SSE and CSI Revise SSE Composite Index Methodology, Effective October 2026

Capping single-constituent weights at 15% directly reduces concentration risk in SSE composite indices, which matters most for passive products and benchmarks tracking them, and for the large state-linked names that have historically dominated. The faster removal of risk-warned securities tightens the exit path for distressed listings, potentially altering index turnover and liquidity around those events. The long lead time to October 2026 gives the market room to adjust, but whether the cap meaningfully shifts index behaviour depends on how concentrated the affected indices actually are — that is the open question to watch.