SSE, CSI revise Hong Kong Stock Connect index methodology, excluding low-liquidity stocks

Index-methodology changes are usually technical housekeeping, but this one quietly draws a liquidity line through the Hong Kong Stock Connect universe, and any product tracking the benchmark inherits that filter. The immediate effect lands on thinly traded names that could drop out of an index many passive vehicles reference, while the exemption for stocks with outsized daily turnover leaves a carve-out for names that trade in bursts. The open question is how much of the excluded segment is genuinely illiquid versus merely overlooked, and whether other Connect-linked benchmarks adopt similar screens.