FTSE Russell Factsheet FTSE 100 Index Data as at: 31 August 2021 bmkTitle1 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 Exchange’s 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 400 Stocks are selected and weighted to ensure 350 300 that the index is investable.

250 Liquidity 200 Stocks are screened to ensure that the index 150 is tradable. 100

50 Transparency Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 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 100 FTSE 250 FTSE SmallCap FTSE All-Share FTSE Fledgling are freely available on the FTSE Russell

website.

Performance and Volatility - Total Return Availability

Index (GBP) 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 100 2.5 12.4 13.3 23.6 7.5 27.5 2.4 5.0 15.0 19.7 13.6 intra-second and end of day.

FTSE 250 6.8 16.6 19.3 38.2 25.2 54.3 7.8 9.1 14.6 25.5 16.9 Industry Classification Benchmark FTSE SmallCap 5.7 19.2 24.7 52.9 42.3 79.9 12.5 12.5 11.0 22.5 16.1 (ICB) 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 Index constituents are categorized in FTSE Fledgling 3.3 20.0 26.1 56.5 27.0 82.8 8.3 12.8 7.8 20.4 19.1

accordance with the Industry Classification

* Compound annual returns measured over 3 and 5 years respectively Benchmark (ICB), the global standard for ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

industry sector analysis.

Year-on-Year Performance - Total Return

Index % (GBP) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020

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

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

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

FTSE Fledgling -12.6 19.8 39.0 8.8 15.4 18.2 26.4 -7.3 2.3 11.0

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 100 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 100 1.5 0.1 0.4 0.5 -8.5 -34.2 -34.2 -34.2

FTSE 250 2.5 0.3 0.5 0.8 -5.6 -41.7 -41.7 -41.7 Index Launch

FTSE SmallCap 4.6 0.5 0.8 0.9 -3.9 -39.8 -39.8 -39.8 3 January 1984 FTSE All-Share 1.8 0.2 0.4 0.6 -7.3 -35.3 -35.3 -35.3 Base Date FTSE Fledgling 7.0 0.4 0.7 0.9 -2.6 -44.5 -44.7 -44.7

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 AstraZeneca Pharmaceuticals and Biotechnology 131,690 6.81 screened Unilever Personal Care Drug and Grocery Stores 105,527 5.46

Diageo Beverages 80,190 4.15 Index Calculation

HSBC Hldgs Banks 78,865 4.08 Real-time and end-of-day index available GlaxoSmithKline Pharmaceuticals and Biotechnology 72,223 3.73 End-of-Day Distribution Totals 468,495 24.23

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

1010 Technology 5 33,987 1.76 21 50,302 2.05 Quarterly in March, June, September,

1510 Telecommunications 2 49,019 2.53 7 53,791 2.19 December

2010 Health Care 4 220,446 11.40 14 239,296 9.75 Historical Data 3010 Banks 5 163,912 8.48 11 172,184 7.02 Available from January 1984

3020 Financial Services 10 100,890 5.22 228 281,268 11.46

3030 Insurance 5 82,888 4.29 13 98,521 4.01

3510 Real Estate 4 31,323 1.62 56 80,496 3.28

4010 Automobiles and Parts - - - 2 2,195 0.09

4020 Consumer Products and Services 6 63,032 3.26 22 85,473 3.48

4030 Media 5 70,110 3.63 11 77,133 3.14

4040 Retailers 4 27,400 1.42 22 53,304 2.17

4050 Travel and Leisure 5 55,507 2.87 33 85,660 3.49

4510 Food Beverage and Tobacco 5 168,968 8.74 18 182,252 7.43

Personal Care Drug and Grocery 4520 5 174,852 9.04 9 184,916 7.53 Stores

5010 Construction and Materials 1 30,317 1.57 15 42,126 1.72

5020 Industrial Goods and Services 18 210,707 10.90 72 285,160 11.62

5510 Basic Resources 8 197,598 10.22 18 205,025 8.35

5520 Chemicals 2 17,885 0.92 7 24,430 1.00

6010 Energy 3 170,795 8.83 14 176,897 7.21

6510 Utilities 4 64,243 3.32 10 73,980 3.01

Totals 101 1,933,879 100.00 603 2,454,409 100.00

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 100 Index Data as at: 31 August 2021

Index Characteristics

Attributes FTSE 100

Number of constituents 101

Net MCap (GBPm) 1,933,879

Dividend Yield % 3.28

Constituent Sizes (Net MCap GBPm)

Average 19,147

Largest 131,690

Smallest 1,573

Median 9,706

Weight of Largest Constituent (%) 6.81

Top 10 Holdings (% Index MCap) 39.30

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.