FTSE FACTSHEET

FTSE 100 Index

Data as at: 28 February 2017
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The FTSE 100 is a market-capitalisation weighted index of UK-listed blue chip companies. The FEATURES
index is part of the FTSE UK Series and is designed to measure the performance of the 100
largest companies traded on the London Stock Exchange that pass screening for size and Objective
liquidity. FTSE 100 constituents are all traded on the London Stock Exchanges SETS trading The index is designed for use in the creation
system. of index tracking funds, derivatives and as a
10-Year Performance - Total Return performance benchmark.
(GBP)
Investability
300
Stocks are selected and weighted to ensure
250
that the index is investable.
200

150
Liquidity

100 Stocks are screened to ensure that the index

50 is tradable.
0 Transparency
Feb-2007 Feb-2008 Feb-2009 Feb-2010 Feb-2011 Feb-2012 Feb-2013 Feb-2014 Feb-2015 Feb-2016 Feb-2017
Data as at month end The index uses a transparent, rules-based
construction process. Index Rules are freely
FTSE 100 FTSE 250 FTSE SmallCap FTSE All-Share FTSE Fledgling available on the FTSE website.

Availability
Performance and Volatility - Total Return
The index is calculated based on price and
Index (GBP) Return % Return pa %* Volatility %**
total return methodologies, both real time
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR intra-second and end of day.
FTSE 100 8.0 8.9 2.5 24.1 19.7 49.3 6.2 8.3 13.1 15.2 10.5
Industry Classification Benchmark
FTSE 250 7.4 7.0 4.0 16.2 21.6 87.7 6.7 13.4 16.2 14.5 10.5
Index constituents are categorized in
FTSE SmallCap 8.0 9.3 3.1 24.5 24.8 95.0 7.7 14.3 9.5 10.0 8.9
accordance with the Industry Classification
FTSE All-Share 7.9 8.6 2.8 22.8 20.1 55.3 6.3 9.2 12.9 14.4 10.0
Benchmark (ICB), the global standard for
FTSE Fledgling 11.9 17.2 7.6 32.5 49.9 138.2 14.4 19.0 6.0 8.1 8.4
industry sector analysis.
* Compound annual returns measured over 3 and 5 years respectively
** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Year-on-Year Performance - Total Return

Index % (GBP) 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
FTSE 100 7.4 -28.3 27.3 12.6 -2.2 10.0 18.7 0.7 -1.3 19.1

FTSE 250 -2.5 -38.2 50.6 27.4 -10.1 26.1 32.3 3.7 11.2 6.7

FTSE SmallCap -10.5 -43.9 54.3 19.5 -12.5 27.8 32.8 0.9 9.2 14.3

FTSE All-Share 5.3 -29.9 30.1 14.5 -3.5 12.3 20.8 1.2 1.0 16.8

FTSE Fledgling -6.5 -39.4 79.8 21.8 -12.6 19.8 39.0 8.8 15.4 18.2

Source: FTSE Russell as at 28 February 2017. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 100 Index Data as at: 28 February 2017

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (GBP) Return/Risk Ratio Drawdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE All-Share Index
FTSE 100 1.8 0.4 0.8 0.4 -6.8 -20.0 -20.0 -44.8

FTSE 250 1.0 0.5 1.3 0.5 -13.6 -15.7 -15.7 -53.0 Index Launch

FTSE SmallCap 2.5 0.8 1.6 0.3 -7.6 -12.4 -12.4 -59.5 3 January 1984
FTSE All-Share 1.7 0.5 0.9 0.4 -7.0 -18.7 -18.7 -45.6 Base Date
FTSE Fledgling 5.2 1.8 2.3 0.7 -6.0 -9.6 -9.6 -50.7
30 December 1983
Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Base Value
Drawdown - based on daily data

1000
Top 5 Constituents
Investability Screen
Constituent ICB Sector Net MCap (GBPm) Wgt %
Actual free float applied and liquidity
HSBC Hldgs Banks 129,641 7.06
screened
British American Tobacco Tobacco 94,692 5.15

Royal Dutch Shell A Oil & Gas Producers 90,873 4.95 Index Calculation
BP Oil & Gas Producers 86,554 4.71 Real-time and end-of-day index available
Royal Dutch Shell B Oil & Gas Producers 81,408 4.43
End-of-Day Distribution
Totals 483,168 26.30
Via FTP and email
ICB Supersector Breakdown Currency
FTSE 100 FTSE All-Share Sterling and Euro
ICB Code ICB Supersector No. of Net MCap (GBPm) Wgt % No. of Net MCap (GBPm) Wgt %
Review Dates
Cons Cons

0500 Oil & Gas 3 258,835 14.09 17 272,841 11.91 Quarterly in March, June, September,
1300 Chemicals 2 10,496 0.57 7 14,847 0.65 December
1700 Basic Resources 8 140,695 7.66 21 151,782 6.63 Historical Data
2300 Construction & Materials 1 22,559 1.23 15 30,435 1.33
Available from January 1984
2700 Industrial Goods & Services 14 116,562 6.34 98 218,055 9.52

3300 Automobiles & Parts 1 6,168 0.34 1 6,168 0.27

3500 Food & Beverage 3 70,050 3.81 13 80,329 3.51

3700 Personal & Household Goods 8 248,254 13.51 24 264,565 11.55

4500 Health Care 7 200,537 10.91 21 213,831 9.34

5300 Retail 7 46,309 2.52 37 72,948 3.18

5500 Media 6 69,881 3.80 21 86,847 3.79

5700 Travel & Leisure 9 74,723 4.07 36 101,845 4.45

6500 Telecommunications 2 81,010 4.41 6 86,308 3.77

7500 Utilities 5 77,022 4.19 7 82,010 3.58

8300 Banks 5 239,086 13.01 12 246,999 10.78

8500 Insurance 9 114,226 6.22 20 128,220 5.60

8600 Real Estate 4 21,876 1.19 50 57,163 2.50

8700 Financial Services 5 27,352 1.49 210 156,196 6.82

9500 Technology 2 11,802 0.64 17 18,983 0.83

Totals 101 1,837,442 100.00 633 2,290,373 100.00

Source: FTSE Russell as at 28 February 2017. Past performance is no guarantee of future results. 2 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 100 Index Data as at: 28 February 2017

Index Characteristics
Attributes FTSE 100
Number of constituents 101

Net MCap (GBPm) 1,837,442

Dividend Yield % 3.69

Constituent Sizes (Net MCap GBPm)

Average 18,192

Largest 129,641

Smallest 1,520

Median 7,425

Weight of Largest Constituent (%) 7.06

Top 10 Holdings (% Index MCap) 42.38

28 February 2017

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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent
the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the Sydney +61 (0) 2 8823 3521
index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are
based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the
index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the
underlying economic data used in the calculation of the index.

Source: FTSE Russell as at 28 February 2017. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.