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

• Ground Rules

Custom FTSE All-World Climate Minimum Variance Index

• Ground Rules
• Sustainability metrics

Custom Volatility Target Index Series

• Ground Rules

Franklin Diversified US Large Cap Index

• Ground Rules

Franklin US Equity Index

• Ground Rules

FTSE 100 Equal Weight Fixed Dividend Custom Index

• Ground Rules

FTSE 100 Fixed Dividend Yield Equal Weight Custom Index

• Ground Rules

FTSE ADS Custom Saudi Minimum Variance Index

• Ground Rules

FTSE ADS Custom Saudi Minimum Variance Index

• Ground Rules

FTSE All-Share ex Investment Trusts ESG Climate Select Index

• Ground Rules
• Sustainability metrics

FTSE Asia Pacific Low Carbon Select Index

• Ground Rules

FTSE Bursa Malaysia Small Cap ESG Titled Index

• Ground Rules

FTSE China Incl A 25% Technology Capped Index

• Ground Rules

FTSE China SOE Sustainable Prosperity Index Series

• Ground Rules
• Ground Rules (Chinese)

FTSE Custom 50 and 150 Equally Weighted Indices

• Ground Rules

FTSE Custom 150 Equally Weighted Discounted Return Index Series

• Index Page
• Methodology Summary
• Factsheet
• Constituents (updated quarterly)
• Ground Rules

FTSE Custom All-World ESG Low Carbon Index Ground Rules

• Ground Rules
• Sustainability metrics

FTSE Custom ESG Screened Index Series Ground Rules

• Ground Rules
• Sustainability metrics

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

• Ground Rules

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

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

FTSE Custom Synthetic Fixed Dividend Index Series Ground Rules

• Ground Rules
• FTSE Custom Synthetic Fixed Dividend Index Series Factsheet
• FTSE 100 Synthetic Index Factsheet

FTSE Custom Ultra Dividend Revenue Index Series

• Ground Rules

FTSE Developed Eurozone Top 30 Family Owned Capped Index

• Ground Rules

FTSE Developed ex Korea Hedged to CAD Sector Indexes

• Ground Rules

FTSE Dividend Growth with Quality Index Series

• Ground Rules

FTSE EPRA Nareit Custom Developed New Economies Net Tax Index

• Ground Rules

FTSE EPRA Nareit Japan REITs Green Focus Select Index

• Ground Rules
• Ground Rules - Japanese

FTSE ESG Low Carbon Select Index

• Ground Rules
• Sustainability metrics

FTSE Eurozone Equal Sector 50 EW Select Index

• Ground Rules

FTSE Eurozone Top 70 Equal Weight Index

• Ground Rules
• Sustainability metrics
• Factsheet

FTSE France 40 Low Carbon ESG Screened Index Series

• Ground Rules
• Factsheet

FTSE Focused Value Index Series

• Ground Rules

FTSE Greater China HKD Index Series

• Ground Rules

FTSE High Dividend Yield Indices

• FTSE Australia High Dividend Yield Index Ground Rules

• FTSE All-World ex US High Dividend Yield Index Ground Rules

• FTSE Canada High Dividend Yield Index Ground Rules

• FTSE Developed ex North America High Dividend Yield Ground Rules

• FTSE High Dividend Yield Index Ground Rules

FTSE India Quality and Yield Select Index

• Ground Rules

FTSE Invesco Dynamic MultiFactor Index Series

• Index Page
• Ground Rules

FTSE Nareit Custom Composite Index Ground Rules

• Ground Rules

FTSE Nareit Custom DHIS and Housing Index Ground Rules

• Ground Rules

FTSE Russia Unclassified Index Series Ground Rules

• Ground Rules

FTSE Single Stock Decrement Index Series Ground Rules

• Ground Rules

FTSE Scottish Widows Custom Screened Index Series

• Ground Rules
• FTSE 100 Custom Screened Index Constituents
• FTSE 100 Custom Screened Net Tax Index Factsheet
• FTSE All-Share Custom Screened Index Constituents
• FTSE All-Share Custom Screened Net Tax Index Factsheet
• FTSE All-World ex UK Custom Screened Index Constituents
• FTSE All-World ex UK Custom Screened Next Tax Index Factsheet
• FTSE Developed Asia Pacific ex Japan ex Korea Custom Screened Index Constituents
• FTSE Developed Asia Pacific ex Japan ex Korea Custom Screened Net Tax Index Factsheet
• FTSE Developed Europe ex UK Custom Screened Index Constituents
• FTSE Developed Europe ex UK Custom Screened Net Tax Index Factsheet
• FTSE Japan Custom Screened Index Constituents
• FTSE Japan Custom Screened Net Tax Index Factsheet
• FTSE USA Custom Screened Index Constituents
• FTSE USA Custom Screened Net Tax Index Factsheet
• FTSE RAFI Developed 1000 Custom Screened Index Constituents
• FTSE RAFI Developed 1000 Custom Screened Net Tax Index Factsheet
• FTSE RAFI Developed Low Volatility Custom Screened Index Constituents
• FTSE RAFI Developed Low Volatility Custom Screened Net Tax Index Factsheet
• FTSE RAFI Emerging Custom Screened Index Constituents
• FTSE RAFI Emerging Custom Screened Net Tax Index Factsheet
• FTSE RAFI Emerging Low Volatility Custom Screened Index Constituents
• FTSE RAFI Emerging Low Volatility Custom Screened Net Tax Index Factsheet
• FTSE RAFI UK 300 Custom Screened Index Constituents
• FTSE RAFI UK 300 Custom Screened Net Tax Index Factsheet
• FTSE RAFI UK Low Volatility Custom Screened Index Constituents
• FTSE RAFI UK Low Volatility Custom Screened Net Tax Index Factsheet

FTSE Transatlantic Equal Weight Index Series

• Ground Rules

FTSE UK 100 ESG Select Index

• Index Page
• Ground Rules
• Factsheet

FTSE UK Dividend Yield Select Index

• Ground Rules

FTSE UK Equity Income Index

• Ground Rules

FTSE US Equity Risk Premium Index Series

• Index Page
• Ground Rules

FTSE Vanguard SRI Developed and Developed Europe Index Series

• Ground Rules
• Sustainability metrics

FTSE4Good Custom Developed Exclusions Index

• Ground Rules

Heitman Prime Real Estate Index

• Ground Rules

JP Morgan Diversified Factor

• Index Page
• JP Morgan US Single Factor Index Series Rules
• JP Morgan Diversified Factor US Equity Index Series Rules
• JP Morgan Global Diversified Factor Equity Index Series Rules

LibertyQ US Equity Index Series

• Index Page
• Ground Rules

MFGAM Core Infrastructure Index

• Ground Rules
• Factsheet

Renaissance IPO Indices

• Renaissance IPO Index Ground Rules

Russell Australia ESG High Dividend Index

• Ground Rules

Russell Australia High Dividend Index

• Ground Rules

Russell Small Cap Completeness 90/10 Index

• Ground Rules

Russell Dividend Achievers Index

• Ground Rules

Russell US Factors Style Index Series

• Ground Rules

URS USA Modified Large Cap Index

• Ground Rules

Fixed Income Indexes

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

• Ground Rules
• Ground Rules - Japanese

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

• Ground Rules
• Factsheet

FTSE Chinese Policy Bank Bond 6 Months - 3 Years Index

• Ground Rules

FTSE ESG Select Government Bond Index Series

• Ground Rules
• Factsheet

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

• Ground Rules

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

• Ground Rules

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

• Ground Rules

FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index

• Ground Rules

FTSE Emerging Markets Local Currency Government Bond Select Index

• Ground Rules

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

• Ground Rules

FTSE G7 and EMU Government Bond Index - Developed Markets

• Ground Rules

FTSE German Government Bond Index - Japanese Investmnt Trust

• Ground Rules
• Ground Rules - Japanese

FTSE Goldman Sachs China Government Bond Index

• Ground Rules

FTSE Goldman Sachs Emerging Markets Local Currency Government Bond Index

• Ground Rules

FTSE Goldman Sachs Emerging Markets USD Government Bond Index

• Ground Rules

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

• Ground Rules

FTSE Goldman Sachs ESG-Enhanced Global Bond Index

• Ground Rules

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

• Ground Rules

FTSE Goldman Sachs High Yield Corporate Bond Index

• Ground Rules

FTSE Goldman Sachs Investment Grade Corporate Bond Index

• Ground Rules

FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index

• Ground Rules

FTSE Goldman Sachs UK Gilts 1-10 Years Index

• Ground Rules

FTSE Goldman Sachs US Broad Bond Market Index

• Ground Rules

FTSE Goldman Sachs US High-Yield Corporate Bond Index

• Ground Rules

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

• Ground Rules

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

• Ground Rules

FTSE Goldman Sachs US Treasury Index

• Ground Rules

FTSE High Yield (Treasury Rate-Hedged) Index

• Ground Rules

FTSE International Inflation-Linked Securities Select Index

• Ground Rules

FTSE Japanese Government Bond Index

• Ground Rules
• Ground Rules - Japanese

FTSE Polish Government Bond Index

• Ground Rules

FTSE Polish Zloty Eurodeposit Indices

• Ground Rules

FTSE Singapore Dollar Swap Offered Rate Indices

• Ground Rules

FTSE Time-Weighted US Fallen Angel Bond Select Index

• Ground Rules

FTSE US Government Bond Index

• Ground Rules

FTSE US Treasury 0-1 Year Composite Select Index

• Ground Rules

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

• Ground Rules

• Ground Rules - Japanese

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

• Ground Rules

• Ground Rules - Japanese

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

• Ground Rules
• Ground Rules - Japanese

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

• Ground Rules
• Ground Rules - Japanese

FTSE US Treasury Short Duration Index

• Ground Rules

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

• Ground Rules

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

• Ground Rules

FTSE World Government Bond Index - Developed Markets Capped Select Index

• Ground Rules