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FTSE Russell Custom Index Methodologies

Please see below for FTSE Russell Custom Index Methodologies where publication is required by local regulations:

Equity Indexes

Barclays China Connect Low Volatility Equity Index

Custom FTSE All-World Climate Minimum Variance Index

Custom Volatility Target Index Series

Franklin Diversified US Large Cap Index

Franklin US Equity Index

FTSE 100 Equal Weight Fixed Dividend Custom Index

FTSE 100 Fixed Dividend Yield Equal Weight Custom Index

FTSE ADS Custom Saudi Minimum Variance Index

FTSE ADS Custom Saudi Minimum Variance Index

FTSE All-Share ex Investment Trusts ESG Climate Select Index

FTSE Asia Pacific Low Carbon Select Index

FTSE Bursa Malaysia Small Cap ESG Titled Index

FTSE China Incl A 25% Technology Capped Index

FTSE China SOE Sustainable Prosperity Index Series

FTSE Custom 50 and 150 Equally Weighted Indices

FTSE Custom 150 Equally Weighted Discounted Return Index Series

FTSE Custom All-World ESG Low Carbon Index Ground Rules

FTSE Custom ESG Screened Index Series Ground Rules

FTSE Custom Global Core Infrastructure 50/50 Islamic Index Series Ground Rules

FTSE Custom MPF Developed Selected Countries ESG Low Carbon Select Index Ground Rules

FTSE Custom Synthetic Fixed Dividend Index Series Ground Rules

FTSE Custom Ultra Dividend Revenue Index Series

FTSE Developed Eurozone Top 30 Family Owned Capped Index

FTSE Developed ex Korea Hedged to CAD Sector Indexes

FTSE Dividend Growth with Quality Index Series

FTSE EPRA Nareit Custom Developed New Economies Net Tax Index

FTSE EPRA Nareit Japan REITs Green Focus Select Index

FTSE ESG Low Carbon Select Index

FTSE Eurozone Equal Sector 50 EW Select Index

FTSE Eurozone Top 70 Equal Weight Index

FTSE France 40 Low Carbon ESG Screened Index Series

FTSE Focused Value Index Series

FTSE Greater China HKD Index Series

FTSE High Dividend Yield Indices

FTSE India Quality and Yield Select Index

FTSE Invesco Dynamic MultiFactor Index Series

FTSE Nareit Custom Composite Index Ground Rules

FTSE Nareit Custom DHIS and Housing Index Ground Rules

FTSE Russia Unclassified Index Series Ground Rules

FTSE Single Stock Decrement Index Series Ground Rules

FTSE Scottish Widows Custom Screened Index Series

FTSE Transatlantic Equal Weight Index Series

FTSE UK 100 ESG Select Index

FTSE UK Dividend Yield Select Index

FTSE UK Equity Income Index

FTSE US Equity Risk Premium Index Series

FTSE Vanguard SRI Developed and Developed Europe Index Series

FTSE4Good Custom Developed Exclusions Index

Heitman Prime Real Estate Index

JP Morgan Diversified Factor

LibertyQ US Equity Index Series

MFGAM Core Infrastructure Index

Renaissance IPO Indices

Russell Australia ESG High Dividend Index

Russell Australia High Dividend Index

Russell Small Cap Completeness 90/10 Index

Russell Dividend Achievers Index

Russell US Factors Style Index Series

URS USA Modified Large Cap Index

Fixed Income Indexes

FTSE Advanced Climate WGBI ex Japan Japanese Investment Trust (CFIIAXJC)

FTSE Custom UK Index Linked Gilts Composite (50% FTSE Actuaries UK Index-Linked Gilts up to 5 Years Index and 50% FTSE Actuaries UK Index-Linked Gilts 5-15 Years Index) Index

FTSE Chinese Policy Bank Bond 6 Months - 3 Years Index

FTSE ESG Select Government Bond Index Series

FTSE 30-Year TIPS (Treasury Rate-Hedged) Index

FTSE Chinese Government and Policy Bank Bond 0-1 Year Select Index

FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index

FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index

FTSE Emerging Markets Local Currency Government Bond Select Index

FTSE Emerging Markets USD Government and Government-Related Bond Select Index

FTSE G7 and EMU Government Bond Index - Developed Markets

FTSE German Government Bond Index - Japanese Investmnt Trust

FTSE Goldman Sachs China Government Bond Index

FTSE Goldman Sachs Emerging Markets Local Currency Government Bond Index

FTSE Goldman Sachs Emerging Markets USD Government Bond Index

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index

FTSE Goldman Sachs ESG-Enhanced Global Bond Index

FTSE Goldman Sachs ESG-Enhanced Global Investment-Grade Corporate Bond Index

FTSE Goldman Sachs High Yield Corporate Bond Index

FTSE Goldman Sachs Investment Grade Corporate Bond Index

FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index

FTSE Goldman Sachs UK Gilts 1-10 Years Index

FTSE Goldman Sachs US Broad Bond Market Index

FTSE Goldman Sachs US High-Yield Corporate Bond Index

FTSE Goldman Sachs US Investment-Grade Corporate Bond 10+ Years Index

FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index

FTSE Goldman Sachs US Treasury Index

FTSE High Yield (Treasury Rate-Hedged) Index

FTSE International Inflation-Linked Securities Select Index

FTSE Japanese Government Bond Index

FTSE Polish Government Bond Index

FTSE Polish Zloty Eurodeposit Indices

FTSE Singapore Dollar Swap Offered Rate Indices

FTSE Time-Weighted US Fallen Angel Bond Select Index

FTSE US Government Bond Index

FTSE US Treasury 0-1 Year Composite Select Index

FTSE US Treasury 1-3 Years Select Index - Japanese Investment Trust

FTSE US Treasury 3-7 Years Select Index - Japanese Investment Trust

FTSE US Treasury 20+ Years Select Index - Japanese Investment Trust

FTSE US Treasury 7-10 Years Select Index – Japanese Investment Trust

FTSE US Treasury Short Duration Index

FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index

FTSE World Government Bond Index - Developed Markets 1-3 Years Capped Select Index

FTSE World Government Bond Index - Developed Markets Capped Select Index

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.