FTSE Russell Factsheet FTSE SET Series Data as at: 31 August 2021 bmkTitle1 FTSE Group and the of Thailand (SET) have jointly created the FTSE SET Index FEATURES Series to provide investors with a comprehensive series of indices for accessing segments of Thailand's market. The index series adopts FTSE's global index standards such as size, free float Coverage weighting and liquidity screening, and offers local and international investors a range of All eligible stocks listed on the Stock benchmark and tradable indices for performance measurement, product creation and analysis. Exchange of Thailand's (SET) Main Board.

The FTSE SET Large Cap Index is the flagship index of the series, capturing the largest, most Objective liquid companies on the Thai market. The index series also includes size, sector, and Shariah- The indexes are designed for the creation of

based indices. index tracking funds, derivatives and as a

5-Year Performance - Total Return performance benchmark.

(THB) Investability 140 130 Stocks are selected and weighted to ensure 120 that the index is investable. 110 100 Liquidity 90 80 Stocks are screened to ensure that the 70 60 indexes are tradable. 50 40 Transparency Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 The indexes use a transparent, Data as at month end methodologies-based construction process. FTSE SET Large Cap FTSE SET All-Share FTSE SET Mid Cap Index methodologies are freely available on FTSE SET Small Cap FTSE Fledgling the FTSE Russell website.

Performance and - Total Return Availability

Index (THB) Return % Return pa %* Volatility %** The indexes are calculated based on price

3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR and total return methodologies, both real

FTSE SET Large Cap 4.2 7.4 10.1 20.3 -11.0 8.5 -3.8 1.6 19.4 21.9 18.2 time and end-of-day. The headline FTSE SET

FTSE SET All-Share 3.1 9.4 14.2 27.2 -1.5 14.9 -0.5 2.8 17.1 20.8 18.1 Large Cap Index is delivered on an intra-

FTSE SET Mid Cap 1.4 9.6 17.9 36.9 18.4 28.6 5.8 5.2 15.3 20.7 19.2 second basis. FTSE SET Small Cap 0.2 32.6 47.2 65.2 34.0 25.3 10.2 4.6 16.8 24.4 24.3 Industry Classification Benchmark

FTSE Fledgling 3.2 45.9 54.9 75.2 38.7 35.2 11.5 6.2 15.0 16.4 18.7 (ICB)

* Compound annual returns measured over 3 and 5 years respectively Index constituents are categorized in ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

accordance with the Industry Classification

Year-on-Year Performance - Total Return Benchmark (ICB), the global standard for

Index % (THB) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 industry sector analysis.

FTSE SET Large Cap 3.9 36.6 -7.6 17.9 -16.7 23.0 21.5 -4.2 0.7 -13.4

FTSE SET All-Share 2.7 40.0 -6.2 19.7 -12.6 24.3 17.3 -8.3 2.4 -7.8

FTSE SET Mid Cap -1.1 50.3 0.8 23.0 -0.7 28.8 9.9 -15.2 8.3 3.7

FTSE SET Small Cap -2.3 63.8 -8.7 30.1 -7.3 21.2 3.2 -26.9 -1.3 12.3

FTSE Fledgling 2.4 65.3 7.7 49.3 -12.7 11.4 4.4 -13.5 -9.9 8.8

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 4

Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE SET Index Series Data as at: 31 August 2021

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (THB) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE SET All-Share Index FTSE SET Large Cap 1.1 -0.2 0.1 0.3 -12.0 -43.0 -43.0 -43.0

FTSE SET All-Share 1.7 0.0 0.2 0.4 -9.9 -42.1 -42.6 -42.6 Base Date

FTSE SET Mid Cap 2.6 0.3 0.3 0.6 -6.1 -40.2 -42.2 -42.2 29 February 2008 FTSE SET Small Cap 4.2 0.4 0.2 0.4 -9.5 -52.3 -58.4 -58.4 Base Value FTSE Fledgling 5.4 0.7 0.3 0.7 -8.3 -43.8 -48.1 -51.6

1000

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Investability Screen Drawdown - based on daily data

Free-float adjusted and liquidity screened Top 10 Constituents - FTSE SET Large Cap Index

Index Calculation Constituent Country ICB Sector Net MCap (THBm) Wgt % Real-time and end-of-day indices available. PTT Thailand Oil Gas and Coal 546,267 11.48 The FTSE SET Large Cap Index is available Siam Cement Thailand Construction and Materials 361,200 7.59 on an intra-second streaming basis. CP ALL Thailand Personal Care Drug and Grocery Stores 338,663 7.12

Kasikornbank Thailand Banks 286,968 6.03 End-of-Day Distribution

Airports of Thailand Thailand Industrial Transportation 273,214 5.74 By FTP and email PCL Thailand Banks 271,334 5.70 Currency Thailand Banks 214,387 4.51 USD, EUR, GBP, JPY, THB (real time in THB ADVANCED INFO SERVICE Thailand Telecommunications Service Providers 209,859 4.41 only) Bangkok Dusit Medical Services PCL Thailand Health Care Providers 208,249 4.38

Review Dates Gulf Energy Development Thailand Electricity 177,129 3.72

Totals 2,887,271 60.70 Semi-annually in June and December

History Top 10 Constituents - FTSE SET Small Cap Index

From 3 January 1997

Constituent Country ICB Sector Net MCap (THBm) Wgt %

Dhipaya Insura Thailand Non-life Insurance 11,097 2.26

Jasmine Telecom Systems PCL Thailand Telecommunications Equipment 9,664 1.97

JWD InfoLogistics Thailand Industrial Support Services 9,651 1.97

Beyond Securities Thailand Investment Banking and Brokerage Services 9,480 1.93

KGI Securities Thailand Thailand Investment Banking and Brokerage Services 9,398 1.92

Italian-Thai Development Thailand Construction and Materials 9,239 1.88

Bangkok Aviation Fuel Services Thailand Industrial Transportation 8,401 1.71

Erawan Group Thailand Travel and Leisure 8,396 1.71

Rojana Industrial Park PCL Thailand Electricity 8,328 1.70

Asia Aviation Thailand Travel and Leisure 8,020 1.64

Totals 91,673 18.69

Top 10 Constituents - FTSE SET Fledgling Index

Constituent Country ICB Sector Net MCap Wgt % (THBm)

Ladprao General Hospital Thailand Health Care Providers 2,967 1.35

Ratchaphruek Hospital Thailand Health Care Providers 2,819 1.28

Real Estate Investment and Services Nusasiri Thailand 2,780 1.27 Development

Srithai Superware PCL Thailand Chemicals 2,554 1.16 Real Estate Investment and Services AQ Estate Thailand 2,552 1.16 Development

Bualuang Office Leasehold Real Estate Investment Thailand Real Estate Investment Trusts 2,546 1.16 Trust

Khonburi Sugar Power Plant Infrastructure Fund Thailand Electricity 2,513 1.14

Amata Summit Growth Freehold and Leasehold Thailand Real Estate Investment Trusts 2,499 1.14 REIT

Tong Hua Holdings Thailand Media 2,467 1.12

Modernform Group Thailand Household Goods and Home Construction 2,443 1.11

Totals 26,140 11.90

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 4 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE SET Index Series Data as at: 31 August 2021

ICB Supersector Breakdown

FTSE SET All-Share FTSE SET Large Cap FTSE Fledgling

ICB Code ICB Supersector No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt % Cons (THBm) Cons (THBm) Cons (THBm)

1010 Technology 11 345,082 4.51 1 162,832 3.42 6 7,022 3.20

1510 Telecommunications 12 510,491 6.67 3 414,045 8.70 2 1,767 0.80

2010 Health Care 10 360,470 4.71 1 208,249 4.38 8 11,873 5.41

3010 Banks 9 1,021,748 13.35 5 887,676 18.66 - - -

3020 Financial Services 16 288,002 3.76 1 86,347 1.82 8 9,524 4.34

3030 Insurance 5 47,335 0.62 - - - 7 2,514 1.14

3510 Real Estate 30 516,667 6.75 1 148,991 3.13 55 50,136 22.83

Automobiles and 4010 4 18,044 0.24 - - - 7 6,479 2.95 Parts

Consumer Products 4020 11 55,905 0.73 - - - 25 15,684 7.14 and Services

4030 Media 10 97,450 1.27 - - - 7 5,213 2.37

4040 Retailers 8 264,644 3.46 2 175,282 3.69 11 8,719 3.97

4050 Travel and Leisure 11 289,407 3.78 1 79,190 1.66 5 2,838 1.29

Food Beverage and 4510 20 332,740 4.35 1 97,387 2.05 17 12,353 5.62 Tobacco

Personal Care Drug 4520 4 345,001 4.51 1 338,663 7.12 3 2,949 1.34 and Grocery Stores

Construction and 5010 18 481,765 6.30 1 361,200 7.59 19 19,496 8.88 Materials

Industrial Goods and 5020 37 737,395 9.64 4 462,646 9.73 34 23,891 10.88 Services

5510 Basic Resources 7 50,047 0.65 - - - 25 19,502 8.88

5520 Chemicals 7 267,334 3.49 2 207,153 4.36 12 9,247 4.21

6010 Energy 18 1,023,782 13.38 3 783,959 16.48 3 3,053 1.39

6510 Utilities 21 598,247 7.82 3 342,982 7.21 6 7,358 3.35

Totals 269 7,651,553 100.00 30 4,756,601 100.00 260 219,618 100.00

Index Characteristics

Attributes FTSE SET All-Share FTSE SET Large Cap FTSE Fledgling

Number of constituents 269 30 260

Net MCap (THBm) 7,651,553 4,756,601 219,618

Dividend Yield % 2.63 2.28 3.08

Constituent Sizes (Net MCap THBm)

Average 28,444 158,553 845

Largest 546,267 546,267 2,967

Smallest 0 36,887 23

Median 7,409 114,207 603

Weight of Largest Constituent (%) 7.14 11.48 1.35

Top 10 Holdings (% Index MCap) 37.73 60.70 11.90

31 August 2021

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 3 of 4 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE SET Index Series Data as at: 31 August 2021

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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 Asia-Pacific the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are Hong Kong +852 2164 3333 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 +81 3 4563 6346 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. +61 (0) 2 8823 3521

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Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 4 of 4 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.