Public Information on Securities Trading

5.4.1 In case any of the following circumstances occurs to trading of the stocks or closed-end funds that are subject to a daily price limit, the Exchange will disclose the names of the top five brokerage branches in terms of intra-day purchase value and sale value, and their respective purchase values and sale values:

1. the top three stocks (mutual funds) whose closing price deviation reaches ±7%; the closing price deviation is calculated as follows: closing price deviation = change in price of a single stock (mutual fund) – change in corresponding sector index
2. top three stocks (mutual funds) whose intra-day price amplitude reaches 15 %; the price amplitude is calculated as follows: price amplitude = (intra-day highest price – intra-day lowest price) / intra-day lowest price × 100%
3. top three stocks (mutual funds) whose turnover rate reaches 20%; the turnover rate is calculated as follows: turnover rate = trading volume (shares or units)/ floating volume (shares or units) × 100%

In case that closing price deviation, price amplitude or turnover rate is identical, trading value and trading volume shall be considered in sequence.

The corresponding sector indices include SSE A-share Index, SSE B-share Index or SSE Fund Index, etc.

With respect to the stocks or closed-end funds that are not subject to the daily price limit as enumerated in Section 3.4.13, the Exchange will disclose the names of the top five brokerage branches in terms of intra-day purchase value and sale value, and their respective purchase values and sale values.

5.4.2 Any of the following circumstances that arise during auction trading of stocks or closed-end funds is deemed as unusual movement. Under any of such circumstances, the Exchange will disclose the names of the top five brokerage branches in terms of total purchase value and sale value of relevant securities during the unusual movement period, and their respective purchase values and sale values:

1. the accumulated closing price deviation in three consecutive trading days reaches ±20%;
2. the accumulated closing price deviation of any ST stock or *ST stock in three consecutive trading days reaches ±15%;
3. the average daily turnover rate of three consecutive trading days reaches 30 times the average daily turnover rate of the previous 5 consecutive trading days, and the accumulated turnover rate of the relevant stock or closed-end fund in the afore-mentioned three consecutive trading days reaches 20%; or
4. other circumstances deemed as unusual movement by the Exchange or the CSRC.

The indicators of unusual movement shall be recalculated as from the day of trade resumption.

The stocks and closed-end funds that are not subject to the daily price limit as enumerated in Section 3.4.13 shall be excluded from calculation of unusual movement.

5.4.3 In case special trade suspension is imposed on a particular security under Section 4.2.4, the Exchange may publish the following information as it deems necessary:

1. the names of the top five brokerage branches in terms of trading value of such security, and their respective purchase and sale volumes and values;
2. information on share statistics; and
3. other information deemed disclosable by the Exchange.

5.4.4 Where the public information on securities trading involves institutions, the name to be published will be "Institutional Special".

5.4.5 The Exchange may adjust the public information on securities trading in line with the market development.