Shanghai Stock Exchange and China Securities Index Co. have revised the
Shanghai–HK Stock Connect index methodology. Key changes: exclude securities
listed for under one year unless total market capitalization ranks in the top 10
of the relevant market or the issuer’s mainland-listed security has been listed
for at least one year; exclude securities with average daily turnover under HKD
5 mln over the past year; define monthly turnover as the median of daily
turnover rates within the month and exclude securities whose average monthly
turnover rate is below 0.1% over the past 12 months or the past three months,
unless the security’s average daily turnover over the past year exceeds HKD 50
mln.
