FTSE Factsheet

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Dec 1, 2012 (4 years and 6 months ago)

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Source: FTSE Group 1 of 3



FTSE FACTSHEET
FTSE USA High Dividend Yield Index

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The FTSE High Dividend Yield Index comprises stocks that are characterized by higher-than-
average dividend yields, and is based on the US component of the FTSE Global Equity Index
Series (GEIS). Real estate investment trusts (REITS), whose income generally do not qualify for
favorable tax treatment as qualified dividend income (QDI) are removed, as are stocks that are
not forecast to pay a dividend during the next 12 months. The remaining stocks are ranked by
annual dividend yield and included in the target index until the cumulative market capitalization
reaches 50% of the total market cap of this universe of stocks.





5-Year Performance - Total Return (USD)



40
50
60
70
80
90
100
110
120
2007 2008 2009 2010 2011 2012
FTSE High Dividend Yield
FTSE USA All Cap



Performance and Volatility - Total Return (USD)




Performance %
Return %*
Volatility %**

3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
FTSE High Dividend Yield 2.3 4.6 12.9 17.9 53.4 7.9 15.3 1.5 12.7 15.2 19.0
FTSE USA All Cap 3.3 1.8 14.2 14.7 46.8 3.8 13.6 0.8 15.5 18.0 20.1


* Returns are annualised
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data





Dividend Yield



1%
2%
3%
4%
5%
6%
7%
2007 2008 2009 2010 2011 2012
Yield
FTSE High Dividend Yield
FTSE USA All Cap



FEATURES
Objective

The index is designed for the creation of
index tracking funds, derivatives and as a
performance benchmark.

Investability

Stocks are free-float weighted to ensure that
only the investable opportunity set is
included within the indices.

Liquidity

Stocks are screened to ensure that the index
is tradable.

Transparency

Freely available index rules are overseen by
an independent committee of leading market
professionals.

Availability

The index is calculated based on price and
total return methodologies.

Global Sector Classification

Index constituents are categorized in
accordance with the Industry Classification
Benchmark (ICB), the global standard for
industry sector analysis.



Data as at: 31 October 2012
FTSE USA High Dividend Yield Index Data as at: 31 October 2012
Source: FTSE Group 2 of 3


Year-on-Year Performance - Total Return (USD)



Index %

2007
2008
2009
2010
2011
FTSE High Dividend Yield 1.8 -32.3 17.7 14.4 10.6
FTSE USA All Cap 5.9 -37.0 28.4 17.0 1.1




Top 10 Constituents - FTSE High Dividend Yield Index



Constituent
ICB Sector
FTSE High Dividend Yield
(Wgt %)
FTSE USA All Cap
(Wgt %)
Diff %
Exxon Mobil
Corporation
Oil & Gas Producers 6.50 2.69 3.81
Microsoft Corp Software & Computer Services 3.70 1.53 2.17
General Electric General Industrials 3.43 1.42 2.01
Chevron Oil & Gas Producers 3.36 1.39 1.97
AT&T Fixed Line Telecommunications 3.08 1.27 1.81
Johnson & Johnson Pharmaceuticals & Biotechnology 3.00 1.24 1.76
Wal-Mart Stores General Retailers 2.95 1.22 1.73
Procter & Gamble Household Goods & Home
Construction
2.94 1.21 1.73
Pfizer Pharmaceuticals & Biotechnology 2.89 1.20 1.69
Coca-Cola Beverages 2.60 1.07 1.53
Totals 34.45 14.24




ICB Supersector Breakdown





FTSE High Dividend Yield
FTSE USA All Cap

ICB Code
ICB Supersector
No. of Cons
Wgt %
No. of Cons
Wgt %
Diff %
0500 Oil & Gas 15 13.00 126 10.04 2.96
1300 Chemicals 13 2.43 46 2.01 0.42
1700 Basic Resources 12 1.31 45 1.22 0.09
2300 Construction & Materials 5 0.20 42 0.73 -0.53
2700 Industrial Goods & Services 72 13.31 330 11.79 1.52
3300 Automobiles & Parts 4 0.26 24 0.93 -0.67
3500 Food & Beverage 19 7.43 56 4.21 3.22
3700 Personal & Household Goods 26 9.14 96 5.30 3.84
4500 Health Care 14 12.87 181 10.95 1.92
5300 Retail 21 5.77 141 7.27 -1.50
5500 Media 11 1.30 58 3.56 -2.26
5700 Travel & Leisure 10 1.88 74 2.43 -0.55
6500 Telecommunications 9 5.60 23 2.76 2.83
7500 Utilities 66 8.46 72 3.66 4.80
8300 Banks 62 4.81 108 5.49 -0.68
8500 Insurance 36 3.53 86 4.14 -0.61
8600 Real Estate 1 0.02 125 3.55 -3.53
8700 Financial Services 18 1.75 73 4.19 -2.44
9500 Technology 23 6.91 234 15.77 -8.86
Totals 437 100.00 1940 100.00




INFORMATION
Index Universe

FTSE US All Cap Index

Base Date

19 December 2003

Base Value

100

Investability Screen

Free-float adjusted and liquidity screened

Index Calculation

COMPLETE WITH DETAILS OF FREQUENCY

End-of-Day Distribution

By FTP and email

Currency

USD

Review Dates

Annual in December

Index Rules and Vendor Codes

Available at www.ftse.com



FTSE USA High Dividend Yield Index Data as at: 31 October 2012
Source: FTSE Group 3 of 3


Index Characteristics



Attributes
FTSE High Dividend Yield
FTSE USA All Cap
Number of constituents 437 1940
Constituent (Wgt %)
Average 0.23 0.05
Largest 6.50 3.52
Median 0.04 0.01
Top 10 Holdings (Wgt %) 34.45 16.91








Data as at: 31 October 2012


Data definitions available from info@ftse.com
For further information visit www.ftse.com,
email info@ftse.com or call your local FTSE
office:
Beijing +86 (10) 8587 7722
Dubai +971 4 319 9901
Hong Kong +852 2164 3333
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Milan + 39 02 3604 6953
Mumbai +91 22 6649 4180
New York + 1 888 747 FTSE (3873)
Paris +33 (0)1 53 76 82 89
San Francisco +1 888 747 FTSE (3873)
Sydney +61 (2) 9293 2864
Tokyo +81 (3) 3581 2811

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FTSE
®
” is a trade mark of the London Stock Exchange Plc Group companies and is used by FTSE International Limited (“FTSE”) under licence. All rights in
and to the FTSE High Dividend Yield (“Index”) vest in FTSE. The Industry Classification Benchmark (“ICB”) is owned by FTSE.
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 FTSE or its licensors for any errors or for any loss from use of this publication. Neither FTSE nor any of its
licensors makes any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of
the name of the Index set out above or the fitness or suitability of the Index for any particular purpose to which it might be put. All figures and graphical
representations in this publication refer to past performance and are sourced by FTSE. Past performance is not a reliable indicator of future results. No part
of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying,
recording or otherwise, without prior written permission of FTSE. Distribution of FTSE data and the use of FTSE indices to create financial products requires a
licence with FTSE and/or its licensors. FTSE does not accept any liability to any person for any loss or damage arising out of any error or omission in the
ICB.