2
b. 個別成分股權重不得超過以下指標的5 倍：自由流通市值占比+近3 個月平均成交金額占比2Open p.2 ↗
 Each constituent's weight may not exceed five times the average of its free-float market-capitalization share and its three-month average trading-value share.
Free float factor update timing Updated on the effective date of the periodic constituent review using the latest data.
2. 配合成分股定期審核生效日，更新自由流通量係數。Open p.4 ↗
 The free-float factor is updated on the effective date of scheduled constituent reviews.
Free float factor source Taiwan Index Corporation free-float factor compilation rules, latest data
3. 自由流通量係數依據臺灣指數公司「自由流通量係數編製規則」產製之最近期數據更新。Open p.5 ↗
 The free-float factor is based on the latest data produced under Taiwan Index Corporation's free-float factor compilation rules.
Weighting scheme Dividend yield
1. 股利率加權；股利率計算如下：最近四季現金股利總和審核資料截止日價格Open p.2 ↗
 The index is weighted by dividend yield, calculated as the sum of the most recent four quarters' cash dividends divided by the price as of the review data cutoff date.
Free float factor Method: Free float
1. 自由流通量係數若低於10%，則不納入成分股採樣。Open p.4 ↗
 Free-float factors are used and updated from the issuer's free-float methodology data; factors below 10% make a security ineligible.
Weight cap 10%
a. 個別成分股權重不得超過10%。Open p.2 ↗
 No individual constituent may have a weight greater than 10%.
Divisor adjustment rule Market-capitalization reference indices adjust the divisor while leaving coefficient products unchanged; investable and Smart Beta indices may adjust coefficient products or the divisor according to indexing-investment needs.
「市值參考型指數」係傳統的市場參考指標，主要反映指數成分股價格波動所造成的發行市值消長，為避免僅因企業活動改變指數市值而導致指數斷層的不連續現象，採調整指數除數但係數乘積不變的方式，以維持指數的連續性From TIP Corporate Actions and Events Methodology ↗
 To maintain index continuity, market-capitalization reference indices adjust the divisor without changing coefficient products, while market-capitalization investable and Smart Beta indices assess practical indexing needs and adjust coefficient products or the divisor.
M6 Review and rebalance schedule · 8 fields
Fixed constituent count 30 constituents
每次定期審核後選取固定的成分股數目30 檔。Open p.4 ↗
 Each regular review selects a fixed count of 30 constituent securities.
Divisor maintenance data The divisor is maintained using closing data on the trading day immediately before the regular review effective date.
指數除數維護方式，採成分股定期審核生效日前一交易日收盤資料，計算新成分股組合與原成分股組合之指數市値差異作為異動指數市值。Open p.4 ↗
 Index divisor maintenance uses closing data from the trading day before the regular review effective date to calculate market-capitalisation changes.
Insufficient history data combination For a holding or newly formed company with insufficient review data, data from a qualifying representative company or exchanged stock may be combined.
控股公司或新設公司定期審核使用之成分股篩選資料期間不足者，如轉換股份之代表公司符合採樣母體資格，得合併採用該代表公司或股票之資料。Open p.4 ↗
 If a holding or newly formed company lacks sufficient screening history for the regular review, data from its representative company or stock may be combined if that representative qualifies for the sampling universe.
Review frequency Annual
每年1 次進行成分股定期審核，以6 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗
 Constituents undergo a regular review once per year.
Review types Annual review, Ad hoc
每年1 次進行成分股定期審核，以6 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗
 The index has an annual regular constituent review and may make non-scheduled constituent adjustments.
Review months June
每年1 次進行成分股定期審核，以6 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗
 The annual review uses the seventh trading day of June as its review reference date.
Data cutoff rule Review data are cut off at the last trading day of the month preceding the June review reference date.
每年1 次進行成分股定期審核，以6 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗
 For the annual review, review data are as of the last trading day of the preceding month.
Effective date rule Regular review results take effect five trading days after the review reference date.
成分股定期審核結果，於審核基準日之後，間隔5 個交易日後生效。Open p.4 ↗
 Constituent changes from the regular review become effective five trading days after the review reference date.
M7 Buffers and turnover control · 2 fields
Buffer candidate selection If the processed count is not 30, ranks 25 through 36 are candidate constituents, with existing constituents prioritised by rank.
處理後，若成分股檔數不是30 檔，則將排名第25 至36 名視為候選成分股，以現有成分股優先，按排名挑選成分股。Open p.4 ↗
 After applying the buffer, if there are not 30 constituents, stocks ranked 25 to 36 become candidates and existing constituents are selected first in rank order.
Buffer zone Entry rank: 24; Exit rank: 36
排名在第24 名以內之股票即納入成為指數成分股，現有成分股若排名在第36 名之後則從指數成分股中刪除Open p.4 ↗
 Stocks ranked within 24 enter the index, while existing constituents ranked below 36 are removed.
M8 Corporate actions, IPOs, ad-hoc changes · 4 fields
Replacement policy None
成分股若因此刪除，則不予遞補。Open p.4 ↗
 If a constituent is removed because of a non-scheduled corporate-action adjustment, it is not replaced.
Corporate actions guide ref TIP 指數系列企業活動處理通則
成分股不定期調整、係數乘積、發行股數、指數除數等維護，依本公司「TIP 指數系列企業活動處理通則」辦理Open p.4 ↗
 Non-scheduled constituent adjustments, coefficient products, outstanding shares, and index divisor maintenance follow the TIP Index Series Corporate Action General Rules.
Ad-hoc deletion Delisting, Risk warning, Acquisition, Other
被合併公司終止上市上櫃日From TIP Corporate Actions and Events Methodology ↗
 Constituents may be deleted ad hoc on delisting or cessation that removes index-universe eligibility, persistent changed trading methods, and merger-related termination; the document also includes an other-event category.
Merger spinoff rules Merger acquisition: Treatment depends on whether the acquirer is a constituent and whether consideration is cash, newly issued shares, or mixed cash and shares; acquired constituents are deleted at termination, retained market value is used during suspension, and acquirer shares or coefficients are adjusted as specified; Spin off: Spin-offs are treated according to whether the spun-off new or existing company belongs to the index universe and sampling universe; if it qualifies, it may be added, otherwise the split constituent is deleted or retained with reduced shares and divisor adjustment
合併公司全數以現金收購合併成分股公司或非成分股公司From TIP Corporate Actions and Events Methodology ↗
 Mergers and acquisitions are handled according to the acquirer's constituent status and the form of consideration, with acquired constituents deleted, retained values carried through suspension, and shares, coefficients and divisors adjusted by the applicable branch. A constituent spin-off may result in deletion, retention with a reduced share count, or inclusion of the spun-off company depending on index-universe and sampling-universe eligibility.
M9 Calculation and return variants · 14 fields
Administrator 臺灣指數公司
臺灣優息存股指數分「價格指數」 (Price Index)、「報酬指數」 (Total Return Index)，由臺灣指數公司負責編製，委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗
 Taiwan Index Company compiles the index.
Calculation agent 臺灣證券交易所
由臺灣指數公司負責編製，委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗
 The Taiwan Stock Exchange is entrusted with calculation and real-time information transmission.
Base date 2021-12-17
註1：基期設定為2021 年12 月17 日，基準指數設定為5000 點。Open p.4 ↗
 The base date is set as 17 December 2021.
Base value 5,000 points
註1：基期設定為2021 年12 月17 日，基準指數設定為5000 點。Open p.4 ↗
 The base index level is set at 5,000 points.
Real time start date 2022-01-24
臺灣優息存股指數自2022 年1 月24 日起，於臺灣證券交易所交易Open p.2 ↗
 Real-time calculation during Taiwan Stock Exchange trading hours began on 24 January 2022.
Shares input Issued shares
𝑠𝑖,𝑡=成分股i 在t 日的發行股數Open p.3 ↗
 The market capitalisation formula uses each constituent's issued shares.
Formula type Divisor
指數= 指數市值 × 基準指數指數除數Open p.3 ↗
 The index is calculated using an index divisor applied to index market capitalisation.
Price source Latest trade price
時間內，每隔五秒以成分股最新成交價格計算及公布即時指數一次，並於每日收盤後計算一次收盤指數。Open p.2 ↗
 Intraday index values use constituents' latest transaction prices.
Calculation frequency Real time interval seconds: 5; Closing calculation: Yes; Total return closing calculation: Yes
時間內，每隔五秒以成分股最新成交價格計算及公布即時指數一次，並於每日收盤後計算一次收盤指數。Open p.2 ↗
 The real-time price index is calculated every five seconds during exchange trading hours, with a closing value once daily; the total return index is calculated and published once after the close.
Return variants PR, GTR
臺灣優息存股指數分「價格指數」 (Price Index)、「報酬指數」 (Total Return Index)，由臺灣指數公司負責編製，委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗
 The index series includes a price index and a total return index reflecting cash dividends.
Dividend treatment The total return index adjusts for cash dividends to reflect returns including cash dividends.
就臺灣優息存股指數考量現金股利因素後加以調整，用以反映包含現金股利之報酬，該指數於每日收盤後計算並公布一次。Open p.3 ↗
 The total return index incorporates cash dividends to represent total return including cash distributions.
Divisor adjustment Post close constituent changes, Corporate actions under smartbeta rules
收盤後成分股依本公司「TIP 指數系列企業活動處理通則」SmartBeta 投資型指數調整指數除數以維持指數連續性，調整方式如下：指數除數= 前1 日指數除數前1 日收盤之指數市值± 異動指數市值) × (前1 日收盤之指數市值Open p.3 ↗
 After the close, the divisor is adjusted for constituent changes and corporate-action treatment under the TIP SmartBeta corporate-action rules to maintain index continuity.
Market disruption rule If the TWSE centralised market cannot open normally or is closed, index calculation and publication stop.
若證交所有價證券集中交易市場（以下稱：集中市場）因故無法正常開市或休市，指數將停止計算發布。From TIP General Principles for TIP Securities Indices ↗
 Index calculation and publication are stopped when the Taiwan Stock Exchange centralised market is unable to open normally or is closed.
Recalculation policy Missed intraday real-time indices are not recalculated after a real-time calculation or publication system failure., Affected daily closing indices after a major-emergency suspension are recalculated within five trading days after operations resume.
若指數發生3.3.2 之情事，將不會回溯計算發布遺漏的盤中即時指數。From TIP General Principles for TIP Securities Indices ↗
 Missed intraday real-time values are not back-calculated, whereas closing values affected by a major-emergency suspension are retrospectively calculated and corrected.
M10 Governance, change policy, disclosure · 9 fields
General rules reference 臺灣指數公司有價證券指數通則
指數編製、維護及管理等原則，參閱「臺灣指數公司有價證券指數通則」。Open p.1 ↗
 Index compilation, maintenance, and management principles refer to Taiwan Index Company's general rules for securities indices.
Corporate actions reference TIP 指數系列企業活動處理通則 SmartBeta 投資型指數
使用之係數依本公司「TIP 指數系列企業活動處理通則」SmartBeta 投資型指數所定Open p.3 ↗
 Coefficients and divisor adjustments follow the TIP Index Series corporate-action handling rules for SmartBeta investment-type indices.
Records retention Taiwan Index Company will retain closing market capitalisation records for all constituents.
臺灣指數公司將保存所有成分股的收盤市值紀錄。Open p.1 ↗
 Taiwan Index Company maintains closing market capitalisation records for all constituent stocks.
Oversight body 臺灣指數公司
由臺灣指數公司負責編製，委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗
 Taiwan Index Company is responsible for compiling, periodically reviewing, and maintaining the index under its index compilation rules.
Discretion points handling urgent situations not covered or not clearly governed by the rules, deciding whether to terminate an index, final decision on changes to individual index compilation rules, adjusting weight-cap parameters when weights total less than 100%, shortening the announcement period for methodology changes in specified circumstances
又必須及時處理時，其處理方式的任何決定，本公司將基於指數能符合公正、公平、公開的原則下進行決策。From TIP General Principles for TIP Securities Indices ↗
 The company may decide treatment of unforeseen urgent matters, determine whether to terminate indices, make final decisions on methodology changes, and adjust weight-cap parameters or notice periods in specified situations.
Methodology review frequency The general rules are reviewed from time to time; the committee normally meets twice per year.
本指數通則由本公司不定期審視，以期能持續實現指數之編製目標From TIP General Principles for TIP Securities Indices ↗
 The general rules are reviewed irregularly, while the Index Compilation Committee is normally convened twice per year.
External review The Index Compilation Committee is consulted on content formulation and major changes to the general rules.
內容制定或任何重大變更將向指數編製委員會徵詢意見，作為擬訂或增修之參考。From TIP General Principles for TIP Securities Indices ↗
 Opinions are sought from the Index Compilation Committee when formulating the rules or making any material changes.
Change announcement Taiwan Index Company website, technical notices, press releases, notifications to authorised clients
授權發行金融商品之指數，編製規則修改將於新編製規則生效前於本公司網站公告技術通知。From TIP General Principles for TIP Securities Indices ↗
 Results, rules, changes and emergency responses are disclosed on the company website, through technical notices or press releases, and by notifications to authorised clients.
Cessation policy insufficient number of constituents, incomplete or unreliable data required for periodic review, changes in market environment, regulations or potential constituents making the objective difficult to achieve, a customised index's original purpose no longer exists or there is no practical application demand
指數終止編製發布之啟動事由，包含但不限於下列情事；本公司經審慎評估後，決定指數是否終止編製發布。指數成分數量不足From TIP General Principles for TIP Securities Indices ↗
 An index may be terminated after careful assessment when constituents are insufficient, review data are incomplete or unreliable, market or regulatory changes prevent achievement of its objective, or a customised index has no purpose or demand.

Open points · 36Model-written, for reference

  1. 1Official English index name not explicitly stated.
  2. 2Vendor index code, ISIN, and third-party tickers such as Bloomberg, Refinitiv, or Wind not stated.
  3. 3Calculation agent if different from the administrator not stated.
  4. 4Parent index, launch date, base date, base value, calculation currency, methodology version, and methodology date not stated.
  5. 5Benchmark regulatory status not stated.
  6. 6Stated index limitations not found.
  7. 7Listing boards or market segments not specified beyond Taiwan Stock Exchange listing.
  8. 8Company nationality assignment rule not stated beyond the exclusion of primary foreign-listing company stocks.
  9. 9Minimum listing or trading-history requirement not stated.
  10. 10Minimum free-float percentage not stated.
  11. 11Minimum foreign room, voting-rights, and share-price screens not stated.
  12. 12Business, controversy, or ESG exclusion list beyond the ESG performance ranking is not stated.
  13. 13Treatment of suspended securities during scheduled reviews is not separately stated, apart from the universe exception for share exchanges.
  14. 14Abnormal-price screen not stated.
  15. 15Selection method, ranking metrics, target constituent count, tie-breaking, industry neutrality, and reserve list are not stated.
  16. 16Whether the 10% individual weight cap is enforced at review only or continuously is not stated.
  17. 17Domestic inclusion factor, foreign ownership treatment, sector or country caps, shares outstanding source, and divisor adjustment rules are not stated.
  18. 18The provided dividend-yield formula appears to lack an explicit division operator between total cash dividends and cutoff-date price.
  19. 19No announcement timing or publication channel for review results was stated.
  20. 20No weight rebalancing frequency separate from the annual review was stated.
  21. 21No frequency for resetting capped or factor weights was stated.
  22. 22No size-segment buffer was stated.
  23. 23No relaxed liquidity threshold for existing constituents was stated.
  24. 24No maximum turnover per review was stated.
  25. 25No fast-entry rule for large new listings was stated.
  26. 26No explicit triggers for ad hoc deletion, such as delisting, suspension, acquisition, or bankruptcy, were listed.
  27. 27No detailed merger, acquisition, or spin-off treatment rules were provided beyond the referenced corporate-actions guide.
  28. 28No deletion price rule was stated.
  29. 29No threshold for implementing share or free-float changes between reviews was stated.
  30. 30M9/M10 do not state the number of decimal places in the published index level.
  31. 31M9/M10 do not state a net total return variant or withholding tax basis.
  32. 32M9/M10 do not specify treatment when the market is closed, suspended, or disrupted.
  33. 33M9/M10 do not state a recalculation, error correction, or restatement policy.
  34. 34M9/M10 do not identify a separate oversight committee or discretionary decision points.
  35. 35M9/M10 do not state a methodology review frequency, external review process, consultation procedure, material-change definition, or notice period.
  36. 36M9/M10 do not specify disclosure channels, constituent-list publication frequency, or an index cessation policy.

Read by a language model (doubao-seed-2.1-pro) on 2026-10-04 · prompt 1.3 · schema 1 · 72 of 72 quotes found word for word in the PDF · includes general rules: General Principles for TIP Securities Indices v1.1.2, TIP Corporate Actions and Events Methodology v2.3.7

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