FTSE Russell Factsheet FTSE TWSE Index Series Data as at: 31 August 2021 bmkTitle1 FTSE Group has partnered with the (TWSE) to calculate the FTSE TWSE FEATURES Taiwan Index Series, combining both local knowledge and international indexing capabilities, to create a family of eight indices for both domestic and international investors. Coverage The FTSE TWSE Taiwan 50 Index represents The index series provides exposure to the Taiwanese market with coverage of up to 150 stocks. over 70% of the Taiwanese market. The The FTSE TWSE Taiwan 50 is the headline index, representing the performance of the top 50 FTSE TWSE Taiwan 100 Index, which Taiwanese companies by market capitalisation that meet the relevant investability screening comprises the next 100 companies by full requirements set by FTSE. market capitalisation, represents over 20% 5-Year Performance - Total Return

of the Taiwanese market. (TWD)

Versatility 350

300 Other indices in the FTSE TWSE Taiwan

250 family include: – FTSE TWSE Taiwan Dividend+ Index 200 – FTSE TWSE Taiwan Eight Industries Index 150 – FTSE TWSE Taiwan Technology Index 100 – FTSE TWSE RAFI Taiwan 50 Index 50 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 – FTSE TWSE RAFI Taiwan 100 Index Data as at month end – FTSE TWSE Taiwan Shariah Index

FTSE TWSE Taiwan 50 FTSE TWSE Taiwan Mid-Cap 100 FTSE TWSE Taiwan Technology FTSE Taiwan Objective The indices are designed for the creation of bmkTitle3 Note: FTSE Taiwan Index, which is displayed in the time-series chart above and in tables below, index tracking funds, derivatives and as a

is part of the FTSE Global Equity Index Series. See www.ftse.com/geis for more information. performance benchmark.

Investability Performance and Volatility - Total Return

Index (TWD) Return % Return pa %* Volatility %** Stocks are selected and weighted to ensure

3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR that the index is investable.

FTSE TWSE Taiwan 50 3.3 7.4 18.8 43.1 82.3 146.2 22.2 19.7 19.0 18.5 16.2 Liquidity

FTSE TWSE Taiwan Mid-Cap 100 5.6 22.0 30.6 48.0 86.9 154.7 23.2 20.6 19.3 19.9 17.5 Stocks are screened to ensure that the index FTSE TWSE Taiwan Technology 2.0 2.7 17.6 48.0 143.0 243.5 34.4 28.0 22.5 22.5 20.7 is tradable. FTSE Taiwan 3.7 9.5 20.5 44.6 85.1 147.8 22.8 19.9 17.9 18.2 16.1

Transparency

* Compound annual returns measured over 3 and 5 years respectively The indices use a transparent, rules-based ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

construction process. Index Rules are freely Year-on-Year Performance - Total Return

available on the FTSE website. Index % (TWD) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Availability FTSE TWSE Taiwan 50 -15.5 12.7 11.9 17.6 -5.7 19.1 18.8 -4.4 33.7 32.3 The indices are calculated based on price FTSE TWSE Taiwan Mid-Cap -23.4 12.9 18.9 4.1 -15.0 7.3 27.7 -7.5 30.8 28.3 100 and total return methodologies, both real

FTSE TWSE Taiwan Technology -19.1 15.6 9.2 29.2 -9.3 21.7 27.2 -4.2 50.2 59.2 time and end-of-day.

FTSE TWSE Taiwan Eight -13.5 11.3 11.7 6.7 -5.9 14.3 15.2 -9.5 20.6 9.5 Industry Classification Benchmark Industries

FTSE Taiwan -16.6 13.1 13.2 16.9 -7.4 17.6 18.9 -4.1 33.0 32.1 Index constituents are categorized in

accordance with the Industry Classification Benchmark (ICB), the global standard for

industry sector analysis.

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 TWSE Taiwan Index Series Data as at: 31 August 2021

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (TWD) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR TWSE Board Universe FTSE TWSE Taiwan 50 2.3 1.1 1.2 1.0 -11.0 -27.6 -27.6 -27.6

FTSE TWSE Taiwan Mid-Cap 100 2.6 1.2 1.2 0.7 -17.0 -31.9 -31.9 -31.9 Index Launches FTSE TWSE Taiwan Technology 2.2 1.4 1.4 1.1 -15.5 -28.1 -28.1 -29.9 FTSE TWSE Taiwan 50 Index: FTSE TWSE Taiwan Eight Industries 2.6 0.7 0.8 0.6 -12.8 -29.1 -29.1 -29.1 29 October 2002 FTSE Taiwan 2.4 1.2 1.2 1.0 -11.7 -28.0 -28.0 -28.0 FTSE TWSE Taiwan Mid-Cap 100 / FTSE

TWSE Taiwan Technology Indices: Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data 29 November 2004

Base Date Top 10 Constituents - FTSE TWSE Taiwan 50 Index

Constituent ICB Sector Net MCap (TWDm) Wgt % FTSE TWSE Taiwan 50 Index: 30 April 2002

Taiwan Semiconductor Manufacturing Technology Hardware and Equipment 14,735,120 48.78 FTSE TWSE Taiwan Mid-Cap 100 / FTSE

MediaTek Technology Hardware and Equipment 1,332,375 4.41 TWSE Taiwan Technology Indices:

Hon Hai Precision Industry Technology Hardware and Equipment 1,323,823 4.38 30 June 2003

United Microelectronics Technology Hardware and Equipment 734,784 2.43 Base Value

Fubon Financial Holdings Life Insurance 624,035 2.07 5000 Technology Hardware and Equipment 584,031 1.93 Investability Screen Nan Ya Plastics Chemicals 505,593 1.67 Free-float adjusted and liquidity screened General Industrials 498,827 1.65

Cathay Financial Holding Life Insurance 492,201 1.63 Index Calculation

China Steel Industrial Metals and Mining 470,203 1.56 Real-time and end-of-day indices available Totals 21,300,993 70.51 End-of-Day Distribution

Via FTP and email Top 10 Constituents - FTSE TWSE Mid-Cap 100 Index

Constituent ICB Sector Net MCap (TWDm) Wgt % Currency

China Development Financial Holdings Investment Banking and Brokerage Services 197,125 3.34 TWD and USD. Real-time in TWD only. Unimicron Technology Technology Hardware and Equipment 189,188 3.21 Review Dates SinoPac Financial Holdings Co. Ltd. Banks 149,370 2.53 Quarterly in March, June, September and Accton Technology Telecommunications Equipment 148,940 2.52 December Innolux Technology Hardware and Equipment 144,801 2.45

History Lite-On Technology Technology Hardware and Equipment 130,076 2.20

Catcher Technology Technology Hardware and Equipment 121,810 2.06 Available from April 1997

Shin Kong Financial Holding Life Insurance 118,874 2.01 Eclat Textile Industrial Materials 110,619 1.87

Giant Manufacturing Leisure Goods 99,972 1.69

Totals 1,410,775 23.90

Top 10 Constituents - FTSE TWSE Taiwan Technology Index

Constituent ICB Sector Net MCap (TWDm) Wgt %

Taiwan Semiconductor Manufacturing Technology Hardware and Equipment 14,735,120 61.22

MediaTek Technology Hardware and Equipment 1,332,375 5.54

Hon Hai Precision Industry Technology Hardware and Equipment 1,323,823 5.50

United Microelectronics Technology Hardware and Equipment 734,784 3.05

Delta Electronics Technology Hardware and Equipment 584,031 2.43 ASE Technology Holding Technology Hardware and Equipment 439,344 1.83

Realtek Semiconductor Technology Hardware and Equipment 262,210 1.09

Novatek Microelectronics Technology Hardware and Equipment 256,828 1.07

Silergy Technology Hardware and Equipment 244,744 1.02

Asustek Computer Inc Technology Hardware and Equipment 228,381 0.95

Totals 20,141,640 83.68

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 TWSE Taiwan Index Series Data as at: 31 August 2021

ICB Supersector Breakdown

FTSE TWSE Taiwan 50 FTSE TWSE Taiwan Mid-Cap FTSE Taiwan 100

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

1010 Technology 17 21,158,051 70.04 46 2,911,332 49.33 44 23,617,660 68.62

1510 Telecommunications 3 689,222 2.28 1 148,940 2.52 5 863,690 2.51

2010 Health Care ------2 71,019 0.21

3010 Banks 9 2,215,125 7.33 5 296,856 5.03 12 2,435,652 7.08

3020 Financial Services 2 644,102 2.13 4 284,682 4.82 4 872,886 2.54

3030 Insurance 2 1,116,236 3.69 2 178,313 3.02 4 1,294,549 3.76

3510 Real Estate - - - 3 142,663 2.42 - - -

Automobiles and 4010 - - - 3 94,941 1.61 4 112,449 0.33 Parts

Consumer Products 4020 2 369,768 1.22 5 371,632 6.30 5 614,143 1.78 and Services

4040 Retailers 1 185,864 0.62 1 99,923 1.69 2 285,788 0.83

4050 Travel and Leisure - - - 2 88,683 1.50 2 88,683 0.26

Food Beverage and 4510 1 346,395 1.15 3 107,328 1.82 1 346,395 1.01 Tobacco

Personal Care Drug 4520 1 160,160 0.53 - - - 1 160,160 0.47 and Grocery Stores

Construction and 5010 2 356,123 1.18 1 30,296 0.51 2 356,123 1.03 Materials

Industrial Goods and 5020 5 1,454,292 4.81 10 540,183 9.15 11 1,564,617 4.55 Services

5510 Basic Resources 2 588,029 1.95 10 464,326 7.87 4 730,453 2.12

5520 Chemicals 2 793,343 2.63 3 116,955 1.98 4 871,769 2.53

6010 Energy 1 133,411 0.44 1 25,268 0.43 1 133,411 0.39

Totals 50 30,210,120 100.00 100 5,902,322 100.00 108 34,419,447 100.00

Index Characteristics

Attributes FTSE TWSE FTSE TWSE FTSE TWSE FTSE Taiwan Taiwan 50 Taiwan Mid-Cap Taiwan 100 Technology

Number of constituents 50 100 63 108

Net MCap (TWDm) 30,210,120 5,902,322 24,069,384 34,419,447

Dividend Yield % 2.42 3.44 2.34 2.56

Constituent Sizes (Net MCap TWDm)

Average 604,202 59,023 382,054 318,699

Largest 14,735,120 197,125 14,735,120 14,735,120

Smallest 54,287 5,867 11,501 5,867

Median 248,393 47,648 72,282 118,350

Weight of Largest Constituent (%) 48.78 3.34 61.22 42.81

Top 10 Holdings (% Index MCap) 70.51 23.90 83.68 61.89

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 TWSE Taiwan Index Series Data as at: 31 August 2021

bmkImage2 bmkImage3

© 2020 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8) Beyond Ratings S.A.S. (“BR”). All rights reserved.

FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. “FTSE®”, “Russell®”, “FTSE Russell®”, “MTS®”, “FTSE4Good®”, “ICB®”, “Mergent®”, “The Yield Book®”, “Beyond Ratings®” and all other trademarks and service marks used herein (whether registered or unregistered) are trademarks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, FTSE Canada, Mergent, FTSE FI, YB or BR. FTSE International Limited is authorised and regulated by the Financial Conduct Authority as a benchmark administrator. TWSE is a trade mark of Taiwan Stock Exchange Corporation ("TWSE") (“Partner”). All rights in and to the FTSE TWSE Taiwan Index Series (“Index”) vest in FTSE Russell® and/or its relevant Partner(s).

All information is provided for information purposes only. All information and data contained in this publication is obtained by the LSE Group, from sources Data definitions available from believed by it to be accurate and reliable. Because of the possibility of human and mechanical error as well as other factors, however, such information and data is provided "as is" without warranty of any kind. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors [email protected] make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any information or of results to be obtained from the use of FTSE Russell products, including but not limited to indexes, data and To learn more, visit www.ftserussell.com; analytics, or the fitness or suitability of the FTSE Russell products for any particular purpose to which they might be put. Any representation of historical data accessible through FTSE Russell products is provided for information purposes only and is not a reliable indicator of future performance. email [email protected]; or call your regional Client Services Team office: No responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for (a) any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in EMEA procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this document or links to this document or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of +44 (0) 20 7866 1810 the LSE Group is advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information.

No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing contained North America herein or accessible through FTSE Russell products, including statistical data and industry reports, should be taken as constituting financial or investment advice or a financial promotion. +1 877 503 6437

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 Tokyo +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. Sydney +61 (0) 2 8823 3521

No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group data requires a licence from FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB, BR and/or their respective licensors.

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.