Annualized Return (%) Volatility (%) Index Level 1M 3M 6M YTD 1Y 3Y 5Y 1Y 3Y 5Y 1Y 3Y 5Y 4,125.69 1.42 11.61 10.32 5.91 11.82 5.94 49.10 11.82 1.94 8.32 18.23 16.86 17.21 5,062.78 1.92 12.56 13.11 9.14 15.59 16.36 73.69 15.59 5.18 11.67 18.23 16.84 17.19 Year 1-Way Index Turnover (%) Return (%) Since Base Date CES SCHK100 127.57 TRI 186.32 Mar 2015 Sep 2015 Mar 2016 0.28 2.91 3.11 Average Constituent Market Value (HKD Billion) 70.42 Index Free Float Market Value (HKD Billion) 7,042.39 Market Turnover Coverage (%)* 54.98 Largest Constituent Market Value (HKD Billion) 795.25 Smallest Constituent Market Value (HKD Billion) 6.20 Dividend Yield (%) 3.06 Weight of Largest Constituent (%) 11.29 PE Ratio 11.98 Market Value Coverage (%)* 69.03 Jun 2016 2.15 Hightlights CES SCHK100 Comprises the top 100 Hong Kong -listed stocks eligible for Stock Connect , excluding stocks of companies with both A and H shares It is a unique Stock Connect-related index that tracks the Hong Kong stocks avaliable for the scheme's Southbound trading Free float-adjusted constituents reflect tradable share's performance Semi -annual rebalancing captures market movement while minimizing unnecessary chun - - - - Historical Performance Return and Volatility Index Turnover Index Fundamentals www.cesc.com Index Details Launch Date: 15 December 2014 Base Date: 31 December 2008 Base Index: 2,000 Review: Semi-annually (Jun & Dec) Dissemination: Real time at 5-second intervals Constituents: 100 Currency: HKD (real-time) & CNY (available end of day) Total Return Index: CNY & HKD (both available end of day) Information Vendor Codes AFE Solutions: 837505 Bloomberg: CES100 Infocast: CE100 Interactive Data: I:CES100 SIX financial Information: CES100 ThomsonReuters.CSICES100/.HKCES100 Hong Kong Mainland CapitalVue: CES100 East Money: CES100 Gildata: CES100 Great Wisdom : CES100 Hexin Flush: CES100 Shanghai Qianlong: CES100 Wind: CES100 Index Dissemination CESC Website: www.cesc.om CSI Website: www.csindex.com.cn HKEX Website: www.hkex.com.hk Contact Us Email: [email protected]0 2,000 4,000 6,000 8,000 10,000 0 2,000 4,000 6,000 8,000 10,000 CES SCHK100 (HKD) CES SCHK100 TRI (HKD) CES SHSC Index Series are reviewed semi-annually. Constituent changes and float share adjustment will be implemented in June and December every year. Source: CESC, SCI,as at 30 Sep 2016 * The index universe includes the HK stocks eligible for Stock Connect . Source: CESC, CSI, as at 30 Sep 2016 1 TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016 TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
14
Embed
China Exchanges Services Company Limited (CESC) - 20 00762 … · 2016-12-02 · TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016 DISCLAIMER Total 4,785.22 67.95 68.42
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Year
1-Way Index Turnover (%)
Return (%)
SinceBase Date
CES SCHK100 127.57
TRI 186.32
Mar 2015 Sep 2015 Mar 2016
0.28 2.91 3.11
Average Constituent Market Value (HKD Billion) 70.42
Index Free Float Market Value (HKD Billion) 7,042.39 Market Turnover Coverage (%)* 54.98
Largest Constituent Market Value (HKD Billion) 795.25
Smallest Constituent Market Value (HKD Billion) 6.20
Dividend Yield (%) 3.06 Weight of Largest Constituent (%) 11.29
PE Ratio 11.98 Market Value Coverage (%)* 69.03
Jun 2016
2.15
Hightlights CES SCHK100 Comprises the top 100 Hong Kong -listed stocks eligible for Stock Connect , excluding stocks of companies with both A and H shares It is a unique Stock Connect-related index that tracks the Hong Kong stocks avaliable for the scheme's Southbound trading Free float-adjusted constituents reflect tradable share's performance Semi -annual rebalancing captures market movement while minimizing unnecessary chun
- - - -
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 15 December 2014
Base Date: 31 December 2008
Base Index: 2,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 100
Currency: HKD (real-time) & CNY (available end of day)
Total Return Index: CNY & HKD (both available end of day)
CES SHSC Index Series are reviewed semi-annually. Constituent changes and float share adjustment will be implemented in June and December every year. Source: CESC, SCI,as at 30 Sep 2016
* The index universe includes the HK stocks eligible for Stock Connect . Source: CESC, CSI, as at 30 Sep 2016
1
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Year
1-Way Index Turnover (%)
CES China Cross Border Index Series are reviewed semi-annually. Constituent changes and float share adjustments are implemented in June and December every year. Source: CESC, CSI, as at 31 March 2016
*The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEx Source: CESC, CSI, as at 31 March 2016
3.16 2.61 3.19 2.33
5Y
20.54
20.52
Jun 2015 Dec 2015 Jun 2016
16.51
9.69
8682.74
745.18
8.31
8.58
CES 120
TRI
Dividend Yield (%)
Smallest Constituent Market Value (CNY Billion)
Average Constituent Market Value (CNY Billion) 72.36
Market Value Coverage (%)*
Market Turnover Coverage (%)*
PE Ratio (Times)
Index Free Float Market Value (CNY Billion)
Largest Constituent Market Value (CNY Billion)
40.00
Return (%)
SinceBase Date
150.33
240.71
Weight of Largest Constituent (%)3.19
4.22 6.21 3.41
Dec 2012 Jun 2013 Dec 2013 Jun 2014 Dec 2014
2.60
Hightlights Cross-border index designed to serve as an indicator of equity market development in Hong Kong, Shanghai and Shenzhen, as closer correlation in the performance of Mainland company stocks listed at Hong Kong Exchanges & Clearing Limited (HKEX), Shanghai Stock Exchange (SSE) and Shenzhen Stock Exchange (SZSE) is anticipated Comprised of stocks of 120 large-cap companies - 80 from among all A-share companies and 40 from the Mainland companies listed in Hong Kong - selected for their liquidity and index tradability Free float-adjusted constituents reflect tradable shares' performance Semi-annual rebalancing captures market movement while minimising unnecessary churn
- - - -
0
2,000
4,000
6,000
8,000
10,000
0
2,000
4,000
6,000
8,000
10,000
CES 120 TRI (CNY)
CES 120 (CNY)
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 10 December 2012
Base Date: 31 December 2004
Base Index: 2,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 120
Currency: CNY (real-time) & HKD (available end of day)
Total Return Index: CNY & HKD (both available end of day)
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
* The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEX. Source: CESC, CSI, as at 30 Sep 2016
CES SHSC Index Series are reviewed semi-annually. Constituent changes and float share adjustment will be implemented in March and September every year. Source: CESC, SCI,as at 30 Sep 2016
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
DISCLAIMER
119.65 1.26Total 5,213.51 55.01
20 601288 AGRI BANK OF CN Financials SHSE A
126.88 1.3419 00386 SINOPEC CORP Energy SEHK H 124.01 1.3118 600030 CITIC Financials SHSE A
128.75 1.3617 02628 CHINA LIFE Financials SEHK H 128.03 1.3516 600837 HAITONG SEC Financials SHSE A
147.80 1.5615 600000 PUDONG DEV Financials SHSE A 142.59 1.5014 00883 CNOOC Energy SEHK OTHER
151.94 1.6013 600519 MOUTAI Consumer Stap SHSE A 149.69 1.5812 601328 BANK OF COMM Financials SHSE A
185.66 1.9611 02318 PING AN Financials SEHK H 180.29 1.9010 600036 MERCHANTS Financials SHSE A
212.99 2.259 00002 VANKE Financials SZSE A 203.59 2.158 601166 IND BANK Financials SHSE A
254.66 2.697 600016 MINSHENG BANK Financials SHSE A 218.92 2.316 03988 BANK OF CHINA Financials SEHK H
370.04 3.905 01398 ICBC Financials SEHK H 362.14 3.824 601318 CN PING AN Financials SHSE A
5.231
3 00939 CCB Financials SEHK H 475.70 5.022 00941 CHINA MOBILE Tele Services SEHK OTHER
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Review Month
Index Turnover (%)
Smallest Constituent Market Value (CNY Billion) 1.94
Average Constituent Market Value (CNY Billion) 17.58
Index Free Float Market Value (CNY Billion) 4,921.69 Market Turnover Coverage (%)* 15.05
Largest Constituent Market Value (CNY Billion) 53.33
Dividend Yield (%) 1.61 Weight of Largest Constituent (%) 1.08
PE Ratio 19.13 Market Value Coverage (%)* 16.39
Jun 2016
15.07 16.33 12.45
Jun 2014 Jun 2015Dec 2014
13.07
Dec 2015
13.82
Return (%)
SinceBase Date
CES 280 189.64
TRI 244.37
Hightlights Designed to provide investors a measure of market performance for large and mid-cap Chines stocks listed in Shanghai, Hong Kong and Shenzhen Measure the overall performance of the next 200 largest A Shares ranked after the constituents of the CES A80 and listed on SSE or SZSE and the next 80 largest Mainland companies ranked after the constituents of the CES HKMI and listed on SEHK. Free float-adjusted constituents reflect tradable share's performance Semi -annual rebalancing captures market movement while minimizing unnecessary churn
- - - -
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 7 July 2014
Base Date: 31 December 2004
Base Index: 2,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 280
Currency: CNY (real-time) & HKD (available end of day)
Total Return Index: CNY & HKD (both available end of day)
CES China Cross Border Index Series are reviewed semi-annually. Constituent changes and float share adjustments are implemented in June and December every year. Source: CESC, CSI,as at 30 Sep 2016
* The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEX Source: CESC, CSI, as at 30 Sep 2016
0
2,000
4,000
6,000
8,000
10,000
12,000
0
2,000
4,000
6,000
8,000
10,000
12,000CES 280 (CNY)
CES 280 TRI (CNY)
1
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
DISCLAIMER
Total 755.29 15.35
31.44 0.6420 00423 DONG-E E-JIAO Health Care SZSE A 31.13 0.6319 00175 GEELY AUTO Consumer Disc SEHK OTHER
32.26 0.6618 01093 CSPC PHARMA Health Care SEHK OTHER 31.55 0.6417 06030 CITIC SEC Financials SEHK H
33.06 0.6716 02313 SHENZHOU INTL Consumer Disc SEHK OTHER 32.50 0.6615 300017 WANGSU SCI&TECH IT SZSE A
33.54 0.6814 02673 WESTERN SECURITI Financials SZSE A 33.14 0.6713 601099 PACIFIC SEC Financials SHSE A
34.86 0.7112 00503 SEARAINBOW IT SZSE A 34.08 0.6911 00063 ZTE Tele Services SZSE A
35.44 0.7210 00783 CHANGJIANG SEC Financials SZSE A 35.23 0.729 601377 INDUSTRIAL SEC Financials SHSE A
38.22 0.788 601009 BANK OF NANJING Financials SHSE A 37.30 0.767 01099 SINOPHARM Health Care SEHK H
44.32 0.906 601939 CONSTR BANK Financials SHSE A 39.76 0.815 01088 CHINA SHENHUA Energy SEHK H
48.15 0.984 02450 KANGDEXIN Materials SZSE A 46.57 0.953 600518 KANGMEI PHARM Consumer Stap SHSE A
1 01988 MINSHENG BANK Financials SEHK H 53.33 1.082 02018 AAC TECH IT SEHK OTHER 49.41 1.00
StockCodeRank Constituent Name Sector Exchange
Type ofShares*
Free FloatMarket Capitalisation
(CNY Billion)Weight
(%)
SEHK:The Stock Exchange of Hong Kong SSE: Shanghai Stock Exchange SZSE: Shenzhen Stock Exchange
www.cesc.com
*Type of shares classified as '' OTHER'' are shares listed on HKEX excluding H shares Source: CESC,CSI,as at 30 Sep 2016
Source: CESC, CSI, as at 30 Sep 2016
Top 20 Constituents by Weight
(No. of Constituents in brackets)
Weightings may not add up to the total due to rounding
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Year
1-Way Index Turnover (%)
Dividend Yield (%) Weight of Largest Constituent (%)
Market Value Coverage (%)*
Market Turnover Coverage (%)*
Return (%)
SinceBase Date
CES SHSC300 80.55
TRI 125.79
2.47
Mar 2015 Sep 2015 Mar 2016 Jun 2016
0.18 1.04
Average Constituent Market Value (CNY Billion) 53.06
Index Free Float Market Value (CNY Billion) 15,917.73 24.74
Largest Constituent Market Value (CNY Billion) 1034.23
Smallest Constituent Market Value (CNY Billion) 3.79
1.60
2.93 6.50
PE Ratio 11.02 58.60
Hightlights CES SHSC300 consists of the top 100 stocks by market capitalization (market cap) in each of the two Shanghai-Hong Kong Connect markets, plus the top 100 stocks by market cap in the Shenzhen market It is the first Stock Connect-related index to reflect the overall performance of Shanghai, Shenzhen and Hong Kong market, and will be adjusted after the launch of Shenzhen-Hong Kong Stock Connect Program Free float-adjusted constituents reflect tradable share's performance Semi -annual rebalancing captures market movement while minimizing unnecessary churn
- - - -
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 15 December 2014
Base Date: 31 December 2008
Base Index: 2,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 300
Currency: CNY (real-time) & HKD (available end of day)
Total Return Index: CNY & HKD (both available end of day)
CES SHSC Index Series are reviewed semi-annually. Constituent changes and float share adjustment will be implemented in June and December every year. Source: CESC, CSI,as at 30 Sep 2016
* The index universe includes the A shares and HK stocks eligible for the Stock Connect . Source: CESC, CSI, as at 30 Sep 2016
0
2,000
4,000
6,000
8,000
10,000
0
2,000
4,000
6,000
8,000
10,000
CES SHSC300 (CNY)
CES SHSC300 TRI (CNY)
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Year
1-Way Index Turnover (%) 4.50
Jun 2013 Dec 2013
Dividend Yield (%) 3.05 Weight of Largest Constituent (%) 7.32
PE Ratio 10.27 Market Value Coverage (%)* 32.84
Jun 2016Dec 2015
Average Constituent Market Value (CNY Billion) 63.18
Index Free Float Market Value (CNY Billion) 5,054.35 Market Turnover Coverage (%)* 9.23
Largest Constituent Market Value (CNY Billion) 370.04
Smallest Constituent Market Value (CNY Billion) 3.51
TRI 268.05
8.624.94 4.53 6.72 3.15 6.21
Jun 2014 Dec 2014 Jun 2015
Return (%)
SinceBase Date
CES A80 186.51
Hightlights Designed for Exchanges Traded Funds, or ETFs, futures and other index-linked products, and to help provide Renminbi Qualified Foreign Institutional Investors, or RQFIIs, and other investors with more choices to gain exposure in China's A-share market Aims to track the performance of major blue chips in China's A-share market Comprised of 80 of the largest and most liquid A-shares trading on the Shanghai and Shenzhen stock exchanges, which are the A-shares portion of the CES China 120 Index, or CES 120 Free float-adjusted constituents reflect tradable shares' performance Semi -annual rebalancing captures market movement while minimizing unnecessary churn
- - - - -
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 18 March 2013
Base Date: 31 December 2004
Base Index: 2,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 80
Currency: CNY (real-time) & HKD (available end of day)
Total Return Index: CNY & HKD (both available end of day)
CES China Cross Border Index Series are reviewed semi-annually. Constituent changes and float share adjustments are implemented in June and December every year. Source: CESC, CSI,as at 30 Sep 2016
* The index universe includes the A shares listed on SSE and SZSE Source: CESC, CSI, as at 30 Sep 2016
0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
CES A80 TRI (CNY)
CESA80 (CNY)
1
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
DISCLAIMER
StockCodeRank Constituent Name Sector Exchange
Type ofShares
Free FloatMarket Capitalisation
(CNY Billion) Weight
(%)
1 601318 CN PING AN Financials SHSE A 370.04 7.322 600016 MINSHENG BANK Financials SHSE A 218.92 4.33
212.99 4.214 00002 VANKE Financials SZSE A 203.59 4.033 601166 IND BANK Financials SHSE A
185.66 3.676 601328 BANK OF COMM Financials SHSE A 151.94 3.015 600036 MERCHANTS BANK Financials SHSE A
149.69 2.968 600000 PUDONG DEV Financials SHSE A 142.59 2.827 600519 MOUTAI Consumer Stap SHSE A
128.75 2.5510 600030 CITIC Financials SHSE A 126.88 2.519 600837 HAITONG SEC Financials SHSE A
119.65 2.3712 601169 BEIJING BANK Financials SHSE A 110.70 2.1911 601288 AGRI BANK OF CN Financials SHSE A
107.49 2.1314 00651 GREE ELECTRIC Consumer Disc SZSE A 106.94 2.1213 601398 ICBC Financials SHSE A
97.70 1.9316 601668 CHINA STATE CON Industrials SHSE A 92.55 1.8315 600887 YILI COMPANY Consumer Stap SHSE A
90.37 1.7918 600900 YANGTZE POWER Utilities SHSE A 87.78 1.7417 601601 CHINA PACIFIC Financials SHSE A
Total 2872.82 56.84
86.45 1.7120 601766 CRRC Industrials SHSE A 82.14 1.6319 00333 MIDEA GROUP Consumer Disc SZSE A
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Year
1-Way Index Turnover (%)
CES China Cross Border Index Series are reviewed semi-annually. Constituent changes and float share adjustments are implemented in June and December every year. Source: CESC, CSI, as at 31 March 2016
*The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEx
Source: CESC, CSI, as at 31 March 2016
CES G10
TRI
Return (%)
SinceBase Date
23.85
52.39
Jun 2016
93.20
19.60
26.25
Gaming Sector Market Value Coverage (%)*
Gaming Sector Market Turnover Coverage (%)* Index Free Float Market Value (CNY Billion)
Largest Constituent Market Value (CNY Billion)
Smallest Constituent Market Value (CNY Billion)
Average Constituent Market Value (CNY Billion) 18.93
93.76
11.95
113.60
29.82
7.87
Dividend Yield (%) Weight of Largest Constituent (%)3.95
PE Ratio
Hightlights The CES G10 consists of at most 10 largest gaming stocks listed in Hong Kong. It serves as an objective benchmark reflecting the overall performance of the gaming industry. It can also be used for developing investment products to gain exposure to Asia's gaming industry. The CES G10 is the world's only gaming index with futures Free float-adjusted constituents reflect tradable shares' performance Semi-annual rebalancing captures market movement while minimising unnecessary churn
- - - -
0
2,000
4,000
6,000
8,000
10,000
12,000
0
2,000
4,000
6,000
8,000
10,000
12,000CES G10 (HKD)
CES G10 TRI (HKD)
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 18 April 2016
Base Date: 4 March 2011
Base Index: 3,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 6
Currency: HKD (real-time) & CNY (available end of day)
Total Return Index: CNY & HKD (both available end of day)
Information Vendor Codes
AASTOCK: 110067
Activ Financial: =CESG10.HK
AFE Solutions: 837505
Bloomberg: CESG10 Infocast: CESG10
Market Prizm: CESG10
QPI: SEHK.HCESG10
SIX financial: CESG10 Telequote Data: CESG10 Tele-Trend: CESG10
Thomson Reuters: HKCESG10
Hong Kong
Mainland
Great Wisdom: CESG10 Hexin Flush: CESG10 Shanghai Qianlong: CESG10
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
CES China Cross Border Index Series are reviewed semi-annually. Constituent changes and float share adjustments are implemented in June and December every year. Source: CESC, CSI,as at 30 Sep 2016
* The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEX Source: CESC, CSI, as at 30 Sep 2016
DISCLAIMER
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
TRI -Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 31 March 2016
Year
1-Way Index Turnover (%)
*The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEx Source: CESC, CSI, as at 31 March 2016
Return (%)
SinceBase Date
CES HKMI 191.93
TRI 318.38
Dividend Yield (%) 3.00 23.38
PE Ratio 9.80 66.01
Weight of Largest Constituent (%)
Market Value Coverage (%)*
Index Free Float Market Value (HKD Billion) 5142.09 53.46
Largest Constituent Market Value (HKD Billion) 1202.19
Markert Turnover Coverage (%)*
Smallest Constituent Market Value (HKD Billion) 8.40
Average Constituent Market Value (HKD Billion) 128.55
2.971.67 0.92 0.66 2.50 1.59
Jun 2013 Dec 2013 Jun 2014 Dec 2014 Jun 2015 Dec 2015
Hightlights Aims to track the performance of Hong Kong-listed Mainland companies Designed for international investors who want to gain exposure to Mainland stocks listed in Hong Kong and Mainlanders who invest in Hong Kong- listed shares through the Qualified Domestic Institutional Investors Scheme (QDIIS) Represents the Hong Kong constituents of the CES China 120 Index (CES 120) and is comprised of 40 most liquid and largest Mainland companies listed on Hong Kong Exchanges & Clearing Limited (HKEX). Types of shares include H shares, Red Chips and shares of other Hong Kong-listed Mainland companies. Constituent has to satisfy the requirement that its registration, or operation center is located in Mainland China or more than 50% of its revenue is from Mainland China Free float-adjusted constituents reflect tradable shares' performance
- - - - -
Historical Performance
Return and Volatility
Index Turnover
Index Fundamentals
www.cesc.com
Index Details Launch Date: 18 March 2013
Base Date: 31 December 2004
Base Index: 2,000
Review: Semi-annually (Jun & Dec)
Dissemination: Real time at 5-second intervals
Constituents: 40
Currency: HKD (real-time) & CNY (available end of day)
Total Return Index: CNY & HKD (both available end of day)
Information Vendor Codes
AAStocks: 110058
AFE Solutions: 837505 Bloomberg: CESHKM
Infocast: CEHKM
Interactive Data: I:CESHKM SIX financial Information: CESHKM Thomson Reuters:.CISCESHKM/.HKCESHKM
Hong Kong
Mainland CapitalVue: CESHKM East Money: CESHKM Gildata: CESHKM
CES China Cross Border Index Series are reviewed semi-annually. Constituent changes and float share adjustments are implemented in June and December every year. Source: CESC, CSI, as at 30 Sep 2016
*The index universe includes the Mainland companies listed on HKEx Source: CESC, CSI, as at 30 Sep 2016
0
2,000
4,000
6,000
8,000
10,000CES HKMI (HKD)CES HKMI TRI (HKD)
1
TRI-Total Return Index Source: CESC, CSI as at 30 Sep 2016
TRI-Total Return Index Volatility is based on daily returns. Source: CESC, CSI, as at 30 Sep 2016
TRI -Total Return Index Source: CESC, CSI, as at 31 March 2016
DISCLAIMER
Total 4,564.11 88.76
59.05795521 1.1520 01044 HENGAN INT'L Consumer Stap SEHK OTHER 55.42462631 1.0819 02328 PICC P&C Financials SEHK H
62.07603244 1.2118 01109 CHINA RES LAND Financials SEHK OTHER 59.88331797 1.1717 03328 BANKCOMM Financials SEHK H
66.8452407 1.3016 00267 CITIC Industrials SEHK OTHER 64.34766094 1.2515 00762 CHINA UNICOM Tele Services SEHK OTHER
81.64231414 1.5914 02601 CPIC Financials SEHK H 79.512345 1.5513 01288 ABC Financials SEHK H
107.393401 2.0912 03968 CM BANK Financials SEHK H 89.7062089 1.7511 00857 PETROCHINA Energy SEHK H
144.1509281 2.8010 00688 CHINA OVERSEAS Financials SEHK OTHER 115.2592401 2.249 00386 SINOPEC CORP Energy SEHK H
171.8034106 3.348 02628 CHINA LIFE Financials SEHK H 148.8235 2.897 00883 CNOOC Energy SEHK OTHER
296.0228584 5.766 02318 PING AN Financials SEHK H 209.5748143 4.085 03988 BANK OF CHINA Financials SEHK H
552.9598357 10.754 01398 ICBC Financials SEHK H 420.9511161 8.193 00939 CCB Financials SEHK H
1 00700 TENCENT IT SEHK OTHER 1202.194785 23.382 00941 CHINA MOBILE Tele Services SEHK OTHER 576.4806113 11.21
Stock CodeRank Constituent Name Sector Exchange
Type ofShares*
Free FloatMarket Capitalisation
(HKD Billion) Weight
(%)
Sector Distribution by Market Capitalisation
SEHK:The Stock Exchange of Hong Kong
www.cesc.com
*Type of shares classified as 'OTHER' are shares listed on HKEx excluding H shares Source: CESC,CSI,as at 30 Sep 2016
Top 20 Constituents by Weight
(No. of Constituents in brackets)
Source: CESC, CSL, as at 30 Sep 2016
*Financials can be further segregated into : -Banks 30.13% (7) -Insurance 10.20%(5) -Real Estate 4.94%(5)