FTSE Russell Factsheet FTSE 250 Data as at: 31 August 2021 bmkTitle1 The FTSE 250 Index represents mid cap stocks traded on the (LSE), FEATURES which pass screening for size and liquidity. FTSE 250 Index constituents are traded on the LSE's

SETS and SETSmm trading systems. Objective

The index is designed for use in the creation 10-Year Performance - Total Return

(GBP) of index tracking funds, derivatives and as a

350 performance benchmark.

300 Investability

250 Stocks are selected and weighted to ensure 200 that the index is investable. 150 Liquidity 100 Stocks are screened to ensure that the index 50 Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 is tradable. Data as at month end Transparency

FTSE 250 FTSE 100 FTSE 350 FTSE SmallCap FTSE All-Share The index uses a transparent, rules-based construction process. Index methodologies

are freely available on the FTSE Russell Performance and Volatility - Total Return

website. Index (GBP) Return % Return pa %* Volatility %** Availability 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR

FTSE 250 6.8 16.6 19.3 38.2 25.2 54.3 7.8 9.1 14.6 25.5 16.9 The index is calculated based on price and

FTSE 100 2.5 12.4 13.3 23.6 7.5 27.5 2.4 5.0 15.0 19.7 13.6 total return methodologies, both real time

FTSE 350 3.3 13.1 14.3 26.1 10.4 31.9 3.4 5.7 14.6 20.2 13.9 intra-second and end-of-day.

FTSE SmallCap 5.7 19.2 24.7 52.9 42.3 79.9 12.5 12.5 11.0 22.5 16.1 Industry Classification Benchmark

FTSE All-Share 3.4 13.3 14.7 26.9 11.4 33.3 3.7 5.9 14.4 20.2 13.9 (ICB)

* Compound annual returns measured over 3 and 5 years respectively Index constituents are categorised 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

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

FTSE 250 -10.1 26.1 32.3 3.7 11.2 6.7 17.8 -13.3 28.9 -4.6

FTSE 100 -2.2 10.0 18.7 0.7 -1.3 19.1 11.9 -8.7 17.3 -11.5

FTSE 350 -3.2 12.0 20.5 1.2 0.7 16.8 12.9 -9.5 19.2 -10.3

FTSE SmallCap -12.5 27.8 32.8 0.9 9.2 14.3 18.2 -9.5 18.8 7.1

FTSE All-Share -3.5 12.3 20.8 1.2 1.0 16.8 13.1 -9.5 19.2 -9.8

Source: FTSE Russell as at 31 August 2021. 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 250 Index Data as at: 31 August 2021

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 250 2.5 0.3 0.5 0.8 -5.6 -41.7 -41.7 -41.7

FTSE 100 1.5 0.1 0.4 0.5 -8.5 -34.2 -34.2 -34.2 Index Launch

FTSE 350 1.7 0.2 0.4 0.6 -7.6 -35.2 -35.2 -35.2 12 October 1992 FTSE SmallCap 4.6 0.5 0.8 0.9 -3.9 -39.8 -39.8 -39.8 Investability Screen FTSE All-Share 1.8 0.2 0.4 0.6 -7.3 -35.3 -35.3 -35.3

Actual free float applied and liquidity

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

Index Calculation

Top 10 Constituents Real-time and end-of-day index available Constituent ICB Sector Net MCap (GBPm) Wgt % End-of-Day Distribution Aerospace and Defense 6,457 1.48 Via FTP and email Morrison (Wm) Supermarkets Personal Care Drug and Grocery Stores 6,440 1.48

Dechra Pharmaceuticals Pharmaceuticals and Biotechnology 5,493 1.26 Currency

Howden Joinery Group Retailers 5,386 1.23 GBP and EUR Industrial Support Services 4,996 1.15 Review Dates IMI Electronic and Electrical Equipment 4,878 1.12 Quarterly in March, June, September, F&C Investment Trust Closed End Investments 4,782 1.10 December Electronic and Electrical Equipment 4,534 1.04

History Future Media 4,351 1.00

Bellway Household Goods and Home Construction 4,342 1.00 Available from 31 December 1985

Totals 51,660 11.84

ICB Industry Breakdown

FTSE 250 FTSE All-Share

ICB Code ICB Industry No. of Net MCap (GBPm) Wgt % No. of Net MCap (GBPm) Wgt % Cons Cons

10 Technology 11 14,600 3.35 21 50,302 2.05

15 Telecommunications 4 4,457 1.02 7 53,791 2.19

20 Health Care 9 18,690 4.28 14 239,296 9.75

30 Financials 94 156,711 35.93 252 551,973 22.49

35 Real Estate 21 39,578 9.07 56 80,496 3.28

40 Consumer Discretionary 42 78,982 18.11 90 303,766 12.38

45 Consumer Staples 10 21,232 4.87 27 367,168 14.96

50 Industrials 38 75,063 17.21 87 327,286 13.33

55 Basic Materials 10 12,497 2.87 25 229,454 9.35

60 Energy 6 4,980 1.14 14 176,897 7.21

65 Utilities 5 9,404 2.16 10 73,980 3.01

Totals 250 436,194 100.00 603 2,454,409 100.00

Index Characteristics

Attributes FTSE 250

Number of constituents 250

Net MCap (GBPm) 436,194

Dividend Yield % 1.77

Constituent Sizes (Net MCap GBPm)

Average 1,745

Largest 6,457

Smallest 174

Median 1,409

Weight of Largest Constituent (%) 1.48

Top 10 Holdings (% Index MCap) 11.84

31 August 2021

Source: FTSE Russell as at 31 August 2021. 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 250 Index Data as at: 31 August 2021

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Source: FTSE Russell as at 31 August 2021. 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.