FTSE Russell Factsheet FTSE Red All Cap Index Data as at: 31 August 2021 bmkTitle1 The FTSE China Red Chip All Cap Index is a free float adjusted market-capitalisation weighted FEATURES index representing the performance of Red Chips in the FTSE Global All Cap Index. Constituents of this index have passed the the size, free float, and liquidity screens that are applied across all Objective companies in the FTSE Global Equity Index Series. “Red Chips” are securities of companies The index is designed for use in the creation incorporated outside the PRC that trade on the Stock Exchange of Kong. They are quoted of index tracking funds, derivatives and as a in dollars. A Red Chip is a company that is substantially owned directly or indirectly performance benchmark. by state entities and has the majority of its revenue or assets derived from Mainland China. The definitions of Red Chips are reviewed annually in March effective on the Investability

same day as the Global Equity Index Series. Stocks are selected and weighted to ensure

5 -Year Performance - Total Return that the indices are investable.

(USD) Capping 130 Individual constituent weights are capped at 125 120 10% on a quarterly basis to avoid

115 overconcentration in any one stock. 110 105 Liquidity 100 Stocks are screened to ensure that the index 95 is tradable. 90

Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Transparency Data as at month end Index rules are freely available on the FTSE

FTSE China Red Chip All Cap FTSE China Red Chip All Cap Capped website.

Availability

Performance and Volatility - Total Return The index is calculated based on price and

Index (USD) Return % Return pa %* Volatility %** total return methodologies, available end-of-

3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR day.

FTSE China Red Chip All Cap -2.3 2.4 4.2 1.1 -9.8 -0.2 -3.4 0.0 17.8 22.6 16.5 Industry Classification Benchmark

FTSE China Red Chip All Cap Capped -1.9 2.8 5.3 4.5 -3.1 14.3 -1.0 2.7 17.6 22.5 16.7 Index constituents are categorized in

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

Year-on-Year Performance - Total Return industry sector analysis.

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

FTSE China Red Chip All Cap -9.0 25.4 0.1 -0.1 -0.8 -7.3 19.0 -2.5 8.0 -17.2

FTSE China Red Chip All Cap -9.9 27.4 5.4 -2.3 0.0 -9.1 25.2 -3.3 12.1 -14.6 Capped

Return/Risk Ratio and Drawdown - Total Return

Index (USD) Return/Risk Ratio Drawdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE China Red Chip All Cap 0.1 -0.2 0.0 0.1 -12.9 -35.2 -35.2 -39.1

FTSE China Red Chip All Cap Capped 0.2 -0.1 0.2 0.2 -12.7 -33.6 -33.6 -39.2

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

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 China Red Chip All Cap Index Data as at: 31 August 2021

Top 10 Constituents INFORMATION

Constituent ICB Sector Net MCap (USDm) Wgt % Base Date China Mengniu Dairy (Red Chip) Food Producers 18,479 15.26

19 March 2004 (Holdings) (Red Chip) Beverages 12,945 10.69

China Resources Land (Red Chip) Real Estate Investment and Services Development 10,246 8.46 Base Value

China Overseas Land & Inv (Red Chip) Real Estate Investment and Services Development 8,817 7.28 1000 CITIC (Red Chip) General Industrials 6,108 5.04 Investability Screen Group (Red Chip) Gas Water and Multi-utilities 5,405 4.46 Actual free-float applied and liquidity China Resources Power Holdings (RED CHIP) Electricity 4,622 3.82 screened Guangdong Investment (Red Chip) Gas Water and Multi-utilities 4,054 3.35

Kunlun Energy (Red Chip) Oil Gas and Coal 3,161 2.61 Index Calculation

Hua Hong Semiconductor (Red Chip) Technology Hardware and Equipment 2,887 2.38 End-of-Day indices available

Totals 76,724 63.35 End-of-Day Distribution

Via FTP and email ICB Supersector Breakdown

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

1010 Technology 2 3,672 3.03 USD, GBP, EUR, JPY, HKD, SGD

2010 Health Care 4 3,134 2.59 Review Dates 3020 Financial Services 1 1,049 0.87 Quarterly in March, June, September, 3030 Insurance 1 2,119 1.75 December 3510 Real Estate 16 30,008 24.78 Index Rules 4510 Food Beverage and Tobacco 6 33,023 27.27

5010 Construction and Materials 2 3,581 2.96 Available at www.ftse.com/china

5020 Industrial Goods and Services 8 13,847 11.43 5510 Basic Resources 2 1,386 1.14

5520 Chemicals 1 360 0.30

6010 Energy 5 5,719 4.72

6510 Utilities 9 23,214 19.17

Totals 57 121,113 100.00

Index Characteristics

Attributes FTSE China Red Chip All Cap

Number of constituents 57

Dividend Yield % 3.68

Constituent (Wgt %)

Average 1.75

Largest 15.26

Median 0.73

Top 10 Holdings (Wgt %) 63.35

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 China Red Chip All Cap 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.