Wire flash
Shanghai Stock Exchange Revises Compilation Rules for SSE Composite Indices: Single Stock Weight Cap Set at 15%
Editorial responsibility
- No named human review is recorded for this page.
- Source reporting is collected, normalized, translated or condensed automatically when needed.
- Automatically published source-backed update
On September 24, the Shanghai Stock Exchange and CSI Index Co., Ltd. announced revisions to the compilation methodology of certain Shanghai composite indices, effective October 26, 2026. The revisions include two main changes: first, a new single-stock weight cap of 15% will be introduced to limit the influence of any one constituent. Second, the removal timing for risk-warning securities will be adjusted from the trading day following the second Friday of the month after the risk warning implementation date to the trading day following the second Friday of the month after the risk warning announcement date. All other aspects of the index compilation rules remain unchanged. The revision aims to improve index representativeness and risk management.
Source report
September 24 (Jin10 Data) — Following a review, the Shanghai Stock Exchange (SSE) and the China Securities Index (CSI) Company have decided to revise the compilation methodology for certain SSE composite indices. The revisions include the following:
- Introduction of a single-component weight cap: A new rule limiting the weight of any single constituent to a maximum of 15%.
- Adjustment of the removal timing for risk-warning securities: The removal date will be changed from "the next trading day after the second Friday of the month following the implementation date of the risk warning" to "the next trading day after the second Friday of the month following the date of the risk warning announcement."
All other aspects of the index compilation methodology remain unchanged.
The revised compilation rules for the aforementioned indices and their derivative indices will take effect on October 26, 2026.
Source
金十数据Neutral / independent
Part of this Story
CSI and SSE to cap single-stock weight at 15% and accelerate risk-warning removal from October 2026