To further enhance the representativeness of the index, China Chengxin Indices Co.,LTD(“CCX Indices”) has decided, after due consideration, to revise the index methodology of the CCX HK-US Dividend Low Volatility Index.

The key revisions are summarized as follows:

Hong Kong-listed securities selection:

The liquidity screening criteria for Hong Kong stocks have been revised to require that the average daily trading value over both the past three months and the past one-year ranks within the top 50% of the Hong Kong Stock Connect Southbound Eligible Securities. In addition, a new screening criterion has been introduced requiring that the one-year average daily market capitalization ranks within the top 30% of the Hong Kong Stock Connect Southbound Eligible Securities.

U.S.-listed securities selection:

For U.S. stocks, the requirement of a one-year average daily market capitalization exceeding USD 2 billion has been revised to a ranking within the top 30% of the universe by average daily market capitalization over the past one year. The requirement of a one-year average daily trading value exceeding USD 5 million has been revised to a ranking within the top 50% of the universe by average daily trading value over the past one year.

The index methodology and the corresponding constituent adjustments will take effect on February 12, 2026.

The revised index methodology is available on the official website of CCX Indices (https://www.ccxindices.com).

This announcement is hereby made.

Appendix：CCX HK-US Dividend Low Volatility Index Constituents_202512

China Chengxin Indices Co.,LTD

February 12, 2026

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