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FTSE SET Index Series

FTSE Group and the Stock Exchange of Thailand (SET) have jointly created the FTSE SET Index Series providing market participants with a suite of tools that can be used for performance measurement, product creation and analysis. All companies listed on the Stock Exchange of Thailand Main Board are eligible for inclusion in the indexes, subject to passing FTSE’s international methodology standards, and are classified according to the Industry Classification Benchmark (ICB), the global standard for industry sector analysis.

The index series covers all segments of the capital market, divided into Large, Mid, Small and Fledgling according to market capitalisation. There is also a range of sector indexes - the FTSE SET All-Share Industry Indexes - which is segmented according to ICB and provides 10 Industry, 19 Supersector and 39 Sector indexes. These provide market participants with a set of tools which can be used for deeper analysis of the Thailand market and the creation of sector-specific funds and index-linked products.

The indexes can be used as benchmarks and as tools for the creation of financial products, such as institutional and retail funds, exchange traded funds (ETFs), derivatives contracts and other financial products.

The index series includes:

  • FTSE SET Large Cap Index - comprising the 30 largest eligible companies by full market capitalisation.
  • FTSE SET Mid Cap Index - comprising eligible companies within the top 90% of the SET Universe by full market capitalisation that are not already constituents of the FTSE SET Large Cap Index.
  • FTSE SET Small Cap Index - comprising eligible companies within the top 98% of the SET Universe by full market capitalisation that are not already constituents of either the Large or Mid cap index.
  • FTSE SET All-Share Index - comprising all companies in the indexes mentioned above.
  • FTSE SET All-Share Industry Indexes - comprising 10 Industry, 19 Supersector and 39 Sector Indexes and derived from constituents in the FTSE SET All-Share Index.
  • FTSE SET Mid Small Cap Index - comprising all companies in the FTSE SET Mid Cap Index and the FTSE SET Small Cap Index.
  • FTSE SET Fledgling Index - comprising all companies listed on the SET Universe that are too small for inclusion in the FTSE SET All-Share Index.
  • FTSE SET Shariah Index - comprising companies from the FTSE SET All-Share Index that meet a strict set of Shariah principles

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.