FTSE Russell Factsheet

FTSE 100 Index

Data as at: 31 January 2020
bmkTitle1

The FTSE 100 is a mark et-capitalisation weighted index of UK-listed blue chip companies. The FEATURES
index is part of the FTSE UK Series and is designed to measure the performance of the 100
largest companies traded on the London Stock Exchange that pass screening for size and Objective
liquidity . FTSE 100 constituents are all traded on the London Stock Exchange’s SETS trading The index is designed for use in the creation
sy stem. of index track ing funds, deriv ativ es and as a
10-Year Performance - Total Return performance benchmark .
(GBP)
Investability
350
Stock s are selected and weighted to ensure
300
that the index is inv estable.
250
Liquidity
200

150 Stock s are screened to ensure that the index

100 is tradable.
50 Transparency
Jan-2010 Jan-2011 Jan-2012 Jan-2013 Jan-2014 Jan-2015 Jan-2016 Jan-2017 Jan-2018 Jan-2019 Jan-2020
Data as at month end The index uses a transparent, rules-based
construction process. Index methodologies
FTSE 100 FTSE 250 FTSE SmallCap FTSE All-Share FTSE Fledgling
are freely av ailable on the FTSE Russell
website.

Performance and Volatility - Total Return A vailability

Index (GBP) Retur n % Retur n pa %* Volatility %** The index is calculated based on price and
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR total return methodologies, both real time
FTSE 100 1.1 -2.0 -3.4 9.4 16.5 32.3 5.2 5.8 11.4 10.4 10.5 intra-second and end of day .
FTSE 250 6.2 9.0 -3.3 16.4 26.8 48.9 8.2 8.3 11.7 11.0 10.7
Industry Classification Benchmark
FTSE SmallCap 8.9 8.1 -0.7 13.4 24.4 55.2 7.5 9.2 7.0 8.0 8.9
(ICB)
FTSE All-Share 2.2 0.1 -3.2 10.7 18.4 35.6 5.8 6.3 10.8 10.0 9.9
Index constituents are categorized in
FTSE Fledgling 4.2 3.5 -0.6 -1.2 15.4 59.1 4.9 9.7 7.4 7.9 10.3
accordance with the Industry Classification
* Compound annual returns measured over 3 and 5 years respectively Benchmark (ICB), the global standard for
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
industry sector analy sis.
Year-on-Year Performance - Total Return
Index % (GBP) 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
FTSE 100 12.6 -2.2 10.0 18.7 0.7 -1.3 19.1 11.9 -8.7 17.3

FTSE 250 27.4 -10.1 26.1 32.3 3.7 11.2 6.7 17.8 -13.3 28.9

FTSE SmallCap 19.5 -12.5 27.8 32.8 0.9 9.2 14.3 18.2 -9.5 18.8

FTSE All-Share 14.5 -3.5 12.3 20.8 1.2 1.0 16.8 13.1 -9.5 19.2

FTSE Fledgling 21.8 -12.6 19.8 39.0 8.8 15.4 18.2 26.4 -7.3 2.3

Source: FTSE Russell as at 31 January 2020. 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 100 Index Data as at: 31 January 2020

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (GBP) Retur n/Risk Ratio Dr awdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE All-Share Index
FTSE 100 0.8 0.6 0.5 0.7 -7.2 -14.5 -20.0 -20.0

FTSE 250 1.4 0.8 0.8 1.0 -6.1 -18.7 -18.7 -21.9 Index Launch
FTSE SmallCap 1.9 1.0 1.0 1.1 -4.9 -14.1 -14.1 -19.2 3 January 1984
FTSE All-Share 1.0 0.7 0.6 0.7 -7.0 -15.0 -18.7 -18.7
Base Date
FTSE Fledgling -0.2 0.7 0.9 1.1 -12.1 -17.5 -17.5 -20.6
30 December 1983
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Base Value
Drawdown - based on daily data

1000
Top 5 Constituents
Investability Screen
Constituent ICB Sector Net MCap (GBPm) Wgt %
HSBC Hldgs Banks 111,641 6.12
Actual free float applied and liquidity
screened
AstraZeneca Pharmaceuticals & Biotechnology 97,365 5.33

BP Oil & Gas Producers 90,902 4.98 Index Calculation

GlaxoSmithKline Pharmaceuticals & Biotechnology 87,366 4.79 Real-time and end-of-day index av ailable
Royal Dutch Shell A Oil & Gas Producers 83,820 4.59
End-of-Day Distribution
Totals 471,093 25.81
Via FTP and email

ICB Supersector Breakdown Currency

FTSE 100 FTSE All-Shar e Sterling and Euro
ICB Code ICB Supersector No. of Net MCap (GBPm) Wgt % No. of Net MCap (GBPm) Wgt %
Cons Cons Review Dates

0500 Oil & Gas 3 249,625 13.68 13 257,281 11.23 Quarterly in March, June, September,
1300 Chemicals 2 11,127 0.61 8 15,637 0.68 December
1700 Basic Resources 8 144,494 7.92 17 149,856 6.54
Historical Data
2300 Construction & Materials 1 22,744 1.25 15 32,282 1.41
Av ailable from January 1984
2700 Industrial Goods & Services 15 149,771 8.21 88 234,873 10.25

3300 Automobiles & Parts - - - 2 826 0.04

3500 Food & Beverage 3 83,870 4.60 17 96,739 4.22

3700 Personal & Household Goods 9 222,784 12.21 24 240,951 10.52

4500 Health Care 5 204,789 11.22 18 218,683 9.55

5300 Retail 8 57,691 3.16 31 79,951 3.49

5500 Media 7 79,307 4.35 18 87,745 3.83

5700 Travel & Leisure 8 71,520 3.92 36 102,513 4.48

6500 Telecommunications 2 54,087 2.96 6 56,695 2.47

7500 Utilities 5 68,519 3.75 8 74,576 3.26

8300 Banks 5 206,669 11.32 10 212,199 9.26

8500 Insurance 7 88,994 4.88 15 104,169 4.55

8600 Real Estate 3 21,747 1.19 60 69,270 3.02

8700 Financial Services 8 76,185 4.17 224 230,538 10.06

9500 Technology 2 11,138 0.61 16 25,986 1.13

Totals 101 1,825,062 100.00 626 2,290,770 100.00

Source: FTSE Russell as at 31 January 2020. 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 100 Index Data as at: 31 January 2020

Index Characteristics
Attr ibutes FTSE 100
Number of constituents 101

Net MCap (GBPm) 1,825,062

Dividend Yield % 4.51

Constituent Sizes (Net MCap GBPm)

Average 18,070

Largest 111,641

Smallest 1,517

Median 8,086

Weight of Largest Constituent (% ) 6.12

Top 10 Holdings (% Index MCap) 43.07

31 January202
0

bmkImage1 bmkImage2 bmkImage3

© 2020 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FT SE 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. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8)
Beyond Ratings S.A.S. (“BR”). All rights reserved.

® ® ® ® ®
FTSE Russell is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. “FTSE ”, “Russell ”, “FTSE Russell ”, “MTS ”,
® ® ® ® ®
“FTSE4Good ”, “ICB ”, “Mergent ”, “The Yield Book ”, “Beyond Ratings ” and all other trademarks and service marks used herein (whether registered or
unregistered) are trademarks and/or service marks owned or licensed by the applicable member of the LSE Group or their respec tive licensors and are
owned, or used under licence, by FTSE, Russell, MTSNext, FTSE Canada, M ergent, FTSE FI, YB or BR. FTSE International Limited is authorised and
regulated by the Financial Conduct Authority as a benchmark administrator.

All information is provided for information purposes only. All information and data contained in this publication is obtained by the LSE Group, from sources
believed by it to be accurate and reliable. Because of the possibility of human and mechanical error as well as other factors , however, such information and
data is provided "as is" without warranty of any kind. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors Data definitions av ailable from
make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness,
merchantability of any information or of results to be obtained from the use of FTSE Russell products, including but not limited to indexes, data and info@ftserussell.com
analytics, or the fitness or suitability of the FTSE Russell products for any particular purpose to which they might be put. Any representation of historical data
accessible through FTSE Russell products is provided for information purposes only and is not a reliable indicator of future performance. To learn more, v isit www.ftserussell.com;
No responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for (a)
email info@ftserussell.com; or
any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in call y our regional Client Serv ices Team office:
procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from
use of this document or links to this document or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of
EMEA
the LSE Group is advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information.

+44 (0) 20 7866 1810

No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing contained
herein or accessible through FTSE Russell products, including statistical data and industry reports, should be taken as const ituting financial or investment
advice or a financial promotion. North A merica

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 A sia-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 bas ed on revisions to the Hong Kong +852 2164 3333
underlying economic data used in the calculation of the index. Tok y o +81 3 4563 6346
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, elect ronic, mechanical, Sy dney +61 (0) 2 8823 3521
photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group
data requires a licence from FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB, BR and/or their respective licensors.

Source: FTSE Russell as at 31 January 2020. 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.