FTSE Russell Factsheet FTSE H Share All Cap Index Data as at: 31 August 2021 bmkTitle1 The FTSE China H Share All Cap Index is a free float adjusted market-capitalisation weighted FEATURES index representing the performance of H Shares 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. “H” shares are securities of Chinese The index is designed for use in the creation incorporated companies and nominated by the Central Government for listing and trading on the of index tracking funds, derivatives and as a Stock Exchange of Kong. They are quoted and traded in dollars. Like other performance benchmark. securities trading on the Stock Exchange of Hong Kong, there are no restrictions on who can Investability trade “H” shares.

Stocks are selected and weighted to ensure 5 -Year Performance - Total Return

(USD) that the indices are investable.

150 Capping

140 Individual constituent weights are capped at 130 10% on a quarterly basis to avoid 120 overconcentration in any one stock. 110 Liquidity 100 Stocks are screened to ensure that the index 90 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 is tradable. Data as at month end Transparency

FTSE China H Share All Cap FTSE China H Share All Cap Capped Index rules are freely available on the FTSE

website.

Availability Performance and Volatility - Total Return

Index (USD) 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, available end-of-

FTSE China H Share All Cap -5.1 -1.8 3.0 16.1 9.1 31.8 2.9 5.7 18.7 21.6 17.3 day.

FTSE China H Share All Cap Capped -4.8 -1.0 4.0 17.6 11.4 33.9 3.7 6.0 18.9 21.8 17.4 Industry Classification Benchmark

* Compound annual returns measured over 3 and 5 years respectively Index constituents are categorized in ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data accordance with the Industry Classification

Year-on-Year Performance - Total Return Benchmark (ICB), the global standard for

industry sector analysis. Index % (USD) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020

FTSE China H Share All Cap -21.4 20.9 0.5 15.1 -14.6 3.0 29.6 -12.5 12.9 0.7

FTSE China H Share All Cap -21.6 20.9 0.5 15.1 -14.6 2.3 29.7 -12.8 13.3 1.5 Capped

Return/Risk Ratio and Drawdown - Total Return

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

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

FTSE China H Share All Cap 0.8 0.2 0.3 0.2 -13.0 -25.9 -34.5 -47.4

FTSE China H Share All Cap Capped 0.9 0.2 0.3 0.2 -12.9 -26.8 -35.1 -47.6

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 H Share All Cap Index Data as at: 31 August 2021

Top 10 Constituents INFORMATION

Constituent ICB Sector Net MCap (USDm) Wgt % Base Date (H) Banks 67,456 12.11

19 March 2004 (H) Life Insurance 46,299 8.31

Industrial and Commercial (H) Banks 43,949 7.89 Base Value

China Merchants Bank (H) Banks 31,263 5.61 1000 BYD (H) Automobiles and Parts 26,765 4.81 Investability Screen Bank of China (H) Banks 26,714 4.80 Actual free-float applied and liquidity Great Wall Motor Company (H) Automobiles and Parts 14,268 2.56 screened China Life Insurance (H) Life Insurance 12,457 2.24

China Petroleum & Chemical (H) Oil Gas and Coal 12,367 2.22 Index Calculation

Agricultural Bank of China (H) Banks 10,316 1.85 End-of-Day indices available

Totals 291,853 52.40 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 3 3,344 0.60 USD, GBP, EUR, JPY, HKD, SGD

1510 Telecommunications 4 10,294 1.85 Review Dates 2010 Health Care 18 29,550 5.31 Quarterly in March, June, September, 3010 Banks 12 200,011 35.91 December 3020 Financial Services 14 26,506 4.76 Index Rules 3030 Insurance 8 79,771 14.32

3510 Real Estate 8 10,190 1.83 Available at www.ftse.com/china

4010 Automobiles and Parts 6 48,293 8.67 4020 Consumer Products and Services 2 8,985 1.61

4040 Retailers 1 310 0.06

4050 Travel and Leisure 5 3,171 0.57

4510 Food Beverage and Tobacco 1 4,136 0.74

4520 Personal Care Drug and Grocery Stores 1 3,217 0.58

5010 Construction and Materials 7 16,005 2.87

5020 Industrial Goods and Services 23 33,967 6.10

5510 Basic Resources 10 24,220 4.35

5520 Chemicals 3 3,928 0.71

6010 Energy 9 43,748 7.85

6510 Utilities 8 7,309 1.31

Totals 143 556,955 100.00

Index Characteristics

Attributes FTSE China H Share All Cap

Number of constituents 143

Dividend Yield % 4.77

Constituent (Wgt %)

Average 0.70

Largest 12.11

Median 0.23 Top 10 Holdings (Wgt %) 52.40

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 H Share All Cap Index Data as at: 31 August 2021

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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent +1 877 503 6437 the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are Asia-Pacific based on the same methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the Hong Kong +852 2164 3333 underlying economic data used in the calculation of the index. Tokyo +81 3 4563 6346

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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.