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Revising Index Methodology

Time:2024-04-11

In order to enhance the index investability, Shenzhen Securities Information Co., Ltd. decides to revise existing index methodology. The details are as follows:

1. Change the index code from CN6011 to 980072, while the index name and short name will be changed to CNI Biological Agriculture Index and CNIBAI.

2. Modify the index universe to “Company business classified as biological breeding, biological pesticides, biological fertilizer, biological feed, biological veterinary drugs, veterinary biological products and vaccines, biological food and other fields related to biological agriculture”.

3. Revise the selection method to “Remove bottom 10% securities by daily average trading value within the latest 6 months, select securities in the biological breeding field, then select remaining securities by total market cap in descending order, until the number of constituents reaches 80”.

4. Revise the buffer rule and the number of constituents adjusted.

5. Adjust the weighting method to “Set the weight of individual constituent in the biological breeding field no more than 15% and the total weight of those constituents no less than 60%, the weight of individual constituent in other fields no more than 5%, and the total weight of top 5 constituents no more than 60% in each periodic review”.