FTSE Russell Factsheet FTSE Greater China Indexes Data as at: 31 August 2021 bmkTitle1 The FTSE Greater China Index is derived from the FTSE Global Equity Index Series (GEIS) and FEATURES comprises Large and Mid Cap stocks from 3 markets: China, Hong Kong and Taiwan. The index combines constituents of the FTSE China Index, the FTSE Hong Kong Index and the FTSE Coverage Taiwan Index. An All Cap version is also available. The FTSE Greater China Index and the FTSE Greater China All Cap Index constituents are 5-Year Performance - Total Return derived from FTSE GEIS. (HKD) 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-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Liquidity Data as at month end Stocks are screened to ensure that the index FTSE Greater China FTSE Greater China All Cap FTSE China FTSE Hong Kong FTSE Taiwan is tradable. Transparency Performance and Volatility - Total Return Index methodologies are freely available on Index (HKD) Return % Return pa %* Volatility %** the FTSE Russell website. 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Availability FTSE Greater China -8.1 -8.7 -1.7 10.4 38.5 81.0 11.5 12.6 18.5 20.6 16.7 The index is calculated based on price and FTSE Greater China All Cap -7.5 -7.6 -0.6 11.5 38.9 80.3 11.6 12.5 18.1 20.4 16.6 total return methodologies, both real time FTSE China -13.2 -17.0 -11.6 -3.9 25.2 63.4 7.8 10.3 23.3 24.0 19.0 and end of day. 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 Industry Classification Benchmark FTSE Taiwan 3.5 10.3 22.5 53.6 103.2 184.4 26.7 23.3 19.5 19.6 18.1 (ICB) * 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 Index constituents are categorized in accordance with the Industry Classification Year-on-Year Performance - Total Return Benchmark (ICB), the global standard for Index % (HKD) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 industry sector analysis. FTSE Greater China -18.3 23.0 7.5 7.5 -6.9 7.1 40.0 -14.6 23.1 28.6 FTSE Greater China All Cap -20.0 22.3 8.8 5.9 -6.9 6.3 38.8 -14.8 23.0 28.2 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 Indexes 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 Global Equity Index Series FTSE Greater China 0.5 0.6 0.8 0.5 -22.2 -24.7 -26.0 -34.2 FTSE Greater China All Cap 0.6 0.6 0.8 0.5 -20.8 -25.1 -26.2 -33.9 Index Launch FTSE China -0.2 0.4 0.5 0.4 -31.4 -31.4 -31.7 -41.3 30 June 2000 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 31 May 2000 Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Base Value Drawdown - based on daily data 200 Top 10 Constituents - FTSE Greater China Investability Screen Constituent Country ICB Sector Net MCap (HKDm) Wgt % Actual free float applied and liquidity Taiwan Semiconductor Manufacturing Taiwan Technology Hardware and Equipment 4,135,176 11.64 screened Tencent Holdings (P Chip) China Software and Computer Services 2,881,122 8.11 Alibaba Group Holding (P Chip) China Retailers 2,352,736 6.62 Index Calculation AIA Group Ltd. Hong Kong Life Insurance 1,124,366 3.16 Real-time and end-of-day index available Meituan Dianping (P Chip) China Software and Computer Services 967,475 2.72 End-of-Day Distribution Hong Kong Exchanges & Clearing Hong Kong Investment Banking and Brokerage Services 622,254 1.75 Via FTP and email China Construction Bank (H) China Banks 524,628 1.48 NIO ADS (N Shares) China Automobiles and Parts 395,908 1.11 Currency WuXi Biologics (P Chip) China Pharmaceuticals and Biotechnology 394,296 1.11 USD, GBP, JPY, EUR, Local JD.com ADS (N Shares) China Retailers 385,067 1.08 Review Dates Totals 13,783,028 38.79 Semi-annually in March and September ICB Supersector Breakdown - FTSE Greater China ICB Code ICB Supersector No. of Cons Net MCap (HKDm) Wgt % 1010 Technology 152 12,010,493 33.80 1510 Telecommunications 35 798,635 2.25 2010 Health Care 109 1,391,080 3.91 3010 Banks 57 2,814,524 7.92 3020 Financial Services 71 1,363,677 3.84 3030 Insurance 18 2,205,161 6.21 3510 Real Estate 84 1,696,065 4.77 4010 Automobiles and Parts 44 1,463,517 4.12 4020 Consumer Products and Services 64 1,865,946 5.25 4030 Media 9 20,121 0.06 4040 Retailers 28 2,991,752 8.42 4050 Travel and Leisure 34 609,259 1.71 4510 Food Beverage and Tobacco 61 1,185,911 3.34 4520 Personal Care Drug and Grocery Stores 19 242,369 0.68 5010 Construction and Materials 36 376,770 1.06 5020 Industrial Goods and Services 160 1,765,791 4.97 5510 Basic Resources 69 701,435 1.97 5520 Chemicals 53 498,675 1.40 6010 Energy 41 671,262 1.89 6510 Utilities 52 859,888 2.42 Totals 1196 35,532,332 100.00 Country Breakdown - FTSE Greater China Country No. of Cons Net MCap (HKDm) Wgt % China 999 21,151,112 59.53 Hong Kong 89 4,721,954 13.29 Taiwan 108 9,659,267 27.18 Totals 1196 35,532,332 100.00 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 Indexes Data as at: 31 August 2021 Index Characteristics Attributes FTSE Greater China Number of constituents 1196 Net MCap (HKDm) 35,532,332 Dividend Yield % 2.07 Constituent Sizes (Net MCap HKDm) Average 29,709 Largest 4,135,176 Smallest 269 Median 4,700 Weight of Largest Constituent (%) 11.64 Top 10 Holdings (% Index MCap) 38.79 31 August 2021 bmkImage1 bmkImage2 bmkImage3 © 2021 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. 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