FTSE MONTHLY REPORT - August 2012 FTSE SET INDEX s3. · PDF file0.52FTSE Bursa Malaysia KLCI-1.26 -10.0 ... INDUSTRY CLASSIFICATION BENCHMARK ... for industry sector analysis The ICB

FTSE SET INDEX SERIES INTRODUCTION

FTSE SET INDEX SERIES COMMENTARY

VENDOR CODES

Source: FTSE Group 1 of 22

FTSE MONTHLY REPORT - August 2012

FTSE SET INDEX SERIES Data as at: 31 August 2012

Univentures had the strongest performance in the FTSE SET All-Share Index, up 37.76 per cent, with Banpu PCL the

best performing FTSE SET Large Cap Index constituent, up 12.50 per cent.

Within the Thailand market, Fledgling companies had the best performance with the FTSE SET Fledgling Index up

5.69 per cent, followed by Small Cap companies seeing an increase of 5.18 per cent in August. Large Cap compliant

companies were the worst performers. The FTSE SET All-Share Index had a performance of 0.87 per cent.

Beverages was the best performing

sector in the FTSE SET All-Share

Index, up 21.57 per cent, followed by

Mining companies, up 12.07 per cent.

The Support Services, and Software &

Computer Services sectors had the

worst performance in August, down

7.14 and 6.68 per cent, respectively.

The FTSE SET Large Cap Index ended the month in positive territory in August up 0.28 per cent, managing to

outperform the FTSE ASEAN Index by 1.70 per cent.

Pakistan was the best performing

Asian market this month with the FTSE

Pakistan Index seeing a rise of 2.92

per cent in August. The second best

performing Asian market was Taiwan,

with the FTSE TWSE Taiwan 50 Index,

up 1.73 per cent. Vietnam was the

worst performer, with the FTSE

Vietnam Index falling 7.08 per cent.

The FTSE All-World Index was up 1.40

per cent.

FTSE SET Large Cap Index 1453.74 4.13 0.28% ▲

FTSE Group and the Stock Exchange of Thailand (SET) have jointly created the FTSE SET Index Series to provide investors

with a comprehensive series of indices for accessing segments of Thailand’s market. The index series adopts FTSE’s global

index standards such as size, free float weighting and liquidity screening, and provides a familiar tool for performance

measurement, product creation and analysis, appealing to both local and international investors.

As part of the FTSE SET Index Series the FTSE SET Large Cap Index is the flagship index that captures the largest, most

liquid companies on the Thai market. The index is also delivered on an intra-second streaming basis, enabling investors to

make trading decisions based on intra-second index quotes and respond more rapidly to immediate market events.

TABLE OF CONTENTS

Introduction & Index Series Overview

FTSE SET Large Cap Index

FTSE SET All-Share Index

FTSE SET Mid Cap Index

FTSE SET Small Cap Index

FTSE SET Mid Small Cap Index

FTSE SET Fledgling Index

FTSE SET Shariah Index

1

5

9

13

15

17

19

21

1-Month Performance of the Selected FTSE Indices

1-Month THB Performance (%)

1.40

-1.42

-7.08

-2.90

-4.50

0.52

-1.26

-10.0 -5.0 - 5.0

Straits Time Index (STI)

FTSE Bursa Malaysia KLCI

FTSE Indonesia Index

FTSE Philippines Index

FTSE Vietnam Index

FTSE ASEAN Index

FTSE All-World Index

1-Month Performance of the FTSE SET Index Series

1-Month THB Performance (%)

3.30

5.69

0.87

3.09

5.18

2.45

0.28

- 2.0 4.0 6.0








FEATURES

Objective

The indices have been designed for the

creation of structured products, index

tracking funds, ETFs or as performance

benchmarks

Universe

The index series also contains the FTSE

SET Large Cap Index that comprises 30

of the largest, most liquid companies

listed on the SET

Coverage

The indices provide a comprehensive

coverage of the major market segments

of the Thai market, including size,

sectors, and Shariah based indices

Design

The indices have been designed for both

domestic and international investors who

want to see global standards applied to

the selection and maintenance of

companies

Investability

Index constituents are free-float

weighted to ensure that only the

investable opportunity set is included

within an index

Liquidity

Companies are liquidity screened to

ensure that the indices are tradable

(except for the FTSE SET Fledgling

Index)

Maintenance

The indices are governed by an

independent committee made up of

senior investment professionals to ensure

they continue to meet the needs of index

Reuters <.FTFSTHL> Factset FSTHL.LOC-FTX Bloomberg FSTHL Telekurs CH4275381

FTSE SET INDEX SERIES


FTSE SET Index Series Data as at: 31 August 2012

All

-Sh

are

Large Cap

Mid Cap

Small Cap

98%

Mid

Sm

all

Cap

Index Universe

Ind

ust

ry I

nd

ices

Fledgling

90%

Sh

ari

ah

Screens on

Business Activity &

Financial Ratios

INFORMATION

Index Universe

Stock Exchange of Thailand Main

Board

Index Launch

FTSE SET Index Series - 24 June

2008

FTSE SET Shariah Index - 23 April

2009

FTSE SET All-Share

Industry Indices - 11 November

2010

Base Date

29 February 2008

Base Value

1000

Index Calculation

Real-time and end-of-day indices

available.

Real-time indices are calculated at the

following intervals:

FTSE SET Large Cap Index - intra-

second streaming basis

FTSE SET Shariah Index - every 15

seconds

All other FTSE SET Indices - every 60

seconds

End-of-Day Distribution

Indices available at 21:00 Bangkok local

time (14:00 hours London time GMT or

15:00 hours BST) via FTP and email

Currency

USD, EUR, GBP, JPY, THB

Real-time calculated in THB only

Review Dates

Semi-annually in June and December

Index Rules

Available at www.ftse.com/thailand

Vendor Codes

See page 4 or contact [email protected]

Historical Data

Available from January 1997

INDUSTRY CLASSIFICATION

BENCHMARK (ICB)

The indices are calculated in accordance

with the Industry Classification

Benchmark (ICB), the global standard

for industry sector analysis

The ICB contains four classification

levels: Industries (x10), Supersectors

(x19), Sectors (x41) and Subsectors

(x114)

Global presence - ICB is adopted by

stock exchanges representing over 65%

of the world’s market capitalisation

The following indices are included in the FTSE SET Index Series:


This index comprises the largest 30 companies by full market capitalisation that meet stated eligibility requirements.


This index comprises the companies within the top 90% of the SET Universe by full market capitalisation. They will

also need to meet the stated eligibility requirements, but are not constituents of the FTSE SET Large Cap Index.


This index comprises the constituents within the top 98% of the SET Universe by full market capitalisation. They will

also need to meet the stated eligibility requirements, but are not constituents of the FTSE SET Large Cap Index and

the FTSE SET Mid Cap Index.


This index comprises the constituents in the FTSE SET Mid Cap Index and the FTSE SET Small Cap Index.


This index comprises the constituents in the FTSE SET Large Cap Index, the FTSE SET Mid Cap Index and the FTSE

SET Small Cap Index.

FTSE SET All-Share Industry Indices

There are 10 Industry, 19 Supersector and 39 Sector Indices comprised of the constituents in the FTSE SET All-Share

Index. These industries, supersectors and sectors are defined in the Industry Classification Benchmark (ICB).


This index comprises the constituents listed on the SET Universe that are too small to be in the FTSE SET All-Share

Index.


This index comprises the constituents of the FTSE SET All-Share Index that are Shariah compliant according to the

Yasaar screening methodology.

INDEX METHODOLOGY OVERVIEW



Eligible Securities

All classes of ordinary shares in issue are eligible for inclusion in the FTSE SET Index Series, subject to conforming

to all other rules of eligibility, free float and liquidity.

Index Review

The FTSE SET Index Series is reviewed on a semi-annual basis in June and December using data as at the close of

business on the last day in November and May. The eligible constituents from the FTSE SET All-Share Index are

screened by Yasaar for Shariah-compliance for the FTSE SET Shariah Index on a quarterly basis.

The index series semi-annual review will be implemented after the close of business on the third Friday in June and

December.

New Issues

If a new issue is so large (i.e. its full market capitalisation amounts to 2% or more of the FTSE SET All-Share Index,

before the adjustment of free float) that the effectiveness of the index as a market indicator would be significantly

and adversely affected by its non-inclusion, FTSE will normally include the new issue as a constituent of the FTSE

SET Large Cap Index and remaining FTSE SET Indices that it qualifies for after the close of business on the fifth day

of official trading.

New issues, which do not qualify as early entrants will become eligible for inclusion at the next semi-annual review

providing they pass the eligibility screens, and have since the commencement of official non-conditional trading, a

minimum trading record of at least 20 trading days prior to the date of the review.

Constituent Selection

Inclusion Screens

A company will be inserted at the periodic review if it rises above the position stated below for the relevant index

when the eligible securities for each FTSE SET Index are ranked by full market capitalisation, i.e. before the

adjustment of free float:

FTSE SET Large Cap Index - Risen to 20th or above

FTSE SET Mid Cap Index - Risen to 86% or above

FTSE SET Small Cap Index - Risen to 97% or above

A company will be deleted at the periodic review if it falls below the position stated below for the relevant index

when the eligible securities for each FTSE SET Index are ranked by full market capitalisation, i.e. before the

adjustment of free float:

FTSE SET Large Cap Index - Fallen to 41st or below

FTSE SET Mid Cap Index - Fallen to 92% or below

FTSE SET Small Cap Index - Fallen below 99%

A company will be eligible for the FTSE SET All-Share Index providing it is a constituent of either the large, mid, and

small cap index. Eligible non-constituents that are ranked below the top 97% of the SET Universe will be included

in the FTSE SET Fledgling Index.

Liquidity Screen

The semi-annual liquidity screen is based on a security’s median daily trading per month on the SET, with each daily

trade total ranked and the middle ranking day selected. Daily totals with zero trades are included. Constituents of

the FTSE SET Fledgling Index are not screened for liquidity.

• Non-constituents must turnover at least 0.05% of their shares in issue (after the adjustment of free float) based

on their median daily trade per month in ten of the twelve months prior to the semi-annual review.

• An existing constituent must trade at least 0.04% of its shares in issue (after the adjustment of free float)

based on its median daily trade per month for at least eight of the twelve months prior to the semi-annual

review.

• New issues must have a turnover of at least 0.05% of their free float adjusted shares in each month since their

listing.

Free float

The FTSE SET Index Series constituents are adjusted for free float and weighted according to how much share

capital is available for public investment. This achieves the most accurate and neutral market representation

possible: meaning that only shares you can own are included in the index. FTSE has chosen to apply free float

restrictions in weighted bands. This process accurately reflects the investability of a company, without subjecting

the investor to frequent rebalancing transactions associated with a more precise free float methodology.

Reserve Lists

A reserve list of the five highest ranking non-constituents of the FTSE SET Large Cap Index is published at the time

of the semi-annual review. The Reserve List will be used in the event that one or more constituents are deleted

during the period up to the next semi-annual review.

FTSE SET Advisory Committee

The FTSE SET Advisory Committee governs the ongoing management of these indices to ensure they continue to

meet the needs of index users. The committee is made up of senior investment professionals and finance industry

experts acting independently to advise on the creation of new indices, any enhancements to the methodology and

to ensure that the index series evolves with any changes in the market environment.

Further details of the index

methodology can be found on

www.ftse.com/thailand. The following

publications are available by contacting

your local FTSE Client Services team or

[email protected].

Ground Rules for the Management of the

FTSE SET Index Series

COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST

VENDOR CODES

Index Name










Global markets were in positive territory in August, with the FTSE All-World Index up 1.40 per cent.

Year-to-date global markets have continued on a positive path, up 6.93 per cent.

Europe was the best performing region in August finishing the month up 3.62 per cent. Middle East &

Africa was the worst performing region, down on the month 1.18 per cent. Asian markets saw negative

performance with the FTSE Asia Pacific Index down 1.15 per cent.

Within Asia Pakistan was the best performing market in August, with the FTSE Pakistan Index up 2.92

per cent. The FTSE SET Large Cap Index had a rise of 4.13 index points on the month, seeing a

positive performance of 0.28 per cent.

The Mining sector within the FTSE SET Large Cap Index had the best performance up 12.50 per cent,

with Media sector showing the worst performance down 7.56 per cent. The best performing FTSE SET

Large Cap Index constituent was Banpu PCL showing a positive return of 12.50 per cent in August.

Within the size segments in August fledgling companies were the best performers in the FTSE SET

Index Series, up 5.69 per cent on the month with large cap companies showing the worst performance.

The FTSE SET All-Share Index had a performance of 0.87 per cent in August, with Univentures the best

performing constituent, up 37.76 per cent.

Year to date the FTSE SET Large Cap Index has the highest volatility within the FTSE SET Index Series

at 16.42 per cent. The FTSE SET Fledgling Index has the lowest volatility with 10.21 per cent. This

compares to a volatility of 25.17 and 12.42 per cent respectively for 2011. The FTSE SET All-Share

Index had a volatility of 15.29 per cent year to date, lower than 2011's 24.15 per cent.

As at the end of August, the FTSE SET Large Cap Index accounts for 77.48 per cent of the FTSE SET All-

Share Index, with the 95 constituents of the FTSE SET Small Cap Index accounting for 5.91 per cent.

The top ten constituents of the FTSE SET Large Cap Index account for 70.87 per cent of the index,

compared to 31.76 per cent of the FTSE SET Small Cap Index and 55.81 per cent of the FTSE SET All-

Share Index.

Beverages was the best performing sector in the FTSE SET All-Share Index up 21.57 per cent in August,

with Mining being the second best performer up 12.07 per cent. Support Services was the worst

performing sector followed by Software & Computer Services down 7.14 per cent and 6.68 per cent,

respectively.

With an index weighting of 37.60 per cent and 7 constituents, Financials is the largest industry in the

FTSE SET Large Cap Index, down 1.04 per cent in weighting compared to the previous month. This

compares to a weight of 37.74 per cent in the FTSE SET Mid Cap Index and 37.11 per cent in the FTSE

SET All-Share Index. Within the FTSE SET Shariah Index Financials has 12 constituents, and accounts

for 7.32 per cent.

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FSTHA

INDEX OVERVIEW

FTSE SET LARGE CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Large Cap Index ● FTSE SET All-Share Index

FTSE SET LARGE CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)



PERFORMANCE OF THE FTSE SET LARGE CAP INDEX AND SELECTED FTSE ASIA PACIFIC COUNTRY INDICES IN AUGUST (THB PRICE RETURN)

FTSE SET LARGE CAP INDEX HISTORICAL REVIEW TURNOVER


-1.56

0.52

-7.08

17.23 13.48 84.93 57.79

56.46 23.61

Div Yield

(%)

30 4,245,839 30

33,830

Rank Index Name

88.88 4.10

72.01 2.16

3,224

FTSE China 25 Index

Rank Index NameNumber

of Cons

Net Market Cap

(THBbn)

1M Perf

(%)

3.16

9.37

22.74 9.55 -48.04

1Y

(%)

-49.46

199

The FTSE SET Large Cap Index ended the

month in positive territory in August up

0.28 per cent, although underperforming

the FTSE SET All-Share Index by 0.59 per

cent.

Year to date the FTSE SET Large Cap Index

performance is up by 17.23 per cent, with

a volatility of 16.42 per cent, lower than

2011’s volatility of 25.17 per cent.

Mining had the best sector performance in

the FTSE SET Large Cap Index in August,

up 12.50 per cent.

1M Perf

(%)

5.49

5Y

(%)

3Y

(%pa)

5Y

(%pa)

2008

(%)

2009

(%)

10 FTSE Japan Index 450 63,867

FTSE Pakistan Index

0.28

5 130 2.92

76.07

38.03

13.91

3Y

(%)

Number

of Cons

Net Market Cap

(THBbn)

FTSE TWSE Taiwan 50 Index 50 11,476 1.73

18.69 3.13

5,306

-1.04

BEFORE REVIEW

7 15

FTSE Philippines Index 16

2

30

FTSE India Index 112 8,825 -0.19

6

8 FTSE Korea Index 116 19,624

December 2011

3 FTSE New Zealand Index 12 548 0.91

-1.30

FTSE Bursa Malaysia KLCI

26

FTSE SET Large Cap Index 30 4,400

30

14

Net Market Cap

(THBm)

1,010

1

30 3,745,868 30

Number of Cons

0.28

24 -

0.63

2010

(%)Index Name

1M

(%)

3M

(%)

6M

(%)

YTD

(%)

The FTSE SET Large Cap Index comprises the largest companies by full market capitalisation in the FTSE SET All-Share Index. The index is a free float adjusted

market-capitalisation weighted index representing the performance of the largest Thai blue chip companies, which pass the size, free float, and liquidity screens. The

index represents approximately 70 per cent of the SET Main Board and as at the end of August there were 30 constituents in the index.

0.87 6.47

2011

(%)

5


-1.26

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

-2.90

25 - -4.87

AFTER REVIEW

9 Straits Times Index (STI)

-5.98

-4.50

11 FTSE ASFA Australia 200 Index

13

FTSE Vietnam Index

6,962

4

FTSE Indonesia Index

40.31 -0.66

FTSE China A50 Index 50 10,324

16

FTSE Hong Kong Index 118 16,208 0.45

12

Number of Adds

0

1

Number of Dels

0

1

Net Market Cap (THBm)

3,745,868

4,265,437

Total

2-Way Turnover (%)

0.00

2.00

2.00

Review Month

June 2012

Number of Cons

0

20

40

60

80

100

120

140

160

180

Inde

x R

ebas

ed (

31 A

ug 2

007=

100)

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constitue additions/deletions,

shares in issue and free float changes, and changes due to corporate events.

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

RELATIVE PERFORMANCE AGAINST FTSE SET LARGE CAP INDEX (THB PRICE RETURN)

1 MONTH 1 YEAR

FTSE SET LARGE CAP INDEX HISTORICAL VOLATILITY (THB PRICE RETURN)

● FTSE SET Large Cap Index

● FTSE SET All-Share Index

Index volatility is calculated on a rolling 180 days basis.


FTSE SET Large Cap Index Data as at: 31 August 2012

Key:

7 (37.60%)

Number of Constituents Index Weight

0

20

40

60

80

100 3

(4.60%) 3 (7.03%)

3 (7.77%)

7 (37.60%) 1

(2.73%)

3 (7.98%)

4 (21.40%)

1 (0.97%)

2 (7.26%)

3 (2.67%)

0

5

10

15

20

25

30

35

40

45

50

Vola

tilit

y (

%)

FTSE S

ET I

ndust

ry I

ndic

es

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunications

Utilities 3.81

69.13

-18.42

-9.16

50.81

9.18

17.68

-3.41

-42.18

-50.0 - 50.0 100.0

Relative Performance (%)

FTSE S

ET I

ndust

ry I

ndic

es

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunications

Utilities 3.31

7.74

5.30

1.81

0.62

4.00

-3.33

-0.63

-2.06

6.92

-5.0 - 5.0 10.0


FTSE SET LARGE CAP INDEX HISTORICAL VOLATILITY TABLE (THB PRICE RETURN)



* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.

FTSE SET LARGE CAP INDEX HISTORICAL SHARPE RATIO (THB PRICE RETURN)




Note: Bangkok 3-Month interbank offered rate (BIBOR) is used as the risk free rate.

FTSE SET LARGE CAP INDEX HISTORICAL CORRELATION AGAINST FTSE SET ALL-SHARE INDEX (THB PRICE RETURN)



FTSE SET LARGE CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE SET LARGE CAP INDEX 1-YEAR TOP PERFORMING SECTOR - MOBILE TELECOMMUNICATIONS

PROFILE

● FTSE SET Large Cap Index - Mobile Telecommunications

● FTSE SET Mobile Telecommunications Index ● FTSE SET Large Cap Index


Index Name YTD * 1Y * 3Y ** 5Y *** 2008 * 2009 *

2.52

0.66 -1.82

6

1-Year Price Return: 82.61%

2.01

0.9942

5.58

79,937 1.82

2

-24.21

43.09

3.85

122,287 12.50

1 0.70

2.78

8.34

21.80

28.40

Weight in Sector:

Largest Constituent in Sector:

Advanced Info Serv

64.29 1.06

2.76

1.19

3.40

-

YTD (%)* 1Y (%)* 3Y (%)**

4.00

-3.06

1M Perf (%)

1770

-1.90

0.9967 0.9956 0.9964

1.69

Mining

Number of Cons

1

ICB Code ICB Sector

0.9958 0.9978

2010 *

5Y (%)***

Net Market Cap (THBm) Index Weight (%) 1Y Perf (%) Div Yield (%)

0.9933

9.24

2008 (%)* 2009 (%)* 2010 (%)* 2011 (%)*

-0.12 1.92 0.50 0.99 0.21

Index Name

0.22 -1.74 1.84 1.51 -0.06

4530 Health Care Equipment & Services 119,962 2.73 4.28

Food Producers 248,501 5.65

1350 Chemicals

2770 Industrial Transportation 28,821

3570

1

1

1

4.59Mobile Telecommunications 319,615 7.26 8.02

Weight in FTSE SET Large Cap Index:

7.26%

2

1

Dividend Yield: 0.00%

-7.56

0.9974

79.43%

9570 Technology Hardware & Equipment 42,485 0.97

8630 Real Estate Investment & Services 86,199 1.96 7.65

26570

-28.43

82.61

40.67

8350 Banks 1,568,209 35.64 -3.58

-0.02

Number of Constituents:

2

5550 Media 52,000 1.18

2011 (%)*

18.96 29.58 37.28

3Y (%)** 5Y (%)*** 2008 (%)* 2010 (%)*

25.17

15.29 21.47 24.15

2011 *

1.66 0.46 0.91


Index Name YTD (%)* 1Y (%)* 2009 (%)*

16.42 22.43 19.88 29.14 39.20 28.85 20.62

27.54 19.37

TO

P

BO

TTO

M

0

20

40

60

80

100

120

140

160

180

200

Index R

ebase

d (

31 A

ug 2

011=

100)

FTSE SET LARGE CAP INDEX TOP 10 CONSTITUENTS

FTSE SET LARGE CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS

FTSE SET LARGE CAP INDEX TOP PERFORMER IN AUGUST - BANPU PCL PROFILE


-6.54

6 ADVANC

4.47

1.23

1.22

4.76

11.56

PTT2

Thai Oil Exploration & Production 66,811 1.52 11.02


Rank

4 BBL Bangkok Bank

1 SCB Siam Commercial Bank PCL

Charoen Pokphand Foods PCL Farming & Fishing

Banks 508,804

Banks 358,798 8.15

Banks 402,421 9.15

6.79

-3.43

Index Weight (%)Net Market Cap (THBm)

5.28

Advanced Info Serv Mobile Telecommunications 257,638 5.86

-4.08

5 SCC Siam Cement Building Materials & Fixtures 298,800

8.50

Constituent Name ICB Subsector 1M Perf (%)

402,421 9.15

PTT Exploration & Production 469,005 10.66

3 KBANK Kasikornbank Banks

PTT Global Chemical Exploration & Production 209,501

7 CPALL CP ALL Food Retailers & Wholesalers

184,379 4.19

5.49

1.47

Totals 3,118,391 70.87

9 PTTEP PTT Exploration & Production Exploration & Production 196,526 -1.97

8 PTTGC

-4.51

232,520

-

10 CPF


ICB Subsector:

Coal

-6.54

Bangkok Bank

BEC BEC World Broadcasting & Entertainment 52,000 1.18 -7.56

37,435 0.85 11.69Banks

TOP

TMB BANK

EGCO Electricity Generating PCL Conventional Electricity 47,196 1.07 9.59

ADVANC Advanced Info Serv Mobile Telecommunications 257,638 5.86 8.50

Banks 358,798

Farming & Fishing 184,379 4.19

SCB Siam Commercial Bank PCL Banks 508,804 11.56

4.00%

KBANK Kasikornbank -3.43

Local Code:

BANPU

122,287 2.78

Weight in FTSE SET Large Cap Index:

2.78%

Dividend Yield

8.15 -4.08BBL

CPF Charoen Pokphand Foods PCL -4.51

BANPU Banpu PCL Coal 12.50

TMB

Local Code

Index Weight (%)Net Market Cap (THBm)Local Code

FTSE SET Mining Index

Banpu PCL


Banpu Public Company Limited is a mining and power company which has coal mining operations in Thailand,

Indonesia and China, and coal-fired Power generation operations in Thailand and China. It has a performance of

14.64% in August as the top performer in FTSE SET Large Cap Index. Its share price rose to their highest in

almost two months after the country's biggest coal miner provided a positive business outlook, as it expects its

45% owned Gaohe mine in China to receive final safety and production licences within the next few months.

TO

P

BO

TTO

M

▲ 0.28%

▲ 12.07%

▲ 14.64%

- 2.0 4.0 6.0 8.0 10.0 12.0 14.0

1-Month Price Return (%)

INDEX OVERVIEW

FTSE SET ALL-SHARE INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Large Cap Index ● FTSE SET Mid Cap Index ● FTSE SET Small Cap Index

● FTSE SET Mid Small Index ● FTSE SET All-Share Index

● FTSE SET Fledgling Index ● FTSE SET Shariah Index

FTSE SET ALL-SHARE INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)








FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials

● Consumer Goods


● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology


● Utilities


3.13 18.69 13.91

26.34

3.09 15.96

88.88 56.46

41.53

-0.66 23.61 9.37

2010

(%)

2011

(%)

Div Yield

(%)

2009

(%)

1Y

(%)

FTSE SET All-Share Index Data as at: 31 August 2012

84.93 57.79 22.74 9.55 -48.04 72.01 38.03

3.97

3.50

93.85 83.38 24.69 12.89 -31.16 47.99

11.47 29.20 15.30

76.07

-0.59

106.90 50.56 27.42 8.53 -55.74 96.17 50.12

6.78 4.80 32.01

-49.46

55.97 26.43 15.97 -51.94 63.46

5.69 12.18

0.28 5.49 2.16 17.23 13.48

5Y

(%pa)

2008

(%)

3Y

(%)

5Y

(%)

3Y

(%pa)

31.47 -2.09

3.30 5.61

Index Name

17.16


127.29 85.74

The FTSE SET All-Share Index comprises the constituents in the FTSE SET Large Cap Index, the FTSE SET Mid Cap Index, and the FTSE SET Small Cap Index. The

index is a free float adjusted market-capitalisation weighted index representing the performance of approximately 98 per cent of the SET Main Board which pass the

size, free float, and liquidity screens. As at the end of August there were 177 constituents in the index.

23.03 16.10 101.67

5.18 11.38

YTD

(%)

-57.41 7.19

0.87

8.96

31.48 13.18 -50.22 89.30 65.77

98.56 46.02 -4.72 3.00

10.22 12.18 24.47

0.63

Within the size segments of the FTSE SET

All-Share Index, small cap companies had

the best performance in August with the

FTSE SET Small Cap Index up 5.18 per

cent, followed by mid cap companies

seeing an increase of 2.45 per cent.

Large cap companies were the worst

performers although up 0.28 per cent.

The FTSE SET All-Share Index had a

performance of 0.87 per cent.

1M

(%)

3M

(%)

6M

(%)

-5.24 3.05

6.47

-3.63

40.31

-6.52 3.17

4.10

3.16

2.45 9.86 12.42

27.43 19.97

0

20

40

60

80

100

120

140

160

180

200

Index R

ebase

d (

31 A

ug 2

007=

100)

4.94 7.05

9.90

37.11 3.21

10.01

17.32

1.79

6.22 2.46

0

20

40

60

80

100

RELATIVE PERFORMANCE AGAINST FTSE SET ALL-SHARE INDEX (THB PRICE RETURN)

1 MONTH 1 YEAR

FTSE SET INDEX SERIES PORTFOLIO CHARACTERISTICS

Number of Constituents

Full Market Cap (THBm)

% FTSE SET All-Share Index


Dividend Yield (%)

Constituent Sizes (Net Market Cap THBm)

Average

Largest

Smallest

Median

Weight of Largest Constituent (%)

Top 10 Holdings (% Index Market Cap)


14

401

33.62 29.95

95

538,223

16,728

5.01

- 1.63 11.06 2.14 0.42

47.11

4,400,200

3.16

7,051,934

77.48

2.00

469,005

391

8,0783,049 570

17.6855.81

44,994

1,587

70.87

23,598

23,00531,569

372

146,673

39.69

3,640

3.79

44,994508,804

2.865.78

31.76

9.11 23.99

70.2830.01

85

3,598,722

39.54

2,339

-

126,576

76,505

11.56

508,804

5.91

289,623

3.17

254,495

147

2,049,462

22.52

372

5,610

372

3.97

3,623

2.00 3.29

29.93

222

4,107

17,268

13,765

FTSE SET Large

Cap Index

63.55 77.06

1,187,536

3.05

11.24 15.44 11.16 2.87

3.00

177

9,101,396

30 52

FTSE SET All-

Share Index

FTSE SET

Fledgling Index

FTSE SET

Shariah Index

100.00

1,955,395

3.50

1,511,239

16.60

897,914 5,587,737

3.13

FTSE SET Mid

Cap Index

12.86 26.51 13.30Totals

Review Turnover -

FTSE SET Small

Cap Index

June 2012

FTSE SET Mid

Small Cap Index

December 2011


Large

Mid

Small

Mid Small

Fledgling

Shariah

FTSE S

ET I

ndic

es

FTSE S

ET I

ndust

ry I

ndic

es

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunications

Utilities 6.33

60.12

27.20

-18.74

-7.96

57.02

7.48

16.91

-3.55

-39.96

-50.0 - 50.0 100.0


-7.13

2.05

6.06

1.39

2.19

-0.43

-10.0 -5.0 - 5.0 10.0


Large

Mid

Small

Mid Small

Fledgling

Shariah

FTSE S

ET I

ndic

es

FTSE

SET

Ind

ustr

y In

dic

es

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunications

Utilities 3.35

7.10

7.62

1.20

1.12

2.63

-2.98

-0.30

-1.48

5.40

-5.0 - 5.0 10.0


2.43

2.22

4.82

4.31

1.58

-0.59

-2.0 - 2.0 4.0 6.0


FTSE SET INDEX SERIES HISTORICAL VOLATILITY (THB PRICE RETURN)

● FTSE SET Large Cap Index

● FTSE SET Mid Cap Index

● FTSE SET Small Cap Index

● FTSE SET Mid Small Cap Index

● FTSE SET All-Share Index

● FTSE SET Fledgling Index

● FTSE SET Shariah Index

Index volatility is calculated on a rolling 180 days basis.

FTSE SET INDEX SERIES HISTORICAL VOLATILITY TABLE (THB PRICE RETURN)









FTSE SET INDEX SERIES HISTORICAL SHARPE RATIO (THB PRICE RETURN)









Note: Bangkok 3-Month interbank offered rate (BIBOR) is used as the risk free rate.

FTSE SET INDEX SERIES HISTORICAL CORRELATION AGAINST FTSE SET ALL-SHARE INDEX (THB PRICE RETURN)









12.69 19.46 18.18 34.28 31.24 23.78 16.97 21.94

15.29 21.47 18.96 29.58 37.28 27.54 19.37 24.15

14.03 10.81 12.42

16.37 22.09 19.25 34.24 39.26 28.99 19.19 24.29

17.13

Index NameYTD

(%)*

1Y

(%)*

3Y

(%)**

5Y

(%)***

2008

(%)*

2009

(%)*

13.03 18.99 19.21 32.50 29.81 25.02 18.44 21.35

2010

(%)*

2011

(%)*

16.42 22.43 19.88 29.14 39.20 28.85 20.62 25.17

13.10 19.94 18.32 35.24 32.53 22.42 24.09 17.20

Index Name YTD* 1Y* 3Y** 5Y*** 2008* 2009* 2010* 2011*

19.04 10.21 11.87 10.38

1.66 0.46 0.91 0.22 -1.74 1.84 1.51 -0.06

2.71 0.63 1.15 0.12 -2.70 2.80 2.14 -0.32

3.37 0.62 1.30 0.30 -2.43 2.50 2.68 -0.42

2.96 0.64 1.20 0.16 -2.69 2.79 2.33 -0.35

1.92 0.50 0.99 0.21 -1.90 2.01 1.69 -0.12

4.07 1.33 1.89 0.50 -2.33 2.71 2.43 -0.35

0.90 0.19 0.64 0.06 -1.93 1.66 1.39 -0.12

Index NameYTD

(%)*

1Y

(%)*

3Y

(%)**

5Y

(%)***

2008

(%)*

2009

(%)*

2010

(%)*

2011

(%)*

0.9956 0.9964 0.9933 0.9958 0.9978 0.9974 0.9942 0.9967

0.8588 0.9149 0.8585 0.9394 0.9253 0.9051 0.8487 0.9296

0.8037 0.8660 0.8112 0.9142 0.8614 0.8466 0.7896 0.8732

0.8717 0.9165 0.8640 0.9415 0.9286 0.9103 0.8600 0.9279

0.7851 0.7364 0.5183 0.5595 0.6720 0.6979 0.8066 0.6851

0.9116 0.9550 0.9427 0.9504 0.1417 0.4360 0.9429 0.9691


0

5

10

15

20

25

30

35

40

45

50

Vola

tilit

y (

%)

FTSE SET ALL-SHARE INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE SET ALL-SHARE INDEX TOP 10 CONSTITUENTS

FTSE SET ALL-SHARE INDEX TOP 5 AND BOTTOM 5 PERFORMERS


Local Code

Local Code Index Weight (%)Net Market Cap (THBm)

Net Market Cap (THBm) Index Weight (%) 1M Perf (%) 1Y Perf (%)

Beverages 1 618 21.57 - 0.65

ICB Code ICB Sector Number of Cons

3530

6570 Mobile Telecommunications 4 346,327 6.20 8.01

9570 Technology Hardware & Equipment 7 94,976 1.70 9.42 43.15 5.05

2720 General Industrials 2 26,811 0.48 10.30

1770 Mining 3 127,289 2.28

Div Yield (%)

0.01

Banks 508,804

1.23

12.07

4.07

- 0.11

9530 16.13

2790 Support Services 1 1,528 0.03

25.59

3740 Leisure Goods 1 1,535 0.03 -5.26

Exploration & Production 469,005 8.39

1M Perf (%)Index Weight (%)Net Market Cap (THBm)

-27.93 4.04

58.92

3 KBANK Kasikornbank Banks 402,421 7.20 -3.43

2 PTT

-7.14

8570

Software & Computer Services 2 4,899 0.09 -6.68 8.36

9.11 -6.54

Rank

1 21,360 0.38 -3.78 -20.54 1.57

Constituent Name ICB Subsector

PTT

1 SCB Siam Commercial Bank PCL

4 BBL Bangkok Bank Banks 358,798 6.42

Advanced Info Serv Mobile Telecommunications 257,638 4.61

-4.08

5 SCC Siam Cement Building Materials & Fixtures 298,800

8.50

Totals 3,118,391 55.81 -

10 CPF

7 CPALL CP ALL Food Retailers & Wholesalers 232,520 4.16 1.47

6 ADVANC

3.52 -1.97

8 PTTGC PTT Global Chemical Exploration & Production 209,501 3.75 5.49

9 PTTEP

STPI STP & I PCL Iron & Steel 10,142 0.18 33.33

SIS Distribution Thailand Computer Hardware 372 0.01 -12.02

GFPT Gfpt Co Ltd Food Products

Charoen Pokphand Foods PCL Farming & Fishing 184,379 3.30

AH AAPICO Hitech PCL Auto Parts 3,449 0.06 31.82

GOLD Golden Land Property Development Real Estate Holding & Development 2,790 0.05 28.13

0.08

-4.51


UV Univentures Specialty Chemicals 1,507 0.03 37.76

PTT Exploration & Production Exploration & Production 196,526

5.35 1.22

IT IT City Specialty Retailers 1,913 0.03 -15.12

KTC Krungthai Card PCL Consumer Finance 4,796 0.09 27.84

LST LAM Soon (Thailand) Plc Food Products 945 0.02 -9.00

-12.57

1.79

74.19

- 2.84

Life Insurance

4.25

5550 Media 5 65,817 1.18 -5.69

SIS

4,576

SSI Sahaviriya Steel Industries Iron & Steel 7,501 0.13 -12.70


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INDEX OVERVIEW

FTSE SET MID CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Mid Cap Index ● FTSE SET All-Share Index

FTSE SET MID CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)



FTSE SET MID CAP INDEX HISTORICAL REVIEW TURNOVER


● Basic Materials

● Consumer Goods


● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology


● Utilities


Net Market Cap (THBm) Number of Adds Number of Dels

FTSE SET Mid Cap Index Data as at: 31 August 2012

The FTSE SET Mid Cap Index ended the


2.45 per cent, outperforming the FTSE SET

All-Share Index by 1.58 per cent.

Year to date the FTSE SET Mid Cap Index




General Industrials had the best sector

performance in the FTSE SET Mid Cap

Index in August, up 11.95 per cent.

Total 12.86

June 2012 3

AFTER REVIEW

56.46 23.61 9.37

816,795

BEFORE REVIEW

0 49 770,418 52

December 2011 1 2 51 686,814 50 684,429

6.47

101.67 23.03 46.02


11.24

Review Month Number of Cons Net Market Cap

(THBm)

The FTSE SET Mid Cap Index comprises the companies within the top 90% of the SET Universe by full market capitalisation, excluding the constituents of the FTSE

SET Large Cap Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the mid-capitalised companies trading

on the SET Main Board, which pass the size, free float, and liquidity screens. As at the end of August there were 52 constituents in the index.

-0.66 76.07 40.31

Index Name1M

(%)

3M

(%)

6M

(%)

YTD

(%)

1Y

(%)

3Y

(%)

5Y

(%)

-57.41 98.56

Number of Cons 2-Way Turnover

(%)

9.86 12.42 3.00 16.10 -4.72 41.53 26.34

3.13

Div Yield

(%)

2.45

-49.46 0.87 4.10 18.69 13.91 88.88

1.63

7.19

3Y

(%pa)

5Y

(%pa)

2008

(%)

2009

(%)

2010

(%)

2011

(%)

0

20

40

60

80

100

120

140

160

180

Index R

ebase

d (

31 A

ug 2

007=

100)

2.74 5.37

20.64

37.74

6.27

17.65

2.86 2.92

2.79 1.00

0

20

40

60

80

100



FTSE SET MID CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE SET MID CAP INDEX TOP 10 CONSTITUENTS

FTSE SET MID CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS




Totals 356,383 39.69

Polyplex Specialty Chemicals 3,312 0.37

Real Estate Holding & Development 38,431

42,578

MAKRO Siam Makro Broadline Retailers 35,520 3.96 12.12

3.82 0.82

6 MAKRO Siam Makro Broadline Retailers 35,520

Real Estate Holding & Development

Div Yield (%)

1M Perf (%)

12.30

Siam Global House PCL Building Materials & Fixtures 7,569

Local Code Constituent Name ICB Subsector

2 BH Bumrungrad Hospital

CCET

12.12

ROBINS Robinson Dept Broadline Retailers 34,292

PTL


BTS Group Holdings PCL

-40.87 0.00

7

Health Care Providers

35,959 4.00

1 TCAP Thanachart Capital PCL Banks 44,994

Constituent Name ICB Subsector

5.01

0.84GLOBAL

BJC

Kiatnakin Bank

Cal-Comp Electronics (Thailand) Electrical Components & Equipment

Berli Jucker

26,483 2.95

Rank Local Code

MINT

9 TISCO TISCO Financial Group Banks

-6.37

4

4.65

1750 Industrial Metals & Mining 1 7,501 0.84 -12.70

8 HEMRAJ

10

4.28 12.00

4.44

BTS BTS Group Holdings PCL

3

5 HMPRO Home Product Center PCL Home Improvement Retailers

4.74 2.63

-6.12

39,902

7.83

-0.62

3,352 0.37

-

5.48

1350 Chemicals 2 17,136 1.91 -1.79

0.67

3.96

Minor International Hotels

29,108 3.24

Hemaraj Land And Development Real Estate Holding & Development 29,116 3.24

KK 1.83

21.67

1M Perf (%)

Banks

0.84 -12.70

Containers & Packaging 21,201

Iron & Steel 7,501

38,431 4.28

SSI Sahaviriya Steel Industries

11.95

6,916 0.77 -8.90

-6.37MINT Minor International Hotels 39,902 4.44

12.00BTS

MAJOR Major Cineplex Recreational Services 11,289 1.26 -8.99

PSL Precious Shipping Marine Transportation

2.36

3720 Household Goods & Home Construction 1 17,024 1.90 8.78

-20.54 1.57

5750 Travel & Leisure 3 73,674 8.21 -4.00 15.93 1.20

8570 Life Insurance 1 21,360 2.38 -3.78

-38.50 3.53

2770 Industrial Transportation 3 39,175 4.36 -2.59 7.69

5370 General Retailers 3 105,771 11.78 6.79 48.65 1.77

2.24

6570 Mobile Telecommunications 1 25,059 2.79 8.00 10.20 0.00

33.06

9570 Technology Hardware & Equipment 1 26,224 2.92 10.37

2720 General Industrials 1 21,201 2.36 11.95

Data as at: 31 August 2012

53.39 1.33

87.76 1.73

ICB Sector Number of Cons Net Market Cap (THBm)ICB Code Index Weight (%) 1M Perf (%) 1Y Perf (%)

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INDEX OVERVIEW

FTSE SET SMALL CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Small Cap Index ● FTSE SET All-Share Index

FTSE SET SMALL CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)



FTSE SET SMALL CAP INDEX HISTORICAL REVIEW TURNOVER


● Basic Materials

● Consumer Goods


● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology


● Utilities


Net Market Cap (THBm) Number of DelsNumber of Adds

The FTSE SET Small Cap Index comprises the companies within the top 98% of the SET Universe by full market capitalisation, excluding the constituents of the FTSE SET

Large Cap Index and FTSE SET Mid Cap Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the small-capitalised

companies trading on the SET Main Board, which pass the size, free float, and liquidity screens. As at the end of August there were 95 constituents in the index.

Index Name1M

(%)

3M

(%)

6M

(%)

YTD

(%)

88.88 56.46 23.61 9.37 -49.46 76.07

-50.22 89.30

The FTSE SET Small Cap Index ended the




Year to date the FTSE SET Small Cap Index




Beverages had the best sector performance

in the FTSE SET Small Cap Index in

August, up 21.57 per cent.

5.18 11.38 11.47 29.20 15.30 127.29 85.74 31.48 13.18

2009

(%)

2010

(%)

2011

(%)

Div Yield

(%)

1Y

(%)

3Y

(%)

5Y

(%)

3Y

(%pa)

5Y

(%pa)

2008

(%)


65.77 -6.52 3.17

0.87 6.47 4.10 18.69 13.91

2-Way Turnover

(%)December 2011 6 0 83 204,680 89 216,789 11.06

40.31 -0.66 3.13

BEFORE REVIEW AFTER REVIEW


(THBm)

Number of Cons

5 88 246,949 95 255,573 15.44

Total 26.51

June 2012 12

FTSE SET Small Cap Index Data as at: 31 August 2012

0

20

40

60

80

100

120

140

160

180

200

Index R

ebase

d (

31 A

ug 2

007=

100)

17.06

12.49

8.94

27.69

1.03

17.09

10.76

1.05 3.89

0

20

40

60

80

100



FTSE SET SMALL CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE SET SMALL CAP INDEX TOP 10 CONSTITUENTS

FTSE SET SMALL CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS


Index Weight (%)



Div Yield (%)

1M Perf (%)

1M Perf (%)

3530 Beverages 1 618 0.21 21.57 - 0.65

1.98

ICB Code ICB Sector Number of Cons Net Market Cap (THBm) Index Weight (%) 1M Perf (%) 1Y Perf (%)

14.98 3.27

9570 Technology Hardware & Equipment 5 26,267 9.07 15.42 38.94

1350 Chemicals 4 9,133 3.15 17.82

7570 Gas, Water & Multiutilities 1 5,540 1.91 11.56 80.49 3.78

16.13 8.36

7530 Electricity 1 5,738 1.98 15.12 - 2.02

9530 Software & Computer Services 2 4,899 1.69 -6.68

- 2.84

3570 Food Producers 8 12,415 4.29 -5.40 -10.09 4.60

3740 Leisure Goods 1 1,535 0.53 -5.26

5.75

Rank Local Code Constituent Name ICB Subsector

General Retailers 1 1,913 0.66 -15.12 -

2790 Support Services 1 1,528 0.53 -7.14 - 0.11

5370

3 STPI STP & I PCL Iron & Steel 10,142 3.50

THCOM Thaicom PCL Telecommunications Equipment 15,247 5.26 24.67

1 SIRI Sansiri Real Estate Holding & Development 16,728 5.78 -3.33

2

G Steel Iron & Steel 7,702 2.66 -7.32

6 TICON Ticon Industrial Connection Pcl Real Estate Holding & Development 7,615

33.33

4.23

4 CENTEL Central Plaza Hotel PCL Hotels 8,856 3.06 7.19

5 GSTEEL

9 PHATRA Phatra Capital Investment Services 5,836 2.02

8.50

8 SAMART Samart Corp Telecommunications Equipment 6,810 2.35 1.64

7 GUNKUL Gunkul Engineering Electrical Components & Equipment 7,304 2.52

2.63 -2.99

Local Code Constituent Name ICB Subsector

15.12

Totals 91,977 31.76 -

10 ROJNA Rojana Industrial Park PCL Conventional Electricity 5,738 1.98




SIAM Siam Steel Int Furnishings 887 0.31 -7.88



GFPT Gfpt Co Ltd Food Products 4,576 1.58 -12.57

SIS SIS Distribution Thailand Computer Hardware 372 0.13 -12.02



FTSE SET Small Cap Index Data as at: 31 August 2012

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INDEX OVERVIEW

FTSE SET MID SMALL CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Mid Small Cap Index ● FTSE SET All-Share Index

FTSE SET MID SMALL CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)



FTSE SET MID SMALL CAP INDEX HISTORICAL REVIEW TURNOVER


● Basic Materials

● Consumer Goods


● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology


● Utilities


The FTSE SET Mid Small Cap Index comprises the constituents in the FTSE SET Mid Cap Index and the FTSE SET Small Cap Index. The index is a free float adjusted

market-capitalisation weighted index representing the performance of the mid and small-capitalised companies trading on the SET Main Board, which pass the size,

free float, and liquidity screens. As at the end of August there were 147 constituents in the index.

2010

(%)

2011

(%)

Div Yield

(%)

The FTSE SET Mid Small Cap Index ended

the month in positive territory in August up



Year to date the FTSE SET Mid Small Cap

Index performance is up by 24.47 per cent,

with a volatility of 12.69 per cent, lower

than 2011’s volatility of 21.94 per cent.

Beverages had the best sector performance

in the FTSE SET Mid Small Cap Index in

August, up 21.57 per cent.

3Y

(%)

5Y

(%)

3Y

(%pa)

5Y

(%pa)

2008

(%)

2009

(%)

FTSE SET Mid Small Cap Index Data as at: 31 August 2012


Index Name1M

(%)

3M

(%)

6M

(%)

YTD

(%)

1Y

(%)

9.37 -49.46 76.07 40.31 -0.66 3.13

-5.24 3.05

0.87 6.47 4.10 18.69 13.91 88.88 56.46 23.61

50.56 27.42 8.53 -55.74 96.17 50.12 3.09 10.22 12.18 24.47 15.96 106.90

Net Market Cap

(THBm)

2-Way Turnover

(%)December 2011 5 0 134 891,494 139 901,218 2.14


Review Month Number of Adds Number of Dels Number of Cons Net Market Cap

(THBm)

Number of Cons

1,072,367 11.16

Total 13.30

June 2012 14 4 137 1,017,367 147

0

20

40

60

80

100

120

140

160

180

Index R

ebase

d (

31 A

ug 2

007=

100)

6.23

7.11

17.79

35.29

5.00

17.52

2.16

4.83 2.37 1.71

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40

60

80

100



FTSE SET MID SMALL CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE SET MID SMALL CAP INDEX TOP 10 CONSTITUENTS

FTSE SET MID SMALL CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS


Div Yield (%)



3530 Beverages 1 618 0.05 21.57 - 0.65

1.65


11.24 2.02

9570 Technology Hardware & Equipment 6 52,491 4.42 12.81 46.30

7530 Electricity 1 5,738 0.48 15.12

3720 Household Goods & Home Construction 6 27,310 2.30 7.96 27.74 3.19

- 2.84

2720 General Industrials 2 26,811 2.26 10.30 58.92 1.79

3740 Leisure Goods 1 1,535 0.13 -5.26

18.63 1.19

8570 Life Insurance 1 21,360 1.80 -3.78 -20.54 1.57

5750 Travel & Leisure 6 86,134 7.25 -2.55

0.11

Rank Local Code Constituent Name ICB Subsector 1M Perf (%)

Support Services 1 1,528 0.13 -7.14 -

9530 Software & Computer Services 2 4,899 0.41 -6.68 16.13 8.36

2790

Index Weight (%)

3 MINT Minor International Hotels 39,902 3.36

BH Bumrungrad Hospital Health Care Providers 42,578 3.59 2.63

1 TCAP Thanachart Capital PCL Banks 44,994 3.79 4.65

2

Home Product Center PCL Home Improvement Retailers 35,959 3.03 7.83

6 MAKRO Siam Makro Broadline Retailers 35,520

-6.37

-0.62

4 BTS BTS Group Holdings PCL Real Estate Holding & Development 38,431 3.24 12.00

5 HMPRO

9 TISCO TISCO Financial Group Banks 29,108 2.45

0.82

8 HEMRAJ Hemaraj Land And Development Real Estate Holding & Development 29,116 2.45 0.67

7 ROBINS Robinson Dept Broadline Retailers 34,292 2.89

2.99 12.12

Local Code Constituent Name ICB Subsector 1M Perf (%)

1.83

Totals 356,383 30.01 -

10 KK Kiatnakin Bank Banks 26,483 2.23

Index Weight (%)







SSI Sahaviriya Steel Industries Iron & Steel 7,501 0.63 -12.70


SIS SIS Distribution Thailand Computer Hardware 372 0.03 -12.02


FTSE SET Mid Small Cap Index Data as at: 31 August 2012

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INDEX OVERVIEW

FTSE SET FLEDGLING INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Fledgling Index ● FTSE SET All-Share Index

FTSE SET FLEDGLING INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)



FTSE SET FLEDGLING INDEX HISTORICAL REVIEW TURNOVER


● Basic Materials

● Consumer Goods


● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology


● Utilities


FTSE SET Fledgling Index Data as at: 31 August 2012

Net Market Cap (THBm) Number of Adds Number of Dels

2010

(%)

2011

(%)

Div Yield

(%)

The FTSE SET Fledgling Index ended the




Year to date the FTSE SET Fledgling Index




Travel & Leisure had the best sector

performance in the FTSE SET Fledgling

Index in August, up 40.31 per cent.

3Y

(%)

5Y

(%)

3Y

(%pa)

5Y

(%pa)

2008

(%)

2009

(%)

The FTSE SET Fledgling Index comprises the constituents listed on the SET Universe that are too small to be in the FTSE SET All-Share Index. The index is a free float

adjusted market-capitalisation weighted index representing the performance of companies ranked below the top 97% of the SET Universe. As at the end of August

there were 222 constituents in the index.


Index Name1M

(%)

3M

(%)

6M

(%)

YTD

(%)

1Y

(%)

9.37 -49.46 76.07 40.31 -0.66 3.13

-2.09 3.97

0.87 6.47 4.10 18.69 13.91 88.88 56.46 23.61

83.38 24.69 12.89 -31.16 47.99 31.47 5.69 12.18 17.16 27.43 19.97 93.85

2-Way Turnover

(%)December 2011 10 9 226 111,081 227 100,518 33.62



(THBm)

Number of Cons

112,281 29.93

Total 63.55

June 2012 8 11 225 118,740 222

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80

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120

140

160

180

200

Index R

ebase

d (

31 A

ug 2

007=

100)

6.84

17.76

8.76

36.80

7.15

16.80

1.84 3.53 0.52

0

20

40

60

80

100



FTSE SET FLEDGLING INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE SET FLEDGLING INDEX TOP 10 CONSTITUENTS

FTSE SET FLEDGLING INDEX TOP 5 AND BOTTOM 5 PERFORMERS


Net Market Cap (THBm) Index Weight (%)


FTSE SET Fledgling Index Data as at: 31 August 2012

Div Yield (%)

5750 Travel & Leisure 3 2,295 1.81 40.31 59.20 0.38

0.42


27.24 4.68

8530 Nonlife Insurance 8 2,527 2.00 19.38 0.02

5370 General Retailers 6 2,344 1.85 22.09

0580 Alternative Energy 1 962 0.76 15.68 -16.41 0.00

58.16 0.00

4530 Health Care Equipment & Services 10 8,635 6.82 17.81 38.36 2.26

2770 Industrial Transportation 2 471 0.37 -2.75

91.68 2.14

3740 Leisure Goods 1 67 0.05 -1.47 -14.10 0.00

3530 Beverages 1 729 0.58 -0.53

3.09


Media 13 6,444 5.09 -4.43 28.78

3350 Automobiles & Parts 5 4,753 3.75 -3.77 0.40 3.77

5550

3 TLOGIS TPark Logistics Property Fund Industrial & Office REITs 2,708 2.14

TRIF Thai Retail Investment Fund Retail REITs 3,013 2.38 17.48

1 ASK Asia Sermkij Leasing Consumer Finance 3,623 2.86 14.75

2

-1.72

4 M-AAA MFC Amazing A-la Andaman Property Fund Specialty REITs 2,226 1.76 2.94

5 SKR

9 ASIA Asia Hotel PCL Hotels 1,744 1.38

39.66

8 DEMCO

7 MDX M.D.X. Co Ltd Real Estate Holding & Development 1,783 1.41

1.49 0.886 APCS Asia Precision

Sikarin PCL Health Care Providers 1,960

Industrial Machinery

Totals 22,377 17.68 -

10 PL Phatra Leasing PCL Specialty Finance 1,694 1.34

43.42

1,745 1.38 22.73

62.16

TH Tong Hua Commu Publishing 204 0.16 68.25

Auto Parts

NEW Wattana Karnpa Health Care Providers 47 0.04 74.81

SCP Southern Concrete Pile PCL Building Materials & Fixtures 634 0.50 78.27

TVI Thaivivat Insurance Property & Casualty Insurance 324 0.26 91.07


2.64

Demco

NIPPON Nippon Pack (Thailand) Containers & Packaging 113 0.09 -16.30

POST Post Publishing Publishing 833 0.66 -21.28

1.55 12.00

1,881

KWC Krungdhep Sophon PCL Business Support Services 151 0.12 -20.00

YCI Yongthai Chem Commodity Chemicals 14 0.01 -16.67

MATI Matichon PCL Publishing 1,008 0.80 -16.18

TSTE Thai Sugar Terminal Corp Business Support Services 475 0.38

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INDEX OVERVIEW

FTSE SET SHARIAH INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE SET Shariah Index ● FTSE SET All-Share Index

FTSE SET SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)



FTSE SET SHARIAH INDEX HISTORICAL REVIEW TURNOVER


2010

(%)

2011

(%)

Div Yield

(%)

The FTSE SET Shariah Index ended the




Year to date the FTSE SET Shariah Index

performance is up by 8.96 per cent, with a

volatility of 16.37 per cent, lower than


3Y

(%)

5Y

(%)

3Y

(%pa)

5Y

(%pa)

2008

(%)

2009

(%)

FTSE SET Shariah Index Data as at: 31 August 2012

The FTSE SET Shariah Index comprises the constituents of the FTSE SET All-Share Index that are Shariah compliant according to the Yasaar screening methodology.

As at the end of August there were 85 constituents in the index.

CUMULATIVE PERFORMANCE

Index Name1M

(%)

3M

(%)

6M

(%)

YTD

(%)

1Y

(%)

ANNUALISED PERFORMANCE

40.31 -0.66 3.13 88.88 56.46 23.61 9.37 -49.46 76.07

-51.94 63.46 32.01 -0.59 3.50

0.87 6.47 4.10 18.69 13.91

3.30 5.61 -3.63 8.96 6.78 55.97 26.43 15.97 4.80

Number of Cons Net Market Cap

(THBm)

2-Way Turnover

(%)December 2011 16 9 76 2,048,265 83 2,324,197


Review Month Number of Adds Number of Dels Number of Cons Net Market Cap

(THBm)

Total

June 2012 13 10 82 2,418,916 85 1,884,831 47.11

29.95

77.06

Yasaar, an independent global Shariah (Islamic Law) consultancy ensures that all constituents and potential constituents of the FTSE SET All-Share Index are

screened quarterly to determine their Shariah status. An overview of the Yasaar/FTSE stock screening criteria is listed below.

FTSE and Yasaar’s screening process is managed in accordance with written guidelines relating to the Shariah. These guidelines have been set by Yasaar’s Shariah

Board who also monitors compliance. The Shariah guidelines can be grouped into two separate components – business activity and financial ratios.

Companies involved in the following activities will be considered to be non permitted business sectors:

a) Conventional Finance (non-Islamic Banking, Finance and Insurance, etc.) b) Alcohol

c) Pork related products and non-halal food production, packaging and d) Entertainment (Casinos, Gambling, Cinema, Music, Pornography and Hotels)

processing or any other activity related to pork and non-halal food

e) Tobacco f) Weapons, arms and defence manufacturing

This list is not exhaustive and is provided as a basic guidance to the broad principles involved.

After companies have been screened by their business sector activity, the remaining companies are further examined on their finances to ensure that those

companies are Shariah compliant. Only those companies that pass the following financial ratios will be considered Shariah complaint:

a) Debt is less than 33 per cent of total assets b) Cash and Interest bearing items are less than 33 per cent of total assets

c) Accounts receivable and cash are less than 50 per cent of total assets d) Total interest and non compliant activities income should not exceed 5 per cent

of total revenue

Appropriate purification of dividends at 5 per cent. This ratio calculates the recommended purification amount to be paid by the investor.

Constituent changes to the FTSE SET Shariah Index following the screening processes are implemented after the close of business following the third Friday in June

and December.

0

20

40

60

80

100

120

140

160

180

Index R

ebase

d (

31 A

ug 2

007=

100)

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent

additions/deletions, shares in issue and free float changes, and changes due to corporate events.


● Basic Materials

● Consumer Goods


● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology


● Utilities

FTSE SET SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE SET SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS


DISCLAIMER

The FTSE SET Index Series (“Index Series”) is calculated by FTSE International Limited (“FTSE”) in conjunction with the Stock Exchange of Thailand (“SET”) (collectively the

“Licensor Parties”). All rights in the Index Series vest in the Licensor Parties. “FTSE®” is a trade mark of the London Stock Exchange Group companies and is used by FTSE

International Limited (“FTSE”) under licence. “SET” is a trade mark of SET. Neither the Licensor Parties nor their respective licensors accept any liability (including in

negligence) for any loss arising out of use of the Index Series by any person.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, SET or its licensors for any errors or for any loss from use of this publication. Neither FTSE, SET 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 FTSE SET indices, data

or other material herein (“FTSE Material”) or the fitness or suitability of the FTSE Material for any particular purpose to which it might be put. 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 SET indices to create financial products requires a licence with FTSE and/or its licensors.

Industry Classification Benchmark (“ICB”) is a product of FTSE International Limited (“FTSE”). All intellectual property rights in and to ICB vest in FTSE and a licence from

FTSE is required for use of ICB. FTSE and its licensors do not accept any liability to any person for any loss or damage arising out of any error or omission in ICB.

Net Market Cap (THBm) Index Weight (%)


469,005

-1.97

EGCO Electricity Generating PCL

7 DTAC

2.41 9.59


3 PTTEP PTT Exploration & Production Exploration & Production 196,526 10.05

PTTGC PTT Global Chemical Exploration & Production 209,501 10.71 5.49

1 PTT PTT Exploration & Production 23.99 1.23

2

1,374,256 70.28 -

10 IRPC IRPC Commodity Chemicals 38,414 1.96 3.87

Exploration & Production 66,811

2.63

4 BANPU Banpu PCL Coal 122,287 6.25 12.50

5 BGH

9 BH Bumrungrad Hospital Health Care Providers 42,578

8 Conventional Electricity 47,196


GSTEEL G Steel Iron & Steel 7,702

SITHAI Srithai Superware PCL Specialty Chemicals 3,963 0.20 21.88

24.56


0.39 -7.32

SIAM Siam Steel Int

JMART Jay Mart PCL Telecommunications Equipment

Marine Transportation 6,916 0.35 -8.90

887 0.05 -7.88

PSL Precious Shipping

HTC Haad Thip Soft Drinks 618 0.03 21.57

GLOBAL Siam Global House PCL Building Materials & Fixtures 7,569 0.39 21.67

Furnishings

0.152,852

Total Access Communication Mobile Telecommunications 61,977 3.17

3.42 11.02

FTSE SET Shariah Index Data as at: 31 August 2012

Bangkok Dusit Medical Services PCL Health Care Providers 119,962 6.13 4.28

6 TOP Thai Oil



Totals

2.18

6.08

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10.02

2.53

4.04

7.32

9.17

8.70

48.92

1.65 3.24

4.41

0

20

40

60

80

100

Data definitions available from

www.ftse.com

For further information visit www.ftse.com,

email [email protected] or call your local

FTSE office:

Beijing +86 (10) 8587 7722

Dubai +971 4 319 9901

Hong Kong +852 2164 3333

London +44 (0) 20 7866 1810

Milan +39 02 3604 6953

Mumbai +91 22 6649 4180

New York +1 888 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

Documents

FTSE MONTHLY REPORT - August 2012 FTSE SET INDEX s3. · PDF file0.52FTSE Bursa Malaysia KLCI-1.26 -10.0 ... INDUSTRY CLASSIFICATION BENCHMARK ... for industry sector analysis The ICB