TOTAL MARKET INDICES 1 STOXX® CHINA TOTAL MARKET INDEX Stated objective Key facts The STOXX Total Market (TMI) Indices cover 95% of the free-float » With 95% coverage of the free-float market cap of the relevant market cap of the relevant investable stock universe by region or investable stock universe per region, the index forms a unique country. The STOXX Global TMI serves as the basis for all regional benchmark for a truly global investment approach and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors. Descriptive statistics Index Market cap (EUR bn.) Components (EUR bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX China Total Market Index 1,228.5 625.9 2.8 0.9 63.8 0.0 10.2 0.0 5.4 STOXX China Total Market Index 1,618.2 824.5 3.6 1.2 84.1 0.1 10.2 0.0 5.4 Supersector weighting (top 10) Country weighting Risk and return figures1 Index returns Return (%) Annualized return (%) Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y STOXX China Total Market Index 1.6 12.4 18.0 18.7 41.2 21.0 18.8 17.6 5.7 7.0 STOXX China Total Market Index 0.0 7.5 17.8 8.5 29.7 0.6 11.2 17.5 2.7 5.2 Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX China Total Market Index 12.0 15.8 15.7 19.1 21.6 1.6 1.1 1.0 0.3 0.3 STOXX China Total Market Index 10.6 14.8 15.1 19.0 20.8 0.1 0.7 1.1 0.1 0.2 Index to benchmark Correlation Tracking error (%) STOXX China Total Market Index 1.0 1.0 0.9 0.9 0.9 3.4 4.6 5.4 8.3 9.5 Index to benchmark Beta Annualized information ratio STOXX China Total Market Index 1.1 1.0 1.0 0.9 0.9 5.2 1.5 0.1 0.3 0.1 1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (EUR, gross return), all data as of Aug. 29, 2014 INNOVATIVE. GLOBAL. INDICES. TOTAL MARKET INDICES 2 STOXX® CHINA TOTAL MARKET INDEX Fundamentals (for last 12 months) Index Price/earnings Price/earnings Price/ Dividend Price/ Price/ incl. negative excl. negative book yield (%) sales cash flow Trailing Projected Trailing Projected Trailing Trailing Trailing Trailing STOXX China Total Market Index 9.8 N/A 9.8 N/A 1.4 3.8 0.3 7.5 STOXX China Total Market Index 9.8 N/A 9.8 N/A 1.4 3.8 0.3 7.5 Performance and annual returns3 Methodology The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html Version and symbols Quick facts Index ISIN Symbol Bloomberg Reuters Weighting Free-float market cap Gross Return EUR CH0121750795 TCCNGR TCCNGR Index .TCCNGR No Net Return EUR CH0121750761 TCCNR TCCNR Index .TCCNR Cap factor Price EUR CH0121750753 TCCNP TCCNP Index .TCCNP No. of components Variable Gross Return USD CH0121750803 TCCNGV TCCNGV Index .TCCNGV Net Return USD CH0121750787 TCCNV TCCNV Index .TCCNV Review frequency Quarterly (March, June, September, December) Price USD CH0121750779 TCCNL TCCNL Index .TCCNL To learn more about the inception date, currency versions, calculation hours and Complete list available here: www.stoxx.com/data/vendor_codes.html historical values, please see our data vendor code sheet. 3 STOXX data from Dec. 27, 2001 to Aug. 29, 2014 (EUR, gross return), all data as of Aug. 29, 2014 CONTACT DETAILS STOXX customer support P +41 58 399 5900 Zurich/headquarters: Frankfurt: P +49 69 211 13243 Madrid: P +34 91 369 1229 [email protected] P +41 58 399 5300 Hong Kong: P +852 6307 9316 New York: P +1 212 669 6426 www.stoxx.com London: P +44 207 862 7680 STOXX is part of Deutsche Boerse and SIX CUSTOMIZATION The index can be used as a basis for the definition of STOXX® Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers customization in almost unlimited forms for example in terms of component selection, weighting schemes and personalized calculation methodologies. DISCLAIMER STOXX® indices are protected through intellectual property rights. 'STOXX' and 'EURO STOXX 50' are registered trademarks. The use of the STOXX® indices for financial products or for other purposes requires a license from STOXX. STOXX does not make any warranties or representations, express or implied with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data. STOXX is not providing investment advice through the publication of the STOXX® indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX on the merits of that company. Financial instruments based on the STOXX® indices are in no way sponsored, endorsed, sold or promoted by STOXX. BACKTESTED PERFORMANCE This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance. TOTAL MARKET INDICES 3 STOXX® CHINA TOTAL MARKET INDEX Components4 Company Supersector Country Weight (%) Tencent Holdings Ltd. Technology CN 10.12 CHINA CONSTRUCTION BANK CORP H Banks CN 7.94 China Mobile Ltd. Telecommunications CN 6.67 ICBC H Banks CN 6.39 BANK OF CHINA 'H' Banks CN 4.48 CNOOC Ltd. Oil & Gas CN 3.79 PetroChina Co Ltd 'H' Oil & Gas CN 3.48 China Petroleum & Chemical 'H' Oil & Gas CN 3.24 China Life Insurance Co 'H' Insurance CN 2.65 Bank of Communications Co 'H' Banks CN 1.99 PING AN INSUR GP CO. OF CN 'H' Insurance CN 1.98 AGRICULTURAL BANK OF CHINA 'H' Banks CN 1.49 BOC Hong Kong (Holdings) Ltd. Banks CN 1.39 CHINA SHENHUA EN. 'H' Basic Resources CN 1.30 China Overseas Land & Investme Real Estate CN 1.27 Want Want China Holdings Ltd. Food & Beverage CN 1.21 China Merchants Bank Co Ltd'H' Banks CN 1.18 CHINA PAC.IN.(GROUP) 'H' Insurance CN 1.10 Lenovo Group Ltd. Technology CN 1.10 Hengan International Group Co. Personal & Household Goods CN 1.04 China Unicom (Hong Kong) Ltd. Telecommunications CN 0.91 China Telecom Corp Ltd 'H' Telecommunications CN 0.89 China Mengniu Dairy Co. Ltd. Food & Beverage CN 0.80 Belle International Holdings L Personal & Household Goods CN 0.73 Kunlun Energy Co. Ltd. Oil & Gas CN 0.73 ENN ENERGY HOLDINGS LIMITED Utilities CN 0.72 CHINA MINSHENG BANKING H Banks CN 0.68 Tingyi (Cayman Islands) Holdin Food & Beverage CN 0.67 BRILLIANCE CHINA AUTV. HDG. Automobiles & Parts CN 0.66 China Resources Power Holdings Utilities CN 0.62 CHINA CITIC BANK 'H' Banks CN 0.62 Beijing Enterprises Holdings L Industrial Goods & Services CN 0.59 Dongfeng Group 'H' Automobiles & Parts CN 0.59 PICC P&C 'H' Insurance CN 0.58 ANHUI CONCH CEMENT H Construction & Materials CN 0.54 GREAT WALL MOTOR 'H' Automobiles & Parts CN 0.52 CHINA OILFIELD SERVICES H Oil & Gas CN 0.50 CHINA GAS HOLDINGS Oil & Gas CN 0.48 China Merchants Holdings Inter Industrial Goods & Services CN 0.47 China Resources Land Ltd. Real Estate CN 0.45 HUANENG POWER INTERNATIONAL H Utilities CN 0.43 China Resources Enterprise Ltd Industrial Goods & Services CN 0.42 China Communictn 'H' Construction & Materials CN 0.41 China Longyuan 'H' Oil & Gas CN 0.40 CHINA EVERBRIGHT INTL. Industrial Goods & Services CN 0.40 CHINA STE.CON.INTL.HDG. Construction & Materials CN 0.38 Guangdong Investment Ltd. Utilities CN 0.38 BYD 'H' Automobiles & Parts CN 0.37 PEOPLE'S INSURANCE CO Insurance CN 0.37 GCL-Poly Energy Holdings Ltd. Oil & Gas CN 0.36 CITIC Pacific Ltd. Industrial Goods & Services CN 0.35 Country Garden Holdings Co. Lt Real Estate CN 0.35 TSINGTAO BREWERY H Food & Beverage CN 0.33 Ggzhou Auto Grp 'H' Automobiles & Parts CN 0.33 SUN ART RETAIL GRP Retail CN 0.33 BEIJING ENTS.WATER GROUP Utilities CN 0.33 HAIER ELECTRONICS GP. Personal & Household Goods CN 0.32 CHINA RESOURCES GAS GP. Utilities CN 0.32 China National 'H' Construction & Materials CN 0.32 Sinopharm Group 'H' Health Care CN 0.31 SINO BIOPHM. Health Care CN 0.31 Cosco Pacific Ltd. Industrial Goods & Services CN 0.30 Shimao Property Holdings Ltd. Real Estate CN 0.29 JIANGXI COPPER H Basic Resources CN 0.28 CHINA RAILWAY GROUP H Construction & Materials CN 0.27 CITIC SECURITIES 'H' Financial Services CN 0.26 CHINA COAL ENERGY 'H' Basic Resources CN 0.26 CHINA VANKE 'B' Real Estate CN 0.26 FOSUN INTERNATIONAL Basic Resources CN 0.25 EVERGRANDE REAL EST.GP.