CNX® - China Traded Index

Indexlaunch: 05.12.2005

The CNX is a capitalization-weighted price index which currently consists of 30 Chinese “A Shares” traded at the Shanghai Stock Exchange (SSE). Calculated in three currencies (EUR, USD, Renminbi Yuan), the CNX is designed as a tradable index.

Short Code	ISIN	Bloomberg	Reuters	Calculation Time
CNX RMB	AT0000500988	CNL <Index>	.CNX	CET 09:45
CNX EUR	AT0000500996	CNXEUR<Index>	.CNXEUR	CET 09:45
CNX USD	AT0000501002	CNX  <Index>	.CNXUSD	CET 09:45

Main Features of the CNX:

• Dividend payments are not considered
• Representation factors can take values between 0.01 and 1.00 and are used to avoid that an index member exceeds a maximum weighting cap of 20%.
• UCITS III
• Calculation each day the SSE is open for trading (also in case of an exchange holiday in Austria).
• The index is calculated once a day after the closing of the trading session on Shanghai Stock Exchange.
• Changes to the index composition on a semi-annual basis.
• Quarterly review of the calculation parameters
• Eligible for inclusion: only ordinary “A Shares” of joint-stock companies domiciled in China.