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Revising Index Methodology

Time:2024-08-26

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

CNI 1000 ESG Index: (1) change the index code from CN6006 to 980078, while the index name and short name will be changed to CNI 1000 ESG Index and CNIESG; (2) modify the index universe to constituents of CNI 1000 Index; (3) revise the selection method to remove the bottom 20% securities ranked by ESG scores in the CNI first-level industry, and select the remaining securities as index constituents; (4) change the review frequency to semi-annually; (5) adjust the weighting method to the weight of individual constituent no more than 10% and the weight of top 5 constituents no more than 40%.