CSI Fundamental Data 

I. Introduction

As the overseas agent, we provide China Securities Index (CSI) fundamental data services as tools for modeling portfolios, research and analysis, benchmarking the performance, product developments and financial innovations. CSI fundamental data includes constituent data, corporate action information and divisor. 

1)    Constituents Weight (Close Weight/Weight for Next Day/Securities To Be Included)

Provides the daily closing weights, next-trading day opening weights and to be included constituents weight data files, where daily closing weights are calculated based on the day’s closing reference prices, next-trading day opening weights are computed using the next trading day’s opening reference prices with dividend distributions factored in, and to be included file is generated based on newly added sample stocks in periodic or temporary sample adjustments, enabling institutional clients to precisely track changes in the weight proportions of constituent stocks within the index.

      CW Sample data

2)    Corporate Actions (Corporation Action/Corporation Action Future)

Discloses the corporate behaviour information related to index constituents in detail, including but not limited to dividends, equity changes, additional issuances and other corporate events that affect the index.

      CA Sample data

3）   Divisor: 

Provide daily changes in the index divisor to support index calculations and related research work.

      DIV Sample data

II. Delivery Mmethods

After obtaining the CSI fundamental data license, end users can access CSI fundamental data through CIIS SFTP, CSI, or authorized information vendors. 

III. Application

Please contact idata@ciis.com.hk