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FTSE Russell Factsheet FTSE Middle East & Africa Index Data as at: 31 July 2017 bmkTitle1 The FTSE Middle East & Africa Index is part of a range of indexes designed to help global FEATURES investors benchmark their international investments. The index comprises Large and Mid cap stocks providing coverage of the Developed and Emerging markets in the Middle East and Africa Coverage Region. The index is derived from the FTSE Global Equity Index Series (GEIS), which covers Large and mid cap stocks in Egypt, Israel, 98% of the world’s investable market capitalisation. Morocco, South Africa and UAE. 5-Year Performance - Total Return Objective (USD) The index is designed for use in the creation 180 of index tracking funds, derivatives and as a 160 140 performance benchmark. 120 Investability 100 Stocks are selected and weighted to ensure 80 that the index is investable. 60 Liquidity 40 Jul-2007 Jul-2008 Jul-2009 Jul-2010 Jul-2011 Jul-2012 Jul-2013 Jul-2014 Jul-2015 Jul-2016 Jul-2017 Data as at month end Stocks are screened to ensure that the index is tradable. FTSE Middle East & Africa FTSE All-World Transparency Index rules are freely available on the FTSE Performance and Volatility - Total Return Index (USD) website. Return % Return pa %* Volatility %** Availability 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE Middle East & Africa 4.1 9.1 11.2 3.4 -4.8 19.3 -1.6 3.6 18.0 21.4 15.8 FTSE All-World 5.6 11.8 14.8 17.7 22.0 72.6 6.9 11.5 6.8 12.3 9.9 The index is calculated based on price and total return methodologies. Industry Classification Benchmark * Compound annual returns measured over 3 and 5 years respectively Index constituents are categorized in ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data accordance with the Industry Classification Year-on-Year Performance - Total Return Index % (USD) 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 FTSE Middle East & Africa 24.2 -37.3 54.3 26.8 -19.1 17.6 0.8 8.6 -17.4 8.6 FTSE All-World 12.7 -41.8 36.2 13.2 -7.3 17.1 23.3 4.8 -1.7 8.6 Benchmark (ICB), the global standard for industry sector analysis. Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio 1YR 3YR FTSE Middle East & Africa 0.2 -0.1 FTSE All-World 2.5 0.6 5YR Drawdown (%) 10YR 1YR 3YR 5YR 10YR 0.2 0.2 -17.1 -36.6 -36.6 -55.5 1.2 0.3 -4.6 -18.8 -18.8 -57.9 Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results. Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. 1 of 3 Data as at: 31 July 2017 FTSE Middle East & Africa Index Top 10 Constituents INFORMATION Constituent Country Naspers South Africa Media ICB Sector Net MCap (USDm) Wgt % 93,754 18.09 Teva Pharmaceutical Israel 29,543 5.70 Sasol South Africa Chemicals 16,589 3.20 Base Date MTN Group South Africa Mobile Telecommunications 16,138 3.11 31 May 2000 Standard Bank Group South Africa Banks 15,700 3.03 Base Value Steinhoff International Holdings N.V. South Africa Household Goods & Home Construction 12,972 2.50 Firstrand Limited South Africa Banks 12,546 2.42 Emirates Telecommunications Group Co PJSC UAE Mobile Telecommunications 8,879 1.71 Investability Screen Qatar National Bank Qatar Banks 8,753 1.69 Actual free float applied and liquidity Sanlam South Africa Life Insurance/Assurance 8,450 1.63 screened 223,322 43.08 Pharmaceuticals & Biotechnology Totals ICB Supersector 0500 FTSE All-World Index 200 Index Calculation Real-time and end-of-day index available ICB Supersector Breakdown ICB Code Index Universe End-of-Day Distribution No. of Cons Net MCap (USDm) Wgt % Oil & Gas 3 2,306 0.44 Via FTP and email 1300 Chemicals 6 23,940 4.62 Currency 1700 Basic Resources 13 24,699 4.76 2300 Construction & Materials 3 1,271 0.25 2700 Industrial Goods & Services 16 34,439 6.64 3500 Food & Beverage 8 12,205 2.35 3700 Personal & Household Goods 1 12,972 2.50 4500 Health Care 4 42,035 8.11 5300 Retail 13 36,123 6.97 5500 Media 1 93,754 18.09 5700 Travel & Leisure 5 3,230 0.62 6500 Telecommunications 9 40,408 7.80 7500 Utilities 2 2,084 0.40 8300 Banks 22 103,925 20.05 8500 Insurance 7 18,653 3.60 8600 Real Estate 24 44,766 8.64 8700 Financial Services 11 13,552 2.61 9500 Technology Totals 3 7,980 1.54 151 518,341 100.00 USD, EUR, GBP, JPY, Local Review Dates Semi-annually in March and September Country Breakdown Country No. of Cons Net MCap (USDm) Wgt % Egypt 6 7,402 1.43 Israel 26 79,412 15.32 Qatar 20 35,030 6.76 South Africa 80 350,568 67.63 UAE 19 45,929 8.86 151 518,341 100.00 Totals Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results. Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. 2 of 3 Data as at: 31 July 2017 FTSE Middle East & Africa Index Index Characteristics Attributes FTSE Middle East & Africa Number of constituents FTSE All-World 151 3089 518,341 42,426,142 3.01 2.41 Average 3,433 13,735 Largest 93,754 774,902 123 89 Net MCap (USDm) Dividend Yield % Constituent Sizes (Net MCap USDm) Smallest 1,566 4,524 Weight of Largest Constituent (%) Median 18.09 1.83 Top 10 Holdings (% Index MCap) 43.08 9.31 31 July 2017 bmkImage1 bmkImage2 bmkImage3 © 2017 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 TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved. ® ® ® ® ® ® FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE ”, “Russell ”, “FTSE Russell ” “MTS ”, “FTSE TMX ”, ® ® “FTSE4Good ” and “ICB ” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation Data definitions available from [email protected] To learn more, visit www.ftserussell.com; email [email protected]; or call your regional Client Services Team office: whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Middle East & Africa or the fitness or suitability of the FTSE Middle East & Africa for any particular purpose to which they might be put. EMEA No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this +44 (0) 20 7866 1810 document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a North America licensed professional. +1 877 503 6437 No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, Asia-Pacific photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may 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 Hong Kong +852 2164 3333 Tokyo +81 3 3581 2764 Sydney +61 (0) 2 8823 3521 index inception date is back-tested performance. Back-tested 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. Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results. Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. 3 of 3