FTSE Russell Factsheet FTSE MIB Index Data as at: 31 August 2021 bmkTitle1 The FTSE MIB Index is the primary benchmark index for the Italian equity market and FEATURES represents the large cap component of the FTSE Italia All-Share Index. Capturing approximately 80% of the domestic market capitalisation, the FTSE MIB Index measures the performance of Coverage the 40 most liquid and capitalised Italian shares and seeks to replicate the broad sector weights The FTSE MIB Index consists of the 40 most

of the Italian stock market. liquid and capitalised stocks listed on Borsa

1-Year Performance - Capital Return Italiana (BIt) MTA and MIV markets, based

(EUR) on published ground rules with constituent 140 list overseen by the FTSE Italia Index Series

130 Technical Committee.

120 Objective

110 The index is designed for use in the creation of index tracking funds, derivatives and as a 100 performance benchmark. 90 Aug-2020 Oct-2020 Dec-2020 Feb-2021 Apr-2021 Jun-2021 Aug-2021 Investability Data as at month end Stocks are free-float weighted to ensure that only the investable opportunity set is FTSE MIB

included within the indexes.

Capping 5-Year Performance - Capital Return

(EUR) Constituents are capped at 15% to avoid

160 over-concentration. 150 Liquidity 140 Stocks are screened to ensure that the index 130 120 is tradable. Foreign shares are eligible for 110 inclusion, although secondary lines are

100 excluded. 90 Transparency Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end The index uses a transparent, rules-based construction process. Index methodologies FTSE MIB are freely available on the FTSE Russell

website.

Performance and Volatility - Capital Return Availability Index (EUR) Return % Return pa %* Volatility %** The index is calculated based on price and 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR total return methodologies, both real time FTSE MIB 3.3 13.8 17.0 32.5 28.3 53.5 8.7 8.9 17.5 25.9 21.7 intra-second and end-of-day.

* Compound annual returns measured over 3 and 5 years respectively Industry Classification Benchmark ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

(ICB) Year-on-Year Performance - Capital Return Index constituents are categorized in Index % (EUR) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 accordance with the Industry Classification FTSE MIB -25.2 7.8 16.6 0.2 12.7 -10.2 13.6 -16.1 28.3 -5.4 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 3

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

Return/Risk Ratio and Drawdown - Capital Return INFORMATION

Index (EUR) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR All stocks listed on BIt's MTA and MIV FTSE MIB 1.8 0.3 0.4 0.3 -10.5 -41.5 -41.5 -41.5

markets

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

Q2 2009 Top 10 Constituents

Base Date Constituent ICB Sector Net MCap (EURm) Wgt %

Enel Electricity 59,931 14.20 31 December 1997

Intesa Sanpaolo Banks 39,774 9.42 Base Value NV Automobiles and Parts 34,216 8.11 24,401.54 Oil Gas and Coal 26,238 6.22 Investability Screen STMicroelectronics Technology Hardware and Equipment 24,462 5.80 Free-float adjusted and liquidity screened Banks 22,974 5.44

Ferrari NV Automobiles and Parts 22,311 5.29 Index Calculation

Generali Non-life Insurance 22,213 5.26 End-of-day and real-time indices available Cnh Industrial Industrial Transportation 13,765 3.26 End-of-Day Distribution Personal Goods 11,639 2.76 Via FTP and email Totals 277,521 65.75

Currency

ICB Supersector Breakdown

EUR ICB Code ICB Supersector No. of Cons Net MCap (EURm) Wgt % Review Dates 1010 Technology 1 24,462 5.80 Quarterly in March, June, September and 1510 Telecommunications 2 7,651 1.81 December

2010 Health Care 3 15,424 3.65

3010 Banks 6 80,541 19.08

3020 Financial Services 4 20,104 4.76

3030 Insurance 3 29,864 7.08

4010 Automobiles and Parts 3 58,946 13.97

4020 Consumer Products and Services 1 11,639 2.76

4510 Food Beverage and Tobacco 1 5,782 1.37

5010 Construction and Materials 1 2,091 0.50

5020 Industrial Goods and Services 6 45,252 10.72

6010 Energy 4 42,475 10.06

6510 Utilities 5 77,854 18.45

Totals 40 422,085 100.00

Index Characteristics

Attributes FTSE MIB

Number of constituents 40

Net MCap (EURm) 422,085

Dividend Yield % 2.25

Constituent Sizes (Net MCap EURm)

Average 10,552

Largest 59,931 Smallest 1,112

Median 5,539

Weight of Largest Constituent (%) 14.20

Top 10 Holdings (% Index MCap) 65.75

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 MIB 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.