FTSE Russell Factsheet FTSE 50 Index Data as at: 31 August 2021 bmkTitle1 Investors globally use the FTSE China 50 Index to gain exposure to Kong listed Chinese FEATURES stocks. It is a real-time tradable index comprising 50 of the largest and most liquid Chinese stocks (H Shares, Red Chips and P Chips) listed and trading on the Stock Exchange of Hong Coverage Kong (SEHK). The index is specifically designed for international investors, combining the ease of 50 of the largest and most liquid Chinese

trading on SEHK with a methodology to meet fund regulatory requirements worldwide. stocks (H Shares, Red Chips and P Chips

H Shares listed on SEHK). Individual constituent

H Shares are securities of companies incorporated in the People's Republic of China (PRC) and weights are capped at 9% to avoid over-

listed on SEHK. They can only be traded by Chinese investors under the Qualified Domestic concentration in any one stock.

Institutional Investors Scheme (QDII). There are no restrictions for international investors. Objective

The index is designed for use in the creation Red Chips

of index tracking funds, derivatives and as a

Red companies are incorporated outside the PRC and traded on SEHK. A Red Chip company performance benchmark. has at least 30 percent of its shares in aggregate held directly or indirectly by mainland state Investability entities, and at least 50 percent of its revenue or assets derived from .

Stocks are free-float weighted to ensure that P Chips only the investable opportunity set is companies are incorporated outside the PRC that trade on SEHK. A P Chip is a company included within the indexes. that is controlled by Mainland China individuals, with the establishment and origin of the company in Mainland China and at least 50 percent of its revenue or assets derived from Capping

mainland China. Individual constituent weights are capped at

9% on a quarterly basis to avoid over- 5 -Year Performance - Total Return

(HKD) concentration in any one stock.

200 Liquidity 190 180 Stocks are screened to ensure that the index 170

160 is tradable. 150 140 Transparency 130 120 110 The index uses a transparent, rules-based 100 construction process. Index methodologies 90 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 are freely available on the FTSE Russell Data as at month end website.

FTSE China 50 FTSE China (HK Listed) Availability

The index is calculated based on price and

total return methodologies, both real time Performance and Volatility - Total Return

and end-of-day. Index (HKD) Return % Return pa %* Volatility %** Industry Classification Benchmark 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR (ICB) FTSE China 50 -11.6 -14.6 -11.3 -3.7 5.7 32.3 1.9 5.8 24.9 22.8 17.6

FTSE China (HK Listed) -13.5 -15.8 -9.8 1.1 22.8 63.7 7.1 10.4 25.6 24.0 18.3 Index constituents are categorized in

accordance with the Industry Classification * 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 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 China 50 Index Data as at: 31 August 2021

Year-on-Year Performance - Total Return INFORMATION

Index % (HKD) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Index Universe FTSE China 50 -17.1 18.0 -0.1 13.4 -11.2 2.9 37.1 -11.4 14.3 11.0 FTSE All-World Index (Red Chips, P Chips FTSE China (HK Listed) -17.3 22.2 3.6 8.2 -6.5 2.9 48.8 -14.7 18.3 25.4

and H Shares)

Return/Risk Ratio and Drawdown - Total Return

Index Launch Index (HKD) Return/Risk Ratio Drawdown (%) 19 April 2001 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR Base Date FTSE China 50 -0.1 0.1 0.3 0.2 -29.4 -29.4 -33.5 -43.4 16 March 2001 FTSE China (HK Listed) 0.0 0.3 0.6 0.4 -30.6 -30.6 -30.7 -41.5

Base Value Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data 5000

Investability Screen Top 5 Constituents

Constituent Country ICB Sector Net MCap (HKDm) Wgt % Actual free-float applied and liquidity

Meituan Dianping (P Chip) China Software and Computer Services 982,783 8.24 screened

Tencent Holdings (P Chip) China Software and Computer Services 978,947 8.21 Index Calculation Alibaba Group Holding (P Chip) China Retailers 977,913 8.20 Real-time and end-of-day indexes available (H) China Banks 728,873 6.11 End-of-Day Distribution JD.com (P Chip) China Retailers 615,209 5.16

12:00 hrs GMT via FTP and email Totals 4,283,726 35.91

Currency

ICB Supersector Breakdown HKD and USD ICB Code ICB Supersector No. of Cons Net MCap (HKDm) Wgt % Review Dates 1010 Technology 3 2,004,334 16.80 Quarterly in March, June, September, 1510 Telecommunications 2 604,801 5.07 December 2010 Health Care 3 732,318 6.14

3010 Banks 10 2,510,639 21.04

3020 Financial Services 4 175,430 1.47

3030 Insurance 4 825,934 6.92

3510 Real Estate 4 462,545 3.88

4010 Automobiles and Parts 2 600,445 5.03

4020 Consumer Products and Services 4 1,083,143 9.08

4040 Retailers 2 1,593,122 13.35

4050 Travel and Leisure 1 54,698 0.46

4510 Food Beverage and Tobacco 2 326,813 2.74

4520 Personal Care Drug and Grocery Stores 2 139,860 1.17

5010 Construction and Materials 1 93,710 0.79

5020 Industrial Goods and Services 2 179,246 1.50

5510 Basic Resources 1 119,599 1.00

6010 Energy 3 423,907 3.55

Totals 50 11,930,545 100.00

Index Characteristics

Attributes FTSE China 50 FTSE China (HK Listed)

Number of constituents 50 231

Net MCap (HKDm) 11,930,545 14,755,032

Dividend Yield % 2.63 2.01

Constituent Sizes (Net MCap HKDm)

Average 238,611 63,875

Largest 982,783 2,881,122

Smallest 14,466 1,102

Median 120,372 16,713

Weight of Largest Constituent (%) 8.24 19.53

Top 10 Holdings (% Index MCap) 57.50 58.42

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 50 Index Data as at: 31 August 2021

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.