FTSE FACTSHEET FTSE Canada Data as at: 31 August 2015 bmkTitle1 The FTSE Canada Index is part of a range of indices designed to help North American investors FEATURES benchmark their investments. The FTSE Canada index is a market-capitalisation weighted index representing the performance of Canadian large and mid cap stocks. The index is derived from Coverage the FTSE Global Equity Index Series (GEIS), which covers 98% of the world’s investable market Derived from the FTSE Global Equity Index capitalization.

Series (GEIS), which covers 98% of the

5-Year Performance - Total Return world’s investable market capitalisation.

(CAD) Objective 300 The index is designed for use in the creation 250 of index tracking funds, derivatives and as a

200 performance benchmark.

150 Investability

100 Stocks are selected and weighted to ensure

50 that the index is investable. Aug-2010 Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 Liquidity Data as at month end Stocks are screened to ensure that the index

FTSE Canada FTSE North America FTSE Developed FTSE Developed ex North America is tradable.

Transparency

Performance and Volatility - Total Return The index uses a transparent, rules-based Index (CAD) Return % Return pa %* Volatility %** construction process. Index Rules are freely 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR available on the FTSE website. FTSE Canada -6.5 -7.4 -3.1 -7.1 29.8 33.3 9.1 5.9 13.3 11.9 9.6 Availability FTSE North America -0.2 0.4 10.9 21.0 96.4 149.1 25.2 20.0 14.9 11.6 8.4 The index is calculated based on price and FTSE Developed -1.0 0.3 12.5 17.8 86.2 114.6 23.0 16.5 12.4 11.0 9.1 total return methodologies, both real time FTSE Developed ex North America -2.3 0.1 14.9 13.5 72.8 78.1 20.0 12.2 12.3 12.3 11.4

and end-of-day. * 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 Industry Classification Benchmark

Index constituents are categorized in Year-on-Year Performance - Total Return accordance with the Industry Classification Index % (CAD) 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 Benchmark (ICB), the global standard for FTSE Canada 26.6 19.7 11.4 -31.8 32.3 12.5 -9.9 7.7 13.3 12.1 industry sector analysis. FTSE North America 4.8 15.5 -8.9 -21.7 9.5 9.4 3.0 13.2 39.5 22.7

FTSE Developed 7.5 20.8 -6.7 -25.3 11.5 6.4 -3.2 14.5 35.3 14.6 FTSE Developed ex North 11.0 27.2 -4.3 -28.9 13.8 3.4 -9.9 15.9 30.2 4.0 America

Source: FTSE Group as at 31 August 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 1 of 3 FTSE Canada Index Data as at: 31 August 2015

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (CAD) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Global Equity Index Series FTSE Canada -0.5 0.7 0.6 0.4 -14.3 -14.3 -16.6 -43.4

FTSE North America 1.4 2.1 2.4 0.8 -10.1 -10.1 -9.5 -41.2 Base Date

FTSE Developed 1.4 2.0 1.8 0.6 -9.4 -9.4 -12.0 -42.8 31 December 1986 FTSE Developed ex North America 1.1 1.6 1.1 0.4 -9.2 -9.5 -15.6 -45.2 Base Value

Figures are annualised 100 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR and 10YR based on monthly data

Investability Screen

Top 10 Constituents Actual free float applied and liquidity Constituent ICB Sector Net MCap (CADm) Wgt % screened Royal Bank Of Canada Banks 105,479 7.95 Index Calculation -Dominion Com Banks 96,811 7.29 Real-time and end-of-day index available Valeant Pharmaceuticals International Pharmaceuticals & Biotechnology 96,681 7.28

Bank of Nova Scotia Banks 72,851 5.49 End-of-Day Distribution

Suncor Energy Oil & Gas Producers 54,312 4.09 Via FTP and email Canadian National Railway Industrial Transportation 52,731 3.97 Currency Enbridge Oil Equipment Services & Distribution 46,304 3.49 USD, GBP, JPY, EUR and Local Bank of Montreal Banks 46,187 3.48

Review Dates Manulife Financial Life Insurance/Assurance 42,114 3.17

Canadian Imperial Bank of Commerce Banks 38,648 2.91 Semi-annually in March and September

Totals 652,119 49.14

ICB Industry Breakdown

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

0001 Oil & Gas 14 243,913 18.38

1000 Basic Materials 13 120,966 9.11

2000 Industrials 6 93,667 7.06

3000 Consumer Goods 2 33,265 2.51

4000 Health Care 1 96,681 7.28

5000 Consumer Services 8 101,204 7.63

6000 Telecommunications 3 40,113 3.02

7000 Utilities 3 28,897 2.18

8000 Financials 17 550,605 41.49

9000 Technology 2 17,868 1.35

Totals 69 1,327,182 100.00

Index Characteristics

Attributes FTSE Canada FTSE Developed Data definitions available from [email protected] Number of constituents 69 2090

Net MCap (CADm) 1,327,182 43,537,089 For further information visit www.ftse.com, email [email protected] or call your local FTSE office: Dividend Yield % 3.08 2.53

Constituent Sizes (Net MCap CADm) +86 10 5833 2202 Boston +1 888 747 FTSE (3873) Average 19,235 20,831 Dubai +971 4 375 1868 Largest 105,479 855,563 Hong Kong +852 2164 3333 Smallest 71 71 +44 (0) 20 7866 1810 Median 10,094 8,307 +39 02 3604 6953

Weight of Largest Constituent (%) 7.95 1.97 Mumbai +91 22 6649 4180 New York +1 888 747 FTSE (3873) Top 10 Holdings (% Index MCap) 49.14 8.99 +33 (0)1 53 76 82 89

31 August 2015 Rio de Janeiro +55 (21) 3736 3726 San Francisco +1 888 747 FTSE (3873) Shanghai +86 21 6058 9131 +61 (0)2 9293 2864 +81 (3) 3581 2811 Toronto +1 416 572 7979

Source: FTSE Group as at 31 August 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 2 of 3 FTSE Canada Index Data as at: 31 August 2015

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© 2015 Group companies. London Stock Exchange Group companies includes FTSE International Limited (“FTSE”), Frank Russell Company (“Russell”), MTS Next Limited (“MTS”), and FTSE TMX Global Debt Capital Markets Inc (“FTSE TMX”). All rights reserved.

“FTSE®”, “Russell®”, “MTS®”, “FTSE TMX®” and “FTSE Russell” and other service marks and trademarks related to the FTSE or Russell indexes are trade marks of the London Stock Exchange Group companies and are used by FTSE, MTS, FTSE TMX and Russell under licence. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by the London Stock Exchange Group companies nor its licensors for any errors or for any loss from use of this publication.Neither the London Stock Exchange Group companies nor any of their licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Canada or the fitness or suitability of the FTSE Canada for any particular purpose to which it might be put.

The London Stock Exchange Group companies do not provide investment advice and nothing in this document should be taken as constituting financial or investment advice. The London Stock Exchange Group companies make no representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional.

No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the London Stock Exchange Group companies. Distribution of the London Stock Exchange Group companies’ index values and the use of their indexes to create financial products require a licence with FTSE, FTSE TMX, MTS and/or Russell and/or its licensors. The Industry Classification Benchmark (“ICB”) is owned by FTSE. FTSE does not accept any liability to any person for any loss or damage arising out of any error or omission in the ICB.

Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent 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 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 underlying economic data used in the calculation of the index.

Source: FTSE Group as at 31 August 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 3 of 3