Appendix1：

Methodology of SSE Supply-Side Structural Reform Index

SSE Supply-Side Structural Reform Index is composed of the stocks from Construction Materials, Chemicals, Steel, Coal, Oil & Gas, Nonferrous Metals and other companies benefiting from smart home. The index is to measure the price performance of the theme, as well as to provide underlying for the theme.

1. Index Name and Index Code

Index Name: SSE Supply-Side Structural Reform Index Shortened Name: SSE Supply-Side Index Code: 950097

2. Base Date and Base Index

The base date is Dec 31, 2013. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

The universe includes all A-share stocks listed in SSE except that:

The stock has been listed for less than 3 months, or The stock is a ST or *ST stock, or The stock has not completed the Non-Tradable Share Reform, or The listing has been suspended.

3.2 Constituents Selection

First, select the stocks in the universe which belong to Construction Materials, Chemicals, Steel, Coal, Oil & Gas, Nonferrous Metals as the candidate constituents. Second, rank the candidate stocks by daily average trading values and daily average total market capitalization of the most recent year respectively in descending order and sum up the two ranks to get the overall rank. Select the top 10 respectively in Construction Materials and Oil & Gas, select the top 20 respectively from other

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industries.The index constituents are no more than 100.

4. Index Calculations4.1 Sector weight allocation

Firstly, calculate the sector weight

Sector Sector PPI calculation CSRC IndustryComposite PPI calculation

Construction Materials,

Composite PPI A(A)Non-metal mineral products

100* （ 1+YoY PPI growth rate/100）*（1+the average of over three month annulus growth rate ）

Steel

(Composite PPI B*number of firms B+ Composite PPI C* number of firms C)/( number of firms B + number of firms C )

（ B ） Ferrous metal ore mining(C)Ferrous metal foundries and presses

Chemicals

(Composite PPI D*number of firms D+ Composite PPI E* number of firms E)/( number of firms D + number of firms E )

（ D ） Chemical fibres Manufacturing(E)Chemical material and products manufacturing

Coal Composite PPI F（ F ） Coal mining and dressing

Oil & Gas

(Composite PPI G*number of firms G+ Composite PPI H* number of firms H)/( number of firms G + number of firms H )

（ G ） Petroleum and natural gas extraction

（ H） Oil processing and refining

Nonferrous Metals

(Composite PPI I*number of firms I+ Composite PPI J* number of firms J)/( number of firms I + number of firms J )

（ I）Non-ferrous metal ore mining

（ J ） Non-ferrous metal foundries and presses

Note: (1) PPI data is the latest data when rebalancing

    (2) The industry classification is CSRC standard.

Secondly, according to the proportion of categories PPI data, the weight is calculated as:

      The weigh of I category = PPI value of i category / PPI value of all the category.

4.2 Index calculation

The index is weighted as the following calculation formula: Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

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Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each category weight equal to PPI proportion, and make each constituent in each category weight equal.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is affected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately. Delisted stocks will be deleted from the constituents. Please refer to Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix2：

Methodology of CSI Supply-Side Structural Reform Index

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CSI Supply-Side Structural Reform Index is composed of the stocks from Construction Materials, Chemicals, Steel, Coal, Oil & Gas, Nonferrous Metals and other companies benefiting from smart home. The index is to measure the price performance of the theme, as well as to provide underlying for the theme.

1. Index Name and Index Code

Index Name: CSI Supply-Side Structural Reform Index Shortened Name: CSI Supply-Side Index Code: 930845

2. Base Date and Base Index

The base date is Dec 31, 2013. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

The universe includes all A-share stocks except that:

The stock has been listed for less than 3 months, or The stock is a ST or *ST stock, or The stock has not completed the Non-Tradable Share Reform, or The listing has been suspended.

3.2 Constituents Selection

First, rank the stocks in the universe by the average daily trading value over the past year in descending order and delete the bottom 20% stocks.

Second, select the stocks in the universe which belong to Construction Materials, Chemicals, Steel, Coal, Oil & Gas, Nonferrous Metals as the candidate constituents.

Thirdly, rank the candidate stocks by daily average total market capitalization over the past year in descending order and Select the top 10 respectively in Construction Materials and Oil & Gas, select the top 20 respectively from other industries.The index constituents are no more than 100.

4. Index Calculations4.1 Sector weight allocation

Firstly, calculate the sector weight

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Sector Sector PPI calculation CSRC IndustryComposite PPI calculation

Construction Materials,

Composite PPI A(A)Non-metal mineral products

100* （ 1+YoY PPI growth rate/100）*（1+the average of over three month annulus growth rate ）

Steel

(Composite PPI B*number of firms B+ Composite PPI C* number of firms C)/( number of firms B + number of firms C )

（ B ） Ferrous metal ore mining(C)Ferrous metal foundries and presses

Chemicals

(Composite PPI D*number of firms D+ Composite PPI E* number of firms E)/( number of firms D + number of firms E )

（ D ） Chemical fibres Manufacturing(E)Chemical material and products manufacturing

Coal Composite PPI F（ F ） Coal mining and dressing

Oil & Gas

(Composite PPI G*number of firms G+ Composite PPI H* number of firms H)/( number of firms G + number of firms H )

（ G ） Petroleum and natural gas extraction

（ H） Oil processing and refining

Nonferrous Metals

(Composite PPI I*number of firms I+ Composite PPI J* number of firms J)/( number of firms I + number of firms J )

（ I）Non-ferrous metal ore mining

（ J ） Non-ferrous metal foundries and presses

Note: (1) PPI data is the latest data when rebalancing

    (2) The industry classification is CSRC standard.

Secondly, according to the proportion of categories PPI data, the weight is calculated as:

      The weigh of I category = PPI value of i category / PPI value of all the category.

4.2 Index calculation

The index is weighted as the following calculation formula: Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each category

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weight equal to PPI proportion, and make each constituent in each category weight equal.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is affected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately. Delisted stocks will be deleted from the constituents. Please refer to Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix 3：

Methodology of SSE 180Sector Neutral Low volatility Index

SSE 180Sector Neutral Low volatility Index select low volatility stocks in CICS 1nd Level of SSE 180, while maintaining industry-neutral, the stocks in industry are weighted by the inverse of volatility.

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1. Index Name and Index Code

Index Name: SSE 180 Sector Neutral Low volatility Index Shortened Name: SSE 180 Sector Neutral Low-vol Index Code: 950098

2. Base Date and Base Index

The base date is Dec 31, 2004. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

SSE 180 stocks.

3.2 Constituents Selection

First, calculate the volatility(standard deviation) for each stocks in the universe based on the daily return over the past one year, and then rank stocks by volatility in asending order.

Second, according to the stocks number percentage of each SSE 180’s 1 st Level, determine the allocation for each industry.

The i industry allocation number= the number of i industry’s stocks/180*100

Thirdly, select the top rank stocks by volatility in each industry with the number allocation constraints.

Fourthly, adjust the number for each industry and make the constituent number be 100.

4. Index Calculations

1) Weight allocation: the sector weight is equal to the benchmark, each constituents weight in each sector is inversely proportional to its volatility. The formula is as the following:

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WB is the sector weight of benchmark.

2) Calculation formula:

Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to CSI Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each industry weitht be equal to benchmark and each constituent’s weight be inversely proportional to its volatility in each industry.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The factor is calculated using the closing data five trading days before the effective date of index rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is effected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately. For stock suspension, CSI will judge whether to delete the stock based on specific causes. Suspended or delisted stocks will be deleted from the constituents. Necessary adjustment will be made when certain corporate event happens so as to maintain the representativeness and investability of the index. Please refer to CSI Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix4：

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Methodology of SSE 380 Sector Neutral Low volatility Index

SSE 380 Sector Neutral Low volatility Index select low volatility stocks in CICS 2nd Level of SSE 380, while maintaining industry-neutral, the stocks in industry are weighted by the inverse of volatility.

1. Index Name and Index Code

Index Name: SSE 380 Sector Neutral Low volatility Index Shortened Name: SSE 380 Sector Neutral Low-vol Index Code: 950099

2. Base Date and Base Index

The base date is Dec 31, 2004. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

SSE 380 stocks.

3.2 Constituents Selection

First, calculate the volatility(standard deviation) for each stocks in the universe based on the daily return over the past one year, and then rank stocks by volatility in asending order.

Second, according to the stocks number percentage of each SSE 380’s 2nd Level, determine the allocation for each industry.

The i industry allocation number= the number of i industry’s stocks/380*150

Thirdly, select the top rank stocks by volatility in each industry with the number allocation constraints.

Fourthly, adjust the number for each industry and make the constituent number be

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150.

4. Index Calculations

3) Weight allocation: the sector weight is equal to the benchmark, each constituents weight in each sector is inversely proportional to its volatility. The formula is as the following:

WB is the sector weight of benchmark.

4) Calculation formula:

Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to CSI Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each industry weitht be equal to benchmark and each constituent’s weight be inversely proportional to its volatility in each industry.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The factor is calculated using the closing data five trading days before the effective date of index rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is effected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately.

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For stock suspension, CSI will judge whether to delete the stock based on specific causes. Suspended or delisted stocks will be deleted from the constituents. Necessary adjustment will be made when certain corporate event happens so as to maintain the representativeness and investability of the index. Please refer to CSI Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix5：

Methodology of CSI 300 Sector Neutral Low volatility Index

CSI 300 Sector Neutral Low volatility Index select low volatility stocks in CICS 1st Level of CSI 300, while maintaining industry-neutral, the stocks in industry are weighted by the inverse of volatility.

1. Index Name and Index Code

Index Name: CSI 300 Sector Neutral Low volatility Index Shortened Name: CS 300 Sector Neutral Low-vol Index Code: 930846

2. Base Date and Base Index

The base date is Dec 31, 2004. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

CSI 300 stocks.

3.2 Constituents Selection

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First, calculate the volatility(standard deviation) for each stocks in the universe based on the daily return over the past one year, and then rank stocks by volatility in asending order.

Second, according to the stocks number percentage of each CSI 300’s 1st Level, determine the allocation for each industry.

The i industry allocation number= the number of i industry’s stocks/300*100

Thirdly, select the top rank stocks by volatility in each industry with the number allocation constraints.

Fourthly, adjust the number for each industry and make the constituent number be 100.

4. Index Calculations

5) Weight allocation: the sector weight is equal to the benchmark, each constituents weight in each sector is inversely proportional to its volatility. The formula is as the following:

WB is the sector weight of benchmark.

6) Calculation formula:

Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to CSI Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each industry weitht be equal to benchmark and each constituent’s weight be inversely proportional to its volatility in each industry.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

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The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The factor is calculated using the closing data five trading days before the effective date of index rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is effected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately. For stock suspension, CSI will judge whether to delete the stock based on specific causes. Suspended or delisted stocks will be deleted from the constituents. Necessary adjustment will be made when certain corporate event happens so as to maintain the representativeness and investability of the index. Please refer to CSI Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix6：

Methodology of CSI 800 Sector Neutral Low volatility Index

CSI 800 Sector Neutral Low volatility Index select low volatility stocks in CICS 2nd Level of CSI 800, while maintaining industry-neutral, the stocks in industry are weighted by the inverse of volatility.

1. Index Name and Index Code

Index Name: CSI 800 Sector Neutral Low volatility Index Shortened Name: CS 800 Sector Neutral Low-vol Index Code: 930847

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2. Base Date and Base Index

The base date is Dec 31, 2004. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

CSI 800 stocks.

3.2 Constituents Selection

First, calculate the volatility(standard deviation) for each stocks in the universe based on the daily return over the past one year, and then rank stocks by volatility in asending order.

Second, according to the stocks number percentage of each CSI 800’s 2nd Level, determine the allocation for each industry.

The i industry allocation number= the number of i industry’s stocks/800*200

Thirdly, select the top rank stocks by volatility in each industry with the number allocation constraints.

Fourthly, adjust the number for each industry and make the constituent number be 200.

4. Index Calculations

7) Weight allocation: the sector weight is equal to the benchmark, each constituents weight in each sector is inversely proportional to its volatility. The formula is as the following:

WB is the sector weight of benchmark.

8) Calculation formula:

Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

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Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to CSI Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each industry weitht be equal to benchmark and each constituent’s weight be inversely proportional to its volatility in each industry.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The factor is calculated using the closing data five trading days before the effective date of index rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is effected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately. For stock suspension, CSI will judge whether to delete the stock based on specific causes. Suspended or delisted stocks will be deleted from the constituents. Necessary adjustment will be made when certain corporate event happens so as to maintain the representativeness and investability of the index. Please refer to CSI Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix7：

Methodology of CSI 1000 Sector Neutral Low volatility Index

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CSI 1000 Sector Neutral Low volatility Index select low volatility stocks in CICS 2nd Level of CSI 1000, while maintaining industry-neutral, the stocks in industry are weighted by the inverse of volatility.

1. Index Name and Index Code

Index Name: CSI 1000 Sector Neutral Low volatility Index Shortened Name: CS 1000 Sector Neutral Low-vol Index Code: 930848

2. Base Date and Base Index

The base date is Dec 31, 2004. The base level is 1000.

3. Index Eligibility

3.1 Index Universe

CSI 1000 stocks.

3.2 Constituents Selection

First, calculate the volatility(standard deviation) for each stocks in the universe based on the daily return over the past one year, and then rank stocks by volatility in asending order.

Second, according to the stocks number percentage of each CSI 1000’s 2nd Level, determine the allocation for each industry.

The i industry allocation number= the number of i industry’s stocks/amount of CSI 1000 constituents*200

Thirdly, select the top rank stocks by volatility in each industry with the number allocation constraints.

Fourthly, adjust the number for each industry and make the constituent number be 200.

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4. Index Calculations

9) Weight allocation: the sector weight is equal to the benchmark, each constituents weight in each sector is inversely proportional to its volatility. The formula is as the following:

WB is the sector weight of benchmark.

10) Calculation formula:

Current Index = Current Total Adjusted Market-Cap / Divisor × Base Level

Where Current Total Adjusted Market-Cap = ∑(Stock Price × Number of Free Float Adjusted Shares × Weight Factor) and

For the calculation of number of free float adjusted shares, please refer to CSI Index Calculation and Maintenance Methodology for further details. The value of Weight Factor is between 0 and 1, and is calculated at each rebalancing so as to make each industry weitht be equal to benchmark and each constituent’s weight be inversely proportional to its volatility in each industry.

5. Constituents and Index Weights

5.1 Constituent’s Periodical Review

The index is adjusted and rebalanced twice a year and the adjustment will be effective as of the next trading day after the 2nd Friday in June and December.

Weight Factor is assigned to each constituent at each rebalancing. The factor is calculated using the closing data five trading days before the effective date of index rebalancing. The effective date is the same as that of the constituent adjustment. The Weight Factor stays the same until next rebalancing day.

5.2 Ongoing Review

In case that the representativeness and investability is effected due to significant changes beyond periodical reviews, CSI may review the constituent stocks immediately. For stock suspension, CSI will judge whether to delete the stock based on specific causes. Suspended or delisted stocks will be deleted from the constituents. Necessary

17

adjustment will be made when certain corporate event happens so as to maintain the representativeness and investability of the index. Please refer to CSI Index Calculation and Maintenance Methodology for further details.

If any constituent of the Index is changed beyond periodical reviews, the inserted constituent will inherit the weight of the deleted constituent as of the close of one trading day before the effective date of the addition. Then the Weight Factor of the inserting constituent will be calculated based on its inherited weight.

Appendix 8：Constituents

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