Information Service Handbook

Transcription

1 China Securities Index Co., Ltd. Information Service Handbook Inaugurated on Aug 25th, 2005 by the Shanghai Stock Exchange and the Shenzhen Stock Exchange, China Securities Index Co., Ltd (CSI) is a professional institution specializing in the creation and management of securities indices and index-related derivative services. Currently, as the owner and administrator of the CSI 300 index, which is the most recognized index in China and will become the underlying index of the soon-to-be Chinese Index Future, CSI has launched a series of other indices such as size indices, sector indices, bond indices, style indices and some customized indices. In addition, CSI was authorized by the Shanghai Stock Exchange and will be authorized by the Shenzhen Stock Exchange to maintain and market their indices. To better our services, we made this information service handbook to introduce our information and data service. Any question, please contact us freely. Add: China Securities Index Co., Ltd. 13th Floor, 308 Jinkang Road, Pudong Shanghai, China, Tel: Fax: csindex@sse.com.cn Website: 1

2 CSI CSI Size CSI Sector CSI Style CSI Thematic CSI Strategy CSI Overseas I. Index List (partial ones listed only) 1. CSI Index Local Vendor Reuters Bloomberg CSI 300 Index / CSI300 SHSZ300 CSI 100 Index / CSI100 SHCSI100 CSI 200 Index / CSI200 SH CSI 500 Index / CSI500 SH CSI 700 Index / CSI700 SH CSI 800 Index / CSI800 SH CSI Free Float Index / CSIFFI SHSEFF CSI 300 Energy Index / CSI300EN SH CSI 300 Materials Index / CSI300MT SH CSI 300 Industrials Index / CSI300IN SH CSI 300 Consumer Discretionary Index / CSI300CD SH CSI 300 Consumer Staples Index / CSI300CS SH CSI 300 Health Care Index / CSI300HC SH CSI 300 Financials Index / CSI300FS SH CSI 300 Information Technology Index / CSI300IT SH CSI 300 Telecommunication Services Index / CSI300TS SH CSI 300 Utilities Index / CSI300UT SH CSI 300 Growth Index / CSI300GI SH CSI 300 Value Index / CSI300VI SH CSI 300 Relative Growth Index / CSI300RGI SH CSI 300 Relative Value Index / CSI300RVI SH CSI Central State-owned Enterprises Composite Index / SH CSI Central State-owned Enterprises 100 Index / SH CSI Dividend Index / SH CSI RAFI 50 Index / SH CSI HK 100 Index (HKD) H11100.CSIHK100 CSIHHK CSI HK 100 Index (CNY) H11101.CSIHK100CN CSIHCN CSI Overseas Mainland Enterprises ex HK RMB Index H11102 CSICN02P CSI HK Mainland Enterprises RMB Index H11103 CSICN03P CSI Overseas Mainland Enterprises RMB Index H11104 CSICN04P CSI Overseas Enterprises ex Taiwan RMB Index H11105 CSICN05P CSI Great China Enterprises ex Taiwan RMB Index H11106 CSICN06P CSI Overseas Mainland Enterprises ex HK USD Index H11112 CSICN12P CSI Overseas Mainland Enterprises USD Index H11114 CSICN14P CSI Overseas Enterprises ex Taiwan USD Index H11115 CSICN15P CSI Great China Enterprises ex Taiwan USD Index H11116 CSICN16P CSI HK Mainland Enterprises HKD Index H11123 CSICN23P CSI Overseas Mainland Enterprises HKD Index H

3 CSI Fund CSI Bond CSI Customized CSI Overseas Enterprises ex Taiwan HKD Index H11125 CSI Great China Enterprises ex Taiwan HKD Index H11126 CSI Open-end Fund Index H11020.CSIFI CSIFUND CSI Stock Fund Index H11021.CSISFI CSISFUN CSI Hybrid Fund Index H11022.CSIHFI CSIHFUN CSI Bond Fund Index H11023.CSIBFI CSICBFUN CSI ETF Index H11024 CSI Money Fund Index H11025 CSI QDII Fund Index H11026 CSI Aggregate Bond Index H11001.CSIABI CSIABON CSI Aggregate Bond (1-3) Index H11002.CSI3YABI CSICAB1 CSI Aggregate Bond (3-7) Index H11003.CSI7YABI CSICAB2 CSI Aggregate Bond (7-10) Index H11004.CSI10YABI CSICAB3 CSI Aggregate Bond (10+) Index H11005.CSILTABI CSICAB4 CSI Treasury Bond Index H11006.CSIATSYI CSIGBOND CSI Financial Bond Index H11007.CSIASOVI CSICFBON CSI Corporate Bond Index H11008.CSIACORI CSICBOND CSI Universal Bond Index H11009 CSI 1 Bond Index H11010 CSI Central Bank Note Index H11011 CSI Central Bank Note 1 Index H11012 CSI Central Bank Note (1-3) Index H11013 CSI Short Term Note Index H11014 CSI Short Term Bond Index H11015 CSI Enterprise Bond Index / SH CSI Detachable Convertible Bond Index / SH CSI Southern Well-off Industry Index / CSIWI SHSWOI CSI Everbright Sunshine Index H

4 SSE 2.SSE (Shanghai Stock Exchange) Index Local Vendor Reuters Bloomberg SSE 180 Index SSE180 SSE180 SSE Constituent SSE 50 Index SSE50 SSE50 SSE Mega-cap Index SSE Composite Index SSEC SHCOMP SSE New Composite Index SSECI SHNCOMP SSE A Share Index SSEA SHASHR SSE B Share Index SSEB SHBSHR SSE Composite SSE Industrial Index SSEI SHINDU SSE Commercial Index SSEM SHCOMM SSE Real Estate Index SSEP SHPROP SSE Utilities Index SSEU SHTIL SSE Conglomerate Index SSEN SHCNG SSE Medium Enterprises Composite Index SH SSE Energy Sector Index SH SSE Material Sector Index SH SSE Industry Sector Index SH SSE Consumer Discretionary Sector Index SH SSE Sector SSE Consumer Staples Sector Index SH SSE Health Care Sector Index SH SSE Financials Sector Index SH SSE Information Technology Sector Index SH SSE Telecommunication Services Sector Index SH SSE Utilities Sector Index SH SSE 180 Growth Index SH SSE Style SSE 180 Value Index SH SSE 180 Relative Growth Index SH SSE 180 Relative Value Index SH SSE Dividend Index SSEDI SSEDIV SSE 180 Financial Index SH SSE Corporate Governance Index SSECORP SSE Thematic SSE 180 Corporate Governance Index SH SSE 180 Infrastructure Index SH SSE 180 Natural Resource Index SH SSE 180 Transportation Index SH SSE Central State-owned Enterprises 50 Index SH SSE Fund SSE Fund Index SSFD SHFUND SSE Government Bond Index SSEBI SH SSE Bond SSE Corporate Bond Index SSECBI SH SSE Enterprise Bond Index SH SSE Detachable Convertible Bond Index SH

5 II. Data Details 1.CSI Industry Classification Each file is based on one index and contains securities code, securities name, securities English name, listed exchange, the CSI 1 st, 2 nd industry and industry code the securities belongs to. 2.CSRC Industry Classification Each file is based on one index and contains the index s effective date, securities code, securities name, securities English name, listed exchange, CSRC industry and CSRC industry (full) code, name and English name the securities belong to. 3.Index Constituents List Each list is based on one index and has one Excel Sheet. The Sheet contains each constituent s code, name and English name of that index and the exchange it belongs to over certain periods. 4.Index Close Price Each file is based on one index and contains the index s trading date, index code, index name, index English name, historical open, high, low and close prices, price change, price change in percentage, trading volume and trading value, the index s market capitalization (million), number of the constituents, P/E Ratio1(total shares weighted) and P/E Ratio2(adjusted shares weighted), dividend yield1(total shares weighted) and dividend yield2(adjusted shares weighted). The calculation methods of these P/E Ratios and dividend yields can be found on 5.Constituents Close Weights Each file is based on one index and contains the trading date, the index s code, name and English name, each constituent s code, name and English name, listed exchange, close price, total shares, categorized free-float shares, weight factor, total market capitalization, categorized free-float market capitalization, close weight in the index (%), CSRC industry and CSRC industry (full) code, name and English name the constituent belongs to, the CSI 1 st and 2 nd industry code, name and English name the constituent belongs to. And part of files contain the name and English name of the index it belongs to. 6.Constituents Open Weights for Next Trading Day Each file is based on one index and contains effective date, each constituent s code, listed exchange, name, English name, total shares, categorized inclusion factor (%), categorized free-float shares, weight factor, close price, each constituent s reference open price for next trading 5

6 day, total market capitalization, categorized free-float market capitalization, weight in the index for the next trading day (%), CSRC industry and CSRC industry (full) code, name and English name the constituent belongs to, and the CSI 1 st and 2 nd industry code, name, English name the constituent belongs to. 7.Securities to Be Included Each file is based on one index and contains the list of stocks to be added into that index, each stock s code, listed exchange, name and English name, total shares, categorized inclusion factor (%), categorized free-float shares, weight factor, close price, reference open price for the next trading day, total market capitalization, categorized free-float market capitalization, and the CSI 1 st, 2 nd industry code, name and English name the constituent belongs to. It also contains the dates when these stocks will be added into the index and be effective. 8.Divisor Adjustment Each file is based on one index and contains the date when the new divisor will be effective, the index code, name and English name, old divisor, and new divisor. 9.CSI Bond Index (1) Interest rate structure data includes: year, spot rate (%), yield to maturity (%) and forward rate (%). (2) Latest index constituent data includes: constituent code, constituent name, market, number of markets, code in inter-bank, name in inter-bank, listed date in inter-bank, code in Shanghai, name in Shanghai, listed date in Shanghai, code in Shenzhen, name in Shenzhen, listed date in Shenzhen, bond credit type (treasury bond, financial bond and corporate bond), credit type (Eng.), bond analysis type (fixed interest bond, puttable bond and callable bond ), analysis type (Eng.), YTM on bond s calculation price, duration on bond s calculation price, modified duration on bond s calculation price, convexity on bond s calculation price, bond s trading volume, bond s settlement turnover and bond s accrued interest. (3) History index constituent data includes: constituent code, constituent name, market, listed date, number of markets, code in inter-bank, name in inter-bank, listed date in inter-bank, code in Shanghai, name in Shanghai, listed date in Shanghai, code in Shenzhen, name in Shenzhen, listed date in Shenzhen, bond credit type (treasury bond, financial bond and corporate bond), credit type (Eng.), bond analysis type (fixed interest bond, puttable bond and callable bond ), analysis type (Eng.), bond issue date, coupon rate, issue price, amount outstanding, value date, maturity date, issue term, remaining years to maturity, remaining days to maturity and coupon payment. (4) Latest index quotation data includes: trading date, index code, index name, index English name, index price, index price change in percentage, trading volume of all the index constituents, settlement turnover of all the index constituents, modified duration, convexity and YTM. 6

7 (5) History index quotation data includes: trading date, index code, index name, index English name, index price, index price change in percentage, trading volume of all the index constituents, settlement value of all the index constituents, modified duration, convexity, YTM, duration, number of constituents, average price of all constituents, net price based on clean price of all constituents and interest & interest-reinvestment index price based on par value. 17.CSI Fund Index (1) Index constituent data includes: trading date, fund code, subscription code, fund name, fond type and fund type English name. (2) Index quotation data includes: trading date, index code, index name, index English name, historical close price, price change and price change in percentage. 7

8 III. Data Access Currently, CSI provides the above information through CSI s data platform, , or its website( Some of this service may involve additional fees. For more information, please contact us directly. Note:The above service and data files are solely for clients internal use. If you have any question, please contact CSI for detailed information. CSI retains its rights to alter the contents, formats and transmission methods of the service and file data. 8