FTSE Russell Factsheet FTSE Greater HKD Index Data as at: 31 August 2021 bmkTitle1 The FTSE Greater China HKD Index is an index derived from the FTSE All-World Index and FEATURES comprises Large and Mid Cap stocks providing coverage of 3 markets: China, SAR and . For China, the index includes H shares, P Chips and Red Chips listed in Hong Kong Objective and A Shares, B Shares listed in China. Price return, total return and net return versions are The index is designed for use in the creation

available for this index. of index tracking funds, derivatives and as a

5-Year Performance - Total Return performance benchmark.

(HKD) Investability 300 Stocks are selected and weighted to ensure 250 that the index is investable. 200 Liquidity

150 Stocks are screened to ensure that the index

100 is tradable.

50 Transparency Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end Index methodologies are freely available on

the FTSE Russell website. FTSE Greater China HKD FTSE Greater China HKD Net of Tax FTSE China

FTSE Hong Kong FTSE Taiwan Availability

The index is calculated based on price and

Performance and Volatility - Total Return

total return methodologies, both real time

Index (HKD) Return % Return pa %* Volatility %** and end of day.

3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Industry Classification Benchmark FTSE Greater China HKD -7.1 -5.5 1.0 13.1 36.4 80.9 10.9 12.6 19.1 20.1 16.2 (ICB) FTSE Greater China HKD Net of Tax -7.3 -5.7 0.8 12.8 35.1 78.0 10.6 12.2 19.1 20.1 16.2 Index constituents are categorized in FTSE China -13.2 -17.0 -11.6 -3.9 25.2 63.4 7.8 10.3 23.3 24.0 19.0 accordance with the Industry Classification FTSE Hong Kong -5.0 -0.1 7.0 18.5 19.3 50.3 6.1 8.5 16.8 19.5 17.2 Benchmark (ICB), the global standard for FTSE Taiwan 3.5 10.3 22.5 53.6 103.2 184.4 26.7 23.3 19.5 19.6 18.1

industry sector analysis.

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

Year-on-Year Performance - Total Return

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

FTSE Greater China HKD -18.3 23.0 7.6 7.5 -6.8 7.0 40.8 -11.7 20.7 22.8

FTSE Greater China HKD Net of -18.6 22.6 7.2 7.2 -7.1 6.6 40.3 -12.0 20.2 22.4 Tax

FTSE China -17.8 22.1 3.7 8.4 -6.1 2.4 46.6 -18.6 22.9 30.7

FTSE Hong Kong -17.4 28.7 9.5 3.3 -3.7 3.8 37.8 -10.0 11.2 7.0

FTSE Taiwan -19.8 17.7 10.3 10.2 -11.0 19.9 29.8 -7.0 35.7 40.2

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 Greater China HKD Index Data as at: 31 August 2021

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (HKD) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-World Index Series FTSE Greater China HKD 0.7 0.5 0.8 0.5 -19.3 -26.2 -26.6 -34.2

FTSE Greater China HKD Net of Tax 0.7 0.5 0.8 0.5 -19.5 -26.3 -27.2 -34.4 Index Launch

FTSE China -0.2 0.4 0.5 0.4 -31.4 -31.4 -31.7 -41.3 24 May 2010 FTSE Hong Kong 1.1 0.4 0.5 0.4 -8.2 -31.4 -31.4 -31.4 Base Date FTSE Taiwan 2.6 1.3 1.3 0.9 -12.1 -29.4 -29.4 -29.4

19 Sept 2003

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

1000 Top 10 Constituents - FTSE Greater China HKD

Investability Screen Constituent Country ICB Supersector Net MCap (HKDm) Wgt % Actual free float applied and liquidity Taiwan Semiconductor Manufacturing Taiwan Technology 4,145,341 12.36 screened Tencent Holdings (P Chip) China Technology 2,881,122 8.59

Alibaba Group Holding (P Chip) China Retailers 2,352,736 7.01 Index Calculation

AIA Group Ltd. Hong Kong Insurance 1,124,366 3.35 Real-time and end-of-day index available Meituan Dianping (P Chip) China Technology 967,475 2.88 End-of-Day Distribution Hong Kong Exchanges & Clearing Hong Kong Financial Services 622,254 1.86 Via FTP and email China Construction Bank (H) China Banks 524,628 1.56

WuXi Biologics (P Chip) China Health Care 394,296 1.18 Currency

JD.com (P Chip) China Retailers 386,208 1.15 HKD

MediaTek Taiwan Technology 374,829 1.12 Review Dates Totals 13,773,256 41.06

Semi-annually in March and September

ICB Supersector Breakdown - FTSE Greater China HKD

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

10 Technology 142 11,366,581 33.89

15 Telecommunications 35 799,222 2.38

20 Health Care 109 1,389,723 4.14

30 Financials 145 6,349,224 18.93

35 Real Estate 82 1,659,053 4.95

40 Consumer Discretionary 167 5,716,418 17.04

45 Consumer Staples 79 1,423,224 4.24

50 Industrials 194 2,107,387 6.28

55 Basic Materials 122 1,201,172 3.58

60 Energy 41 671,346 2.00

65 Utilities 52 859,879 2.56

Totals 1168 33,543,228 100.00

Country Breakdown - FTSE Greater China HKD

Country No. of Cons Net MCap (HKDm) Wgt %

China 971 19,138,188 57.06

Hong Kong 89 4,722,028 14.08

Taiwan 108 9,683,013 28.87

Totals 1168 33,543,228 100.00

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 Greater China HKD Index Data as at: 31 August 2021

Index Characteristics

Attributes FTSE Greater China HKD

Number of constituents 1168

Net MCap (HKDm) 33,543,228

Dividend Yield % 2.18

Constituent Sizes (Net MCap HKDm)

Average 28,719

Largest 4,145,341

Smallest 269

Median 4,588

Weight of Largest Constituent (%) 12.36

Top 10 Holdings (% Index MCap) 41.06

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.