Shanghai Stock Exchange: Revision of the Compilation Scheme for the SSE 380 Index

Shanghai Stock Exchange Announcement: In order to further improve the investability of the index, the Shanghai Stock Exchange and China Securities Index Co., Ltd have decided to revise the compilation scheme of the SSE 380 Index. The revisions include: revising the index sample space to be the same as the SSE 180 Index; adding investability screening criteria: securities with an average daily trading volume ranking in the top 90% of the sample space over the past year; adding ESG screening criteria: excluding securities of listed companies with China Securities ESG evaluation results at C or below; revising the index sample selection method: selecting securities from non-SSE 180 Index samples with an average daily total market value ranking below 160 in the sample space over the past year, and selecting securities with an average daily total market value ranking below 380 as index samples; adding weight constraints: individual sample weights should not exceed 10%, and the combined weight of the top five samples should not exceed 40%. The remaining parts of the index compilation scheme remain unchanged.