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FACTSHEET

FTSE 100 INDEX


The FTSE 100 is a market-capitalisation weighted index representing the performance of the 100 largest UK listed blue chip companies, which pass screening for size and liquidity. The index represents approximately 84.35% of the UKs market capitalisation and is suitable as the basis for investment products, such as funds, derivatives and exchange-traded funds. The FTSE 100 Index also accounts for 8.02% of the worlds equity market capitalisation (based on the FTSE All-World Index as at 30 June 2011). FTSE 100 constituents are all traded on the London Stock Exchanges SETS trading system.
FTSE 100 INDEX 10-YEAR PERFORMANCE (GBP TOTAL RETURN)
175 Index rebased (29 Jun 2001 = 100) 150 125 100 75 50

FEATURES

The index is designed for the creation of derivatives, index tracking funds, ETFs and performance benchmarks

Stocks are free-float weighted to ensure that only the investable opportunity set is included within the index

Stocks are liquidity screened to ensure that the index is tradable

Capital and total return versions are available for this index

Ju n20 10 Ju n Ju n Ju n Ju n Ju n Ju n Ju n20 0 Ju n Ju n20 11 4 -2 00 -2 00 -2 00 -2 00 -2 00 -2 00 8 2 3 1 5 6 -2 00 7 9

The index is calculated in accordance with the Industry Classification Benchmark, the global standard for industry sector analysis

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-2 00

FTSE 100 Index


Source: FTSE Group, data as at 30 Jun, 2011

FTSE All-Share Index

The indices are managed according to a transparent and public set of index rules, and overseen by an independent committee of leading market professionals. The committee ensures that the rules are correctly applied and adhered to. Regular index reviews are conducted to ensure that a continuous and accurate representation of the market is maintained

FTSE 100 INDEX TOP 10 CONSTITUENTS


Constituent ICB Code ICB Sector Net Mkt Cap (GBPm) 110,182 86,422 84,755 79,739 69,197 67,388 60,423 54,525 52,432 47,641 712,703 Weight (%) FTSE 100 Index FTSE All-Share Index Index 7.11 5.58 5.47 5.15 4.47 4.35 3.90 3.52 3.39 3.08 46.02 6.00 4.71 4.62 4.34 3.77 3.67 3.29 2.97 2.86 2.59 38.82

HSBC Hldgs BP Vodafone Group Royal Dutch Shell A GlaxoSmithKline Rio Tinto Royal Dutch Shell B British American Tobacco BHP Billiton BG Group Totals
Source: : FTSE Group, data as at 30 Jun, 2011

8350 0530 6570 0530 4570 1770 0530 3780 1770 0530

Banks Oil & Gas Producers Mobile Telecommunications Oil & Gas Producers Pharmaceuticals & Biotechnology Mining Oil & Gas Producers Tobacco Mining Oil & Gas Producers

FAMILY TREE

FTSE UK Index Series

FTSE All-Share Index

FTSE All-Small Index*

FTSE All-Share Sector Indices

FTSE 100 Index FTSE 350 Index FTSE 250 Index

FTSE SmallCap Index

FTSE 350 Yield Indices

FTSE UK 350 Syle Indices

FTSE 350 Sector Indices

FTSE UK Dividend+ Index

FTSE All-Small Index

FTSE SmallCap Index

FTSE Fledgling Index

FTSE All Small Sector Indices

Benchmark Indices

Tradable Indices

FTSE 100 INDEX ICB INDUSTRY BREAKDOWN


FTSE 100 Index No of Net Mkt Cap Constituents (GBPm) 10 13 13 10 4 16 3 6 24 3 102 303,193 224,530 71,934 202,912 129,235 129,843 102,904 63,517 304,799 15,829 1,548,695 FTSE All-Share Index No of Net Mkt Cap Constituents (GBPm) 26 35 113 36 14 91 9 9 263 31 627 313,045 243,302 138,941 215,923 133,410 176,007 107,412 69,473 406,413 32,049 1,835,975

INFORMATION Index Universe FTSE All-Share Index Index Launch 3 January 1984 Base Date 30 December 1983 Base Value 1000 Investability Screen Free Float adjusted and liquidity screened Index Calculation Real-time and end-of-day index available. Realtime index calculated every 15 seconds End-of-Day Distribution Index available at 20:00 GMT or BST via FTP and email Currency GBP & EUR Review Dates March, June, September & December Index Rules Available at www.ftse.com/uk Vendor Codes Available at www.ftse.com/uk Historical Data Available from January 1984

ICB Code

ICB Industry

Index Weight (%) 19.58 14.50 4.64 13.10 8.34 8.38 6.64 4.10 19.68 1.02 100.00

Index Weight (%) 17.05 13.25 7.57 11.76 7.27 9.59 5.85 3.78 22.14 1.75 100.00

0001 1000 2000 3000 4000 5000 6000 7000 8000 9000

Oil & Gas Basic Materials Industrials Consumer Goods Health Care Consumer Services Telecommunications Utilities Financials Technology Totals

Source: FTSE Group, data as at 30 Jun, 2011

FTSE 100 INDEX 10-YEAR PERFORMANCE DATA


FTSE 100 Index PI TR Returns (%) 1 Month 3 Months 6 Months YTD Returns (%pa) 1 Year 3 Years 5 years 10 Years Volatility (%pa)*1 Year 3 Years 5 Years 10 Years Sharpe Ratio** 1 Year 3 Years 5 Years 10 Years -0.7 0.6 0.8 0.8 20.9 1.9 0.4 0.5 14.9 18.8 16.4 15.1 1.19 0.01 -0.17 -0.21 -0.4 1.6 2.7 2.7 24.9 5.8 4.2 4.1 14.8 18.8 16.4 15.2 1.40 0.22 0.05 0.02 FTSE 250 Index PI TR -1.1 3.0 3.2 3.2 27.4 9.3 4.8 6.6 13.4 24.2 20.7 19.6 1.69 0.30 0.07 0.14 -0.8 4.0 4.7 4.7 30.7 12.5 7.8 9.6 13.4 24.3 20.8 19.6 1.88 0.42 0.21 0.28 FTSE 350 Index PI TR -0.8 0.9 1.1 1.1 21.8 2.7 0.9 1.3 14.5 19.1 16.6 15.4 1.26 0.06 -0.14 -0.16 -0.5 1.9 3.0 3.0 25.6 6.6 4.6 4.8 14.5 19.2 16.6 15.4 1.48 0.25 0.08 0.06 FTSE SmallCap Index PI TR -0.6 1.6 1.4 1.4 21.6 4.5 -0.7 1.1 8.9 25.7 22.2 21.0 2.05 0.11 -0.18 -0.12 -0.2 2.5 2.8 2.8 25.0 7.7 2.0 3.7 8.9 25.7 22.2 21.0 2.35 0.23 -0.05 0.00 FTSE All-Share Index PI TR -0.8 0.9 1.1 1.1 21.8 2.7 0.9 1.3 14.3 19.2 16.6 15.5 1.28 0.06 -0.14 -0.16 -0.5 1.9 3.0 3.0 25.6 6.6 4.5 4.8 14.3 19.2 16.7 15.5 1.50 0.25 0.07 0.06

* Annualised over a year with 252 trading days

** Uses three month LIBOR as the risk free rate FTSE International Limited (FTSE) 2011. All rights reserved. FTSE, FT-SE and Footsie are trade marks of the London Stock Exchange Plc and The Financial Times Limited and are used by FTSE under licence. All rights in and to the FTSE 100 Index vest in FTSE. All information is provided for information purposes only. No

Source: FTSE Group and Thomson Datastream, data as at 30 Jun, 2011

FTSE 100 INDEX PORTFOLIO CHARACTERISTICS


Attribute Number of Constituents Net Market Cap (GBPm) Constituent Sizes (Net Market Cap GBPm) Average Largest Smallest Median Weight of Largest Constituent (%) Top 10 Holdings (% Index Market Cap)
Source: FTSE Group, data as at 30 Jun, 2011

Value 102 1,548,695

responsibility or liability is accepted by FTSE for any errors, loss or liability arising from the use of this publication. Distribution of FTSE index values and the use of the FTSE Indices to create financial products require a licence from FTSE.

15,183 110,182 758 5,615 7.11 46.02

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