FTSE Russell Factsheet

FTSE 100 Index

Data as at: 30 June 2020
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The FTSE 100 is a market-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
system. of index tracking funds, derivatives and as a
10-Year Performance - Total Return performance benchmark.
(GBP)
Investability
350
Stocks are selected and weighted to ensure
300
that the index is investable.
250
Liquidity
200
Stocks are screened to ensure that the index
150 is tradable.
100 Transparency
Jun-2010 Jun-2011 Jun-2012 Jun-2013 Jun-2014 Jun-2015 Jun-2016 Jun-2017 Jun-2018 Jun-2019 Jun-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 available on the FTSE Russell
website.
Performance and Volatility - Total Return Availability
Index (GBP) 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, both real time
FTSE 100 9.1 -16.9 -16.9 -13.8 -4.8 15.5 -1.6 2.9 27.3 18.5 12.8 intra-second and end of day.
FTSE 250 13.9 -21.1 -21.1 -10.0 -4.3 11.6 -1.4 2.2 28.7 24.6 16.2
Industry Classification Benchmark
FTSE SmallCap 18.3 -14.8 -14.8 -7.4 -1.7 24.4 -0.6 4.5 25.0 21.8 15.1
(ICB)
FTSE All-Share 10.2 -17.5 -17.5 -13.0 -4.6 15.2 -1.6 2.9 26.7 19.1 13.0
Index constituents are categorized in
FTSE Fledgling 25.1 -15.8 -15.8 -11.2 -11.4 17.8 -4.0 3.3 20.3 19.7 18.2
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 analysis.
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 30 June 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: 30 June 2020

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (GBP) Return/Risk Ratio Drawdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE All-Share Index
FTSE 100 -0.5 -0.1 0.2 0.5 -34.2 -34.2 -34.2 -34.2

FTSE 250 -0.3 -0.1 0.1 0.6 -41.7 -41.7 -41.7 -41.7 Index Launch
FTSE SmallCap -0.3 0.0 0.3 0.7 -39.8 -39.8 -39.8 -39.8 3 January 1984
FTSE All-Share -0.5 -0.1 0.2 0.5 -35.3 -35.3 -35.3 -35.3
Base Date
FTSE Fledgling -0.5 -0.2 0.2 0.7 -39.6 -44.7 -44.7 -44.7
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 %
Actual free float applied and liquidity
AstraZeneca Pharmaceuticals & Biotechnology 110,481 7.04
screened
GlaxoSmithKline Pharmaceuticals & Biotechnology 80,618 5.14

HSBC Hldgs Banks 77,087 4.91 Index Calculation

British American Tobacco Tobacco 70,814 4.51 Real-time and end-of-day index available
Diageo Beverages 61,467 3.92
End-of-Day Distribution
Totals 400,467 25.53
Via FTP and email
ICB Supersector Breakdown Currency
FTSE 100 FTSE All-Share 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 3 159,021 10.14 12 163,493 8.42 Quarterly in March, June, September,
1300 Chemicals 2 10,514 0.67 7 13,847 0.71 December
1700 Basic Resources 9 144,392 9.21 15 149,262 7.69 Historical Data
2300 Construction & Materials 1 21,565 1.37 15 28,865 1.49
Available from January 1984
2700 Industrial Goods & Services 15 142,762 9.10 85 205,562 10.59

3300 Automobiles & Parts - - - 2 717 0.04

3500 Food & Beverage 3 72,067 4.59 16 83,027 4.28

3700 Personal & Household Goods 9 208,264 13.28 24 220,455 11.35

4500 Health Care 4 207,985 13.26 16 221,434 11.40

5300 Retail 9 66,011 4.21 30 83,621 4.31

5500 Media 7 66,019 4.21 17 72,563 3.74

5700 Travel & Leisure 6 51,014 3.25 35 72,158 3.72

6500 Telecommunications 2 44,407 2.83 6 47,195 2.43

7500 Utilities 5 65,644 4.19 8 69,246 3.57

8300 Banks 5 135,640 8.65 11 140,401 7.23

8500 Insurance 7 72,965 4.65 15 85,885 4.42

8600 Real Estate 3 18,141 1.16 57 54,270 2.80

8700 Financial Services 8 69,189 4.41 228 208,418 10.73

9500 Technology 3 12,824 0.82 16 21,208 1.09

Totals 101 1,568,425 100.00 615 1,941,626 100.00

Source: FTSE Russell as at 30 June 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: 30 June 2020

Index Characteristics
Attributes FTSE 100
Number of constituents 101

Net MCap (GBPm) 1,568,425

Dividend Yield % 4.81

Constituent Sizes (Net MCap GBPm)

Average 15,529

Largest 110,481

Smallest 1,550

Median 7,029

Weight of Largest Constituent (%) 7.04

Top 10 Holdings (% Index MCap) 41.94

30 June 2020

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Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8)
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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
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Source: FTSE Russell as at 30 June 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.