FTSE US Total Market Index Series Monthly Review

The FTSE US TMI Series Monthly Review is designed specifically for institutional investors who require timely, comprehensive and reliable month-end data on the US stock market. Other reports in the series cover the FTSE All-World Index Series, the FTSE All-Share (UK) Index Series, the FTSE Italia Index Series and the FTSE China Index Series. www.ftse.com/analytics/tmi_US For further information visit www.ftse.com, or email [email protected] or call your local FTSE office: Beijing Dubai Hong Kong London Milan Mumbai Page 1

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FTSE US Total Market Index Series Monthly Review

The FTSE US TMI Series Monthly Review is a valuable tool to help investors:

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Understand the composition of FTSE’s flagship US index series Observe the performance of the headline and sub-indexes within the family Monitor index structural changes on a month-by-month basis (including additions/deletions, name and classification changes and investability weight changes) Access consistent monthly reference data at aggregate and constituent level quickly and easily.

Timely and comprehensive content The FTSE US TMI Series Monthly Review contains analysis of: •

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Comparative performance data for the benchmark FTSE US TMI and the Large, Mid, Small and Micro Cap, Mid and Small Cap, and Small and Micro Cap sub indexes and for the respective Large, Mid and Small Cap Value and Growth indexes. ICB* industry/sector performance and top holdings data. Valuation ratios (dividend yield, price to earnings, price to book, price to cash earnings, price to sales and return on equity) at aggregate index and industry/sector levels. Top and bottom constituents by absolute performance, weighted contribution and holdings. Individual constituent valuation and performance data for FTSE US TMI Large, Mid, Small and Micro Cap indexes.

Data is provided in USD. Examples of page content are shown overleaf. More detailed sample pages can be viewed on the website at www.ftse.com/analytics/us_tmi. * The Industrial Classification Benchmark (ICB) is a globally recognized standard for categorizing companies and securities, with approximately 75,000 securities worldwide classified by the system. See www.icbenchmark.com for more information.

The FTSE US TMI Series Monthly Review is typically available in PDF format from our website around three business days after month-end. Please see page 7 for more information on how to register to receive this report.

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FTSE US TMI Series The FTSE US TMI captures up to 99.5% of the US stock market, comprising over 4,500 large, mid, small and micro cap constituents that pass screening tests for size and investability. The eligible universe comprises: • The securities of companies incorporated and listed in the US • The securities of companies not incorporated in the US, but with a primary listing in the US and not listed in their country of domicile. The universe includes common stocks, REITS, Master Limited Partnerships, Royalty Trusts, American Depository Receipts (where the underlying issue is listed) and securities quoted on OTC Bulletin Boards.

FTSE US Total Market Index Series Monthly Review Aggregate Performance Data (equivalent data is also provided for the FTSE US TM Growth/Value indices) Capital and Total Return Index data is provided at month end together with the performance in the last month, year to date and since the start of the last calendar year

Total market cap

Dividend yield

Index weight Five valuation factors

5-year performance for Capital and Total Return indices

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FTSE US Total Market Index Series Monthly Review Index Level Reports Weighted contribution of the sector to the index over the last month

Top holdings analyzed by ICB Industry

Top and bottom performers by Absolute Performance and Weighted Contribution over 1month and 12-month periods

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FTSE US Total Market Index Series Monthly Review Index Level Reports Top 10 holdings by market cap

1-month and 3month volatility time series

5-year capital return performance time series

Proportion of company’s share capital included in the index Trading volume data

Constituent level valuation data Month-end price

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FTSE US Total Market Index Series Monthly Review Index Changes Summary Observe additions, deletions, classification and investability weight changes

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FTSE US Total Market Index Series Monthly Review

Accessing the Monthly Review – register for complimentary PDF copies PDF format: Up to two employees per organization can register on the website to download a complimentary PDF copy of the FTSE US Total Market Index Series Monthly Review (subject to FTSE’s Terms and Conditions). Thereafter, a subscription will be required for additional users. More details on subscription rates can be obtained from the FTSE office nearest to you. Hard copy format: Hard copies of the book can be provided. These are provided on a subscription basis. More details on subscription rates can be obtained from the FTSE office nearest to you.

Back Issues Back issues are available from December 2011. More details on subscription rates for back issues can be obtained from the FTSE office nearest to you.

For more information Please contact the sales team in your local FTSE office: Beijing Dubai Hong Kong London Milan Mumbai

+86 10 8587 7722 +971 4 319 9901 +852 2164 3333 +44 (0) 20 7866 1810 +39 (02) 3604 6953 +91 22 6649 4180

New York Paris San Francisco Sydney Tokyo

+1 888 747 FTSE (3873) +33 (0) 1 53 76 82 89 +1 888 747 FTSE (3873) +61 (2) 9293 2864 +81 (3) 3581 2811

Other monthly reviews in the series For more information on the other monthly reviews in the series, see: FTSE FTSE FTSE FTSE

All-World Index Series Monthly Review All-Share Index Series UK Monthly Review Italia Index Series Monthly Review China Index Series Monthly Review

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www.ftse.com/analytics/all-world www.ftse.com/analytics/all-share www.ftse.com/analytics/italia www.ftse.com/analytics/china

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