FTSE FACTSHEET

FTSE 100 Index

Data as at: 31 January 2014
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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 Exchanges SETS trading

The index is designed for the creation of

system.

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
150

Stocks are screened to ensure that the index

100

is tradable.
Transparency

50
Jan-2004 Jan-2005 Jan-2006 Jan-2007 Jan-2008 Jan-2009 Jan-2010 Jan-2011 Jan-2012 Jan-2013 Jan-2014
Data as at month end

Freely available index rules are overseen by

an independent committee of leading market

FT SE 100

FTSE 250

FTSE SmallCap

FT SE All-Share

professionals.

FTSE Fledgling

Availability
Performance and Volatility - Total Return
Index (GBP)

The index is calculated based on price and

Return %

Return pa %*

Volatility %**

total return methodologies, both real time

3M

6M

YTD

12M

3YR

5YR

3YR

5YR

1YR

3YR

5YR

intra-second and end of day.

FTSE 100

-2.8

-0.1

-3.5

7.5

23.9

88.7

7.4

13.5

11.9

16.2

14.0

Industry Classification Benchmark

FTSE 250

1.7

6.6

-1.6

23.5

48.6

188.1

14.1

23.6

12.2

17.5

15.9

FTSE SmallCap

3.0

11.4

1.0

26.0

48.4

187.1

14.1

23.5

8.4

12.1

16.6

FTSE All-Share

-2.0

1.1

-3.1

10.1

27.6

100.9

8.5

15.0

11.7

16.1

14.0

FTSE Fledgling

3.5

18.0

1.9

32.2

47.6

219.3

13.8

26.1

5.5

9.6

14.9

Index constituents are categorized in

accordance with the Industry Classification
Benchmark (ICB), the global standard for
industry sector analysis.

* 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

Year-on-Year Performance - Total Return

Index % (GBP)

2004

2005

2006

2007

2008

2009

2010

FTSE 100

11.2

20.8

FTSE 250

22.9

30.2

FTSE SmallCap

14.0

22.4

2011

2012

2013

14.4

7.4

-28.3

27.3

30.2

-2.5

-38.2

50.6

12.6

-2.2

10.0

18.7

27.4

-10.1

26.1

20.6

-10.5

-43.9

32.3

54.3

19.5

-12.5

27.8

32.8

FTSE All-Share

12.8

22.0

16.8

5.3

-29.9

30.1

14.5

-3.5

12.3

20.8

FTSE Fledgling

23.1

21.6

19.2

-6.5

-39.4

79.8

21.8

-12.6

19.8

39.0

Source: FTSE Group

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Data as at: 31 January 2014

FTSE 100 Index

Sharpe Ratio and Drawdown - Total Return

Index (GBP)

INFORMATION

Sharpe Ratio

Drawdown (%)

Index Universe

1YR

3YR

5YR

10YR

1YR

3YR

5YR

10YR

FTSE 100

0.6

0.4

1.0

0.6

-11.6

-17.6

-14.1

-39.8

FTSE 250

1.9

0.8

1.5

0.8

-10.3

-21.9

-17.7

-47.4

Index Launch

FTSE SmallCap

3.0

1.1

1.4

0.5

-6.7

-19.2

-15.4

-57.0

3 January 1984

FTSE All-Share

0.8

0.5

1.1

0.6

-11.3

-18.2

-14.5

-41.1

Base Date

FTSE Fledgling

5.6

1.4

1.8

0.7

-3.9

-20.6

-18.4

-49.3

FTSE All-Share Index

30 December 1983
Base Value

Figures are annualised

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

1000

Top 5 Constituents
Constituent

ICB Sector

HSBC Hldgs

Investability Screen

Net MCap (GBPm)

Wgt %

Banks

118,060

7.02

Vodafone Group

Mobile Telecommunications

110,341

6.56

BP

Oil & Gas Producers

89,173

5.30

Index Calculation

Royal Dutch Shell A

Oil & Gas Producers

81,209

4.83

Real-time and end-of-day index available

GlaxoSmithKline

Pharmaceuticals & Biotechnology

76,038

4.52

End-of-Day Distribution

474,821

28.23

Totals

ICB Supersector Breakdown

screened

Via FTP and email

Currency

FTSE 100
ICB Code ICB Supersector

Actual free float applied and liquidity

FTSE All-Share

Sterling and Euro

No. of
Cons

Net MCap (GBPm)

Wgt %

No. of
Cons

Net MCap (GBPm)

Wgt %

Review Dates
Quarterly in March, June, September,

0500

Oil & Gas

273,556

16.27

27

287,429

14.05

1300

Chemicals

6,621

0.39

15,519

0.76

December

1700

Basic Resources

139,735

8.31

27

147,159

7.19

Index Rules and Vendor Codes

2300

Construction & Materials

11,416

0.68

12

18,018

0.88

Available at www.ftse.com/uk

2700

Industrial Goods & Services

19

122,120

7.26

99

192,713

9.42

3300

Automobiles & Parts

6,422

0.38

6,422

0.31

3500

Food & Beverage

115,646

6.88

17

121,760

5.95

3700

Personal & Household Goods

116,580

6.93

21

134,820

6.59

4500

Health Care

148,860

8.85

14

156,372

7.64

5300

Retail

62,805

3.73

30

83,804

4.10

5500

Media

52,309

3.11

23

64,166

3.14

5700

Travel & Leisure

50,373

3.00

33

73,860

3.61

6500

Telecommunications

140,522

8.36

148,441

7.26

7500

Utilities

66,981

3.98

72,793

3.56

8300

Banks

233,791

13.90

234,339

11.46

8500

Insurance

85,220

5.07

22

105,471

5.16

8600

Real Estate

18,368

1.09

40

44,325

2.17

8700

Financial Services

12,990

0.77

206

109,594

5.36

9500

Technology

Totals

Source: FTSE Group

17,538

1.04

21

28,698

1.40

101

1,681,853

100.00

622

2,045,705

100.00

Historical Data
Available from January 1984

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Data as at: 31 January 2014

FTSE 100 Index

Index Characteristics
Attributes

FTSE 100

Number of constituents

101

Net MCap (GBPm)

1,681,853

Dividend Yield %

3.59

Constituent Sizes (Net MCap GBPm)

Average

16,652

Largest

118,060

Smallest

1,304

Median

7,356

Weight of Largest Constituent (%)

7.02

Top 10 Holdings (% Index MCap)

42.95

Data as at: 31 January 2014

Data definitions available from info@ftse.com

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FTSE is a trade mark of the London Stock Exchange Group companies and is used by FTSE International Limited (FTSE) under licence. 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. All rights in and to the FTSE 100 (Index) vest in FTSE. All information is provided for information purposes only. Every effort is made
to ensure that all information given in this factsheet is accurate, but no responsibility or liability can be accepted by FTSE or its licensors for any errors or for
any loss from use of this publication. Neither FTSE nor any of its licensors makes any claim, prediction, warranty or representation whatsoever, expressly or
impliedly, either as to the results to be obtained from the use of the index/indices set out above or the fitness or suitability of the index/indices for any
particular purpose to which it might be put. Nothing in this factsheet constitutes financial or investment advice. FTSE is not an investment adviser and
makes no representation regarding the advisability of investing in any security/investment vehicle. A decision to invest in any such security/investment
vehicle should not be made in reliance on any information above. Indices cannot be invested in directly. Inclusion of a security in an index is not a
recommendation to buy, sell or hold such security. Please see ftse.com for additional legal disclosures and complete index methodology details. All figures
and graphical representations in this publication refer to past performance and are sourced by FTSE. Past performance is no guarantee of future results.
Charts and graphs are provided for illustrative purposes only. Index returns shown do 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. Backtested 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.
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 FTSE. Distribution of FTSE data and the use of FTSE indices to create financial
products requires a licence with FTSE and/or its licensors.

Source: FTSE Group

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