38
FTSE BURSA MALAYSIA INDEX SERIES INTRODUCTION FTSE BURSA MALAYSIA INDEX SERIES COMMENTARY Source: FTSE Russell 1 of 38 FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA INDEX SERIES Data as at: 30 June 2017 Eversendai had the strongest performance in the FTSE Bursa Malaysia EMAS Index, up 44.68 per cent, with Hong Leong Bank being the best performing FTSE Bursa Malaysia KLCI constituent, up 11.7 per cent. FTSE Bursa Malaysia KLCI 1763.67 -2.20 -0.12% The FTSE Bursa Malaysia KLCI ended the month in negative territory in June down 0.12 per cent, underperforming the FTSE ASEAN 40 Index by 1.82 per cent. New Zealand was the best performing Asian market this month with the FTSE New Zealand Index seeing a rise of 5.56 per cent in June. The second best performing Asian market was Mainland China, with the FTSE China A50 Index, up 4.96 per cent. Pakistan was the worst performer, with the FTSE Pakistan Index falling 9.32 per cent. The FTSE All-World Index was up 0.55 per cent. Within the size segments of the Malaysian market, Fledgling companies had the best performance with the FTSE Bursa Malaysia Fledgling Index up 1.62 per cent, followed by Small Cap companies seeing an increase of 1.14 per cent in June. Large Cap companies were the worst performers. The FTSE Bursa Malaysia EMAS Index had a performance of 0.23 per cent. Pharmaceuticals & Biotechnology was the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per cent, followed by Food & Drug Retailers companies, up 8.21 per cent. The Oil Equipment, Services & Distribution, and Mobile Telecommunications sectors had the worst performance in June, down 4.51 and 4.37 per cent respectively. TABLE OF CONTENTS Introduction & Index Series Overview FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia EMAS Index FTSE Bursa Malaysia Mid 70 Index FTSE Bursa Malaysia Top 100 Index FTSE Bursa Malaysia Small Cap Index FTSE Bursa Malaysia Fledgling Index FTSE Bursa Malaysia EMAS Shariah Index FTSE Bursa Malaysia Small Cap Shariah Index FTSE Bursa Malaysia Hijrah Shariah Index FTSE4Good Bursa Malaysia Index FTSE Bursa Malaysia Palm Oil Plantation Index FTSE Bursa Malaysia ACE Index FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD FTSE Bursa Malaysia MidS Cap Index FTSE Bursa Malaysia MidS Cap Shariah Index 1 5 9 13 15 17 19 21 23 25 27 29 31 33 35 37 FEATURES Objective Indices in the FTSE Bursa Malaysia Index Series are designed for the creation of index tracking funds, derivatives, Exchange Traded Funds (ETFs), and as performance benchmarks. Coverage The FTSE Bursa Malaysia Index Series includes ICB industry, supersector and sector indices and indices representing large cap, mid cap, small cap, fledgling and ACE constituents. Transparency Freely available index rules are overseen by an independent committee of leading market professionals. 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 Stocks are free-float weighted to ensure that only the investable opportunity set is included within the indices. FTSE Group has partnered with Bursa Malaysia to create the definitive family of indices for the Malaysian market - the FTSE Bursa Malaysia Index Series. The FTSE Bursa Malaysia Index Series is designed to represent the performance of companies, providing investors with a comprehensive and complementary set of indices, which measure the performance of the major size and industry segments of the Malaysian and regional market. All Malaysian companies listed on Bursa Malaysia's Main Market and ACE Market are eligible for inclusion, subject to passing the FTSE international standards of liquidity and investability. The series divides the market into size segments (Large cap, Mid cap, Small cap and Fledgling), and includes Shariah-compliant indices, as well as themed indices representing the palm oil plantation sector. 1-Month MYR Performance (%) Source: FTSE Russell - price return data in MYR, as at 30 June 2017 Source: FTSE Russell - price return data in MYR, as at 30 June 2017 FTSE BURSA MALAYSIA KLCI Bloomberg Reuters <.FTFBMKLCI> Factset FBMKLCI.LOC-FTX BBG000MCZT51 Telekurs TK549389 0.55 1.69 2.31 -1.64 1.55 3.02 1.32 -2.0 - 2.0 4.0 STI FTSE Indonesia Index FTSE SET Large Cap Index FTSE Philippines Index FTSE Vietnam Index FTSE ASEAN 40 Index FTSE All-World Index 1-Month Performance of Selected FTSE Indices -1.16 0.65 -0.08 1.17 0.14 1.62 0.23 1.14 0.17 1.06 -0.12 0.66 0.70 -2.0 -1.0 - 1.0 2.0 1-Month MYR Performance (%) FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia Mid 70 Index FTSE Bursa Malaysia Top 100 Index FTSE Bursa Malaysia Small Cap Index FTSE Bursa Malaysia EMAS Index FTSE Bursa Malaysia Fledgling Index FTSE Bursa Malaysia EMAS Shariah Index FTSE Bursa Malaysia Hijrah Shariah Index FTSE Bursa Malaysia Palm Oil Plantation Index FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD 1-Month Performance of the FTSE Bursa Malaysia Index Series FTSE Bursa Malaysia Small Cap Shariah Index FTSE Bursa Malaysia MidS Cap Shariah Index FTSE Bursa Malaysia MidS Cap Index

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Page 1: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA INDEX SERIES INTRODUCTION

FTSE BURSA MALAYSIA INDEX SERIES COMMENTARY

Source: FTSE Russell 1 of 38

FTSE MONTHLY REPORT - June 2017

FTSE BURSA MALAYSIA INDEX SERIES Data as at: 30 June 2017

Eversendai had the strongest performance in the FTSE Bursa Malaysia EMAS Index, up 44.68 per cent, with HongLeong Bank being the best performing FTSE Bursa Malaysia KLCI constituent, up 11.7 per cent.

FTSE Bursa Malaysia KLCI 1763.67 -2.20 -0.12% ▼

The FTSE Bursa Malaysia KLCI ended the month in negative territory in June down 0.12 per cent,underperforming the FTSE ASEAN 40 Index by 1.82 per cent.

New Zealand was the bestperforming Asian market this monthwith the FTSE New Zealand Indexseeing a rise of 5.56 per cent in June.The second best performing Asianmarket was Mainland China, with theFTSE China A50 Index, up 4.96 percent. Pakistan was the worstperformer, with the FTSE PakistanIndex falling 9.32 per cent. The FTSEAll-World Index was up 0.55 percent.

Within the size segments of the Malaysian market, Fledgling companies had the best performance with the FTSEBursa Malaysia Fledgling Index up 1.62 per cent, followed by Small Cap companies seeing an increase of 1.14 percent in June. Large Cap companies were the worst performers. The FTSE Bursa Malaysia EMAS Index had aperformance of 0.23 per cent.

Pharmaceuticals & Biotechnology wasthe best performing sector in the FTSEBursa Malaysia EMAS Index, up 12.30per cent, followed by Food & DrugRetailers companies, up 8.21 percent. The Oil Equipment, Services &Distribution, and MobileTelecommunications sectors had theworst performance in June, down 4.51and 4.37 per cent respectively.

TABLE OF CONTENTS Introduction & Index Series Overview

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Small Cap Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE4Good Bursa Malaysia Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia Asian Palm Oil Plantation

Index - USD

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

1

5

9

13

15

17

19

21

23

25

27

29

31

33

35

37

FEATURES Objective Indices in the FTSE Bursa Malaysia Index

Series are designed for the creation of

index tracking funds, derivatives,

Exchange Traded Funds (ETFs), and as

performance benchmarks.

Coverage The FTSE Bursa Malaysia Index Series

includes ICB industry, supersector and

sector indices and indices representing

large cap, mid cap, small cap, fledgling

and ACE constituents.

Transparency Freely available index rules are overseen

by an independent committee of leading

market professionals.

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 Stocks are free-float weighted to ensure

that only the investable opportunity set is

included within the indices.

FTSE Group has partnered with Bursa Malaysia to create the definitive family of indices for the Malaysian market -

the FTSE Bursa Malaysia Index Series. The FTSE Bursa Malaysia Index Series is designed to represent the

performance of companies, providing investors with a comprehensive and complementary set of indices, which

measure the performance of the major size and industry segments of the Malaysian and regional market. All

Malaysian companies listed on Bursa Malaysia's Main Market and ACE Market are eligible for inclusion, subject to

passing the FTSE international standards of liquidity and investability.

The series divides the market into size segments (Large cap, Mid cap, Small cap and Fledgling), and includes

Shariah-compliant indices, as well as themed indices representing the palm oil plantation sector.

1-Month MYR Performance (%)

Source: FTSE Russell - price return data in MYR, as at 30 June 2017

Source: FTSE Russell - price return data in MYR, as at 30 June 2017 FTSE BURSA MALAYSIA KLCI

Bloomberg

Reuters <.FTFBMKLCI>

Factset FBMKLCI.LOC-FTX

BBG000MCZT51

Telekurs TK549389

0.55 1.69

2.31 -1.64

1.55 3.02

1.32

-2.0 - 2.0 4.0

STI FTSE Indonesia Index

FTSE SET Large Cap Index FTSE Philippines Index

FTSE Vietnam Index FTSE ASEAN 40 Index FTSE All-World Index

1-Month Performance of Selected FTSE Indices

-1.16 0.65

-0.08 1.17

0.14 1.62

0.23 1.14

0.17 1.06

-0.12 0.66 0.70

-2.0 -1.0 - 1.0 2.0

1-Month MYR Performance (%)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD

1-Month Performance of the FTSE Bursa Malaysia Index Series

FTSE Bursa Malaysia Small Cap Shariah Index

FTSE Bursa Malaysia MidS Cap Shariah Index

FTSE Bursa Malaysia MidS Cap Index

Page 2: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA INDEX SERIES

Source: FTSE Russell 2 of 38

FTSE Bursa Malaysia Index Series Data as at: 30 June 2017

SAC

scre

enin

g

Hij

rah

Sh

aria

h

EMA

S Sh

aria

h /

Sm

all C

ap S

har

iah

/ M

idS

Cap

Sh

aria

h

Pal

m O

il P

lan

tati

on

Top 98% of Asia Pacific ex

Japan, Australia &

New Zealand Universe

Main Market

98%

Large Cap (KLCI)

Mid Cap (Mid 70)

Small Cap

Fledgling

EMA

S

Indu

stry

In

dice

s

Top

10

0

Asi

an P

alm

Oil

Pla

nta

tion

(M

YR

& U

SD)

Screen on Palm Oil Related Activities

AC

E

SAC

scre

enin

g &

Ya

saar

scr

eeni

ng

The following indices are included in the FTSE Bursa Malaysia Index Series:

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

FTSE Bursa Malaysia Mid 70 Index This index comprises the next 70 companies by full market capitalisation that meet stated eligibility requirements.

FTSE Bursa Malaysia Top 100 Index This index comprises the constituents of the FTSE Bursa Malaysia KLCI and the FTSE Bursa Malaysia Mid 70 Index.

FTSE Bursa Malaysia Small Cap Index This index comprises those eligible companies within the top 98% of the Main Market by full market capitalisation and meet stated eligibility requirements, but are not constituents of the FTSE Bursa Malaysia Top 100 Index.

FTSE Bursa Malaysia EMAS Index This index comprises the constituents of the FTSE Bursa Malaysia Top 100 Index and the FTSE Bursa Malaysia Small Cap Index.

FTSE Bursa Malaysia EMAS Industry Indices The indices comprises the constituents of the FTSE Bursa Malaysia EMAS Index categorised into 10 Industry, 19 Supersector and 39 Sector Indices. These industries, supersectors and sectors are defined in the Industry Classification Benchmark (ICB).

FTSE Bursa Malaysia Fledgling Index This index comprises the Main Market companies which meet stated eligibility requirements, but are not in the top 98% by full market capitalisation and are not constituents of the FTSE Bursa Malaysia EMAS Index.

FTSE Bursa Malaysia EMAS Index / FTSE Bursa Malaysia Small Cap Shariah Index / FTSE Bursa Malaysia MidS Cap Shariah Index These indices comprise the constituents of the FTSE Bursa Malaysia EMAS Index / FTSE Bursa Malaysia Small Cap Index / FTSE Bursa Malaysia MidS Cap Index that are Shariah compliant according to the Securities Commission’s Shariah Advisory Council (SAC) screening methodology.

FTSE Bursa Malaysia Hijrah Shariah Index This index comprises the largest 30 companies by full market capitalisation of the FTSE Bursa Malaysia EMAS Index that are in compliance with Yasaar and the Securities Commission’s SAC screening methodology.

FTSE Bursa Malaysia Palm Oil Plantation Index This index comprises the constituents of the FTSE Bursa Malaysia EMAS Index that derive substantial revenue from palm oil activities that meet the stated eligibility requirements.

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (MYR & USD) This index comprises the companies from the universes of developed, advanced emerging and secondary emerging countries as classified by FTSE in the Asia Pacific region excluding Japan, Australia and New Zealand that derive substantial revenue from palm oil activities. Constituents are required to meet the eligibility requirements.

FTSE Bursa Malaysia ACE Index This index comprises all the companies listed on the ACE Market. Constituents are required to meet the eligibility requirements.

FTSE Bursa Malaysia MidS Cap Index

This index comprises those eligible companies with full market capitalisation between 200 million and 2 billion MYR and meet stated eligibility requirements.

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

INFORMATION

Index Universe Bursa Malaysia Main Market & ACE Market

Index Launch FTSE Bursa Malaysia Index Series

- 26 June 2006

FTSE Bursa Malaysia EMAS Shariah Index

- 22 January 2007

FTSE Bursa Malaysia Hijrah Shariah Index - 21 May 2007

FTSE Bursa Malaysia Palm Oil Plantation Index - 18 May 2009

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (MYR & USD)

- 18 May 2009

FTSE Bursa Malaysia ACE Index

- 10 September 2007

Base Date FTSE Bursa Malaysia KLCI

- 1 January 1977

Other FTSE Bursa Malaysia Indices - 31 March 2006

Base Value FTSE Bursa Malaysia KLCI - 100

Other FTSE Bursa Malaysia Indices - 6000

Index Calculation Real-time and end-of-day indices available.

FTSE Bursa Malaysia EMAS Industry Indices - end-of-day only

Real-time indices are calculated at the following intervals:

FTSE Bursa Malaysia KLCI - every 15 seconds

FTSE Bursa Malaysia EMAS Index - every 60 seconds

End-of-Day Distribution Via FTP and email

Currency MYR, EUR, GBP, USD, JPY

Review Dates Semi-annually in June and December

Index Rules Available at www.ftse.com/products/indices/bursa-malaysia

Vendor Codes See page 4 or contact [email protected]

Historical Data Available from January 1995

Mid

S C

ap

Page 3: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX METHODOLOGY OVERVIEW

Source: FTSE Russell 3 of 38

FTSE Bursa Malaysia Index Series Data as at: 30 June 2017

Eligible Securities

All classes of the ordinary shares in issue are eligible for inclusion in the FTSE Bursa Malaysia Index Series, subject to conforming to all other rules of eligibility, free float and liquidity.

Index Review

The FTSE Bursa Malaysia Index Series is reviewed on a semi-annual basis in June and December using data on the Monday four weeks prior to the review effective date. The 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 full capitalisation of the FTSE Bursa Malaysia EMAS Index, before the application of individual constituent investability weightings) that the effectiveness of the index as a market indicator would be significantly and adversely affected by its omission, the new issue will be included as a constituent of the FTSE Bursa Malaysia KLCI and the remaining FTSE Bursa Malaysia Indices that it qualifies for after the close of business on the fifth day of official trading. In all cases, advance notification confirming the timing of the inclusion of the new constituent will be given accordingly. 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 Main Market securities for each FTSE Bursa Malaysia Index are ranked by full market capitalisation, i.e. before the adjustment of free float:

FTSE Bursa Malaysia KLCI - Risen to 25th or above FTSE Bursa Malaysia Mid 70 Index - Risen to 85th or above FTSE Bursa Malaysia Hijrah Shariah Index - Risen to 25th 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 Main Market securities for each FTSE Bursa Malaysia Index are ranked by full market capitalisation, i.e. before the adjustment of free float:

FTSE Bursa Malaysia KLCI - Fallen to 36th or below FTSE Bursa Malaysia Mid 70 Index - Fallen to 116th or below FTSE Bursa Malaysia Hijrah Shariah Index - Fallen to 36th or below

For the FTSE Bursa Malaysia MidS Cap Index and the FTSE Bursa Malaysia MidS Cap Index, a company will be deleted at the periodict review if its full market capitaliszation has fallen to MYR 180 million or below or has risen to more than MYR 2.2 billion or above.

Liquidity Screen

The semi-annual liquidity screen applies to all indices in the FTSE Bursa Malaysia Index Series (except for the FTSE Bursa Malaysia Fledgling Index and the FTSE Bursa Malaysia ACE Index). Each security will be tested for liquidity by calculation of its median daily trading per month. The median trade is calculated by ranking each daily trade total and selecting the middle ranking day. Daily totals with zero trades are also included in the ranking; therefore a security that fails to trade for more than half of the days in a month will have a zero median trade. ● Non-constituents which do not turnover at least 0.05% of their shares in issue (after the application of any investability

weightings) based on their median daily trade per month for at least ten of the twelve months prior to the semi-annual review, will not be eligible for inclusion in the Index.

● An existing constituent which does not turnover at least 0.04% of its shares in issue (after the application of any investability weightings) based on its median daily trade per month for at least eight of the twelve months prior to the semi-annual review will be removed.

● New issues which do not have a twelve month trading record must have a minimum 20 days trading record when reviewed. They must turnover at least 0.05% of their shares in issue (after the application of any investability weightings) based on their median daily trade per month in each month since their listing.

Free float

The FTSE Bursa Malaysia 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.

Capping

The FTSE Bursa Malaysia Palm Oil Plantation Index is capped at 10% and the FTSE Bursa Malaysia Asian Palm Oil Plantation Index is capped at 18% on a quarterly basis. The capping process is applied using prices adjusted for corporate actions as at the close of business on the second Friday in March, June, September and December. The capping is implemented after close of business on the third Friday in March, June, September and December based on the constituents, shares in issue and free float on the next trading day following the third Friday of the review month. Following capping, the weight of each constituent in the Index moves freely in line with price movements.

FTSE Bursa Malaysia Advisory Committee

The FTSE Bursa Malaysia 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/products/indices/bursa-malaysia.

The following publications are available by contacting your local FTSE Client Services team or [email protected].

GROUND RULES FOR THE

FTSE BURSA MALAYSIA INDEX SERIES

Page 4: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

COMMENTARY IN JUNE

VENDOR CODES

Index NameFTSE Bursa Malaysia KLCIFTSE Bursa Malaysia Mid 70 IndexFTSE Bursa Malaysia Top 100 IndexFTSE Bursa Malaysia Small Cap IndexFTSE Bursa Malaysia EMAS IndexFTSE Bursa Malaysia Fledgling IndexFTSE Bursa Malaysia EMAS Shariah IndexFTSE Bursa Malaysia Small Cap Shariah IndexFTSE Bursa Malaysia Hijrah Shariah IndexFTSE4Good Bursa Malaysia IndexFTSE Bursa Malaysia Palm Oil Plantation IndexFTSE Bursa Malaysia Asian Palm Oil Index - USD

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

Source: FTSE Russell 4 of 38

FBMMSCS .FTFBMMSCS

FBMHS.LOC-FTX-

2612389TK2612393

FBMS.LOC-FTX

2612396

-

2612398

3071195

2874372BBG000W2D9W0FBMSCAPS - - - -

FBMAPU BBG000XVT4X8 .FTFBMAPU FBMAPU.LOC-FTX TK10126340

FBMMSCAP .FTFBMMSCAP

FTSE Bursa Malaysia Index Series Data as at: 30 June 2017

TELEKURSFBMKLCI

.FTFBMS

.FTFBMHS-

FBMHS BBG000W9WHW6

.FTFBMKLCI FBMKLCI.LOC-FTX

FBMSCAPFBMEMAS

FBM70BBG000QWC8F3BBG000QWC9R8BBG000QWC970BBG000QWCB02

.FTFBM100FBM70.LOC-FTX

FBMSCAP.LOC-FTX.FTFBMEMAS

BBG000XVT556 CH10126354

.FTFBMFLG

TK549389.FTFBM70

FBM100

BBG000MCZT51BBG000QWC8J9

FBMFLGFBMS

FBMEMAS.LOC-FTXFBMFLG.LOC-FTX

F4GBMFBMPM .FTFBMPM

.FTFBMSCAP

2612387FBM100.LOC-FTX

-FBMPM.LOC-FTX

FTSE BLOOMBERG REUTERS FACTSET

Global markets were in the positive territory in June, with the FTSE All-World Index up 0.55 per cent. Year-to-date global markets have continued on a positive path, up 5.47 percent.

Asia Pacific was the best performing region in June finishing the month up 1.40 per cent. The FTSE ASEAN 40INDEX was also also up on the month, seeing a rise of 1.69 per cent Middle East & Africa was the worstperforming region, down on the month 1.97 per cent.

Within Asia New Zealand was the best performing market in June, with the FTSE New Zealand Index up 5.56per cent. The FTSE Bursa Malaysia KLCI had a drop of 2.20 index points on the month, seeing a negativeperformance of 0.12 per cent.

The Fixed Line Telecommunications sector within the FTSE Bursa Malaysia KLCI had the best performance up2.62 per cent, with Mobile Telecommunications sector showing the worst performance down 4.40 per cent.The best performing FTSE Bursa Malaysia KLCI constituent was Hong Leong Bank showing a positive return of11.70 per cent in June.

In June, within the size segments of the FTSE Bursa Malaysia EMAS Index, FTSE Bursa Malaysia FledglingIndex companies were the best performers in the FTSE Bursa Malaysia Index Series, up 1.62 per cent on themonth with FTSE Bursa Malaysia KLCI companies showing the worst performance. The FTSE Bursa MalaysiaEMAS Index had a performance of 0.23 per cent in June, with Eversendai the best performing constituent, up44.68 per cent.

Year to date the FTSE Bursa Malaysia ACE Index has the highest volatility within the FTSE Bursa MalaysiaIndex Series at 17.54 per cent. The FTSE4Good Bursa Malaysia Index has the lowest volatility with 6.03 percent. This compares to a volatility of 14.94 and 7.62 per cent respectively for 2016. The FTSE Bursa MalaysiaEMAS Index had a volatility of 6.30 per cent, lower than 2016's 7.99 per cent.

As at the end of June, the FTSE Bursa Malaysia KLCI accounts for 69.63 per cent of the FTSE Bursa MalaysiaEMAS Index, with the 168 constituents of the FTSE Bursa Malaysia Small Cap Index accounting for 7.27 percent. The top ten constituents of the FTSE Bursa Malaysia KLCI account for 65.43 per cent of the index,compared to 17.39 per cent of the FTSE Bursa Malaysia Small Cap Index and 45.97 per cent of the FTSE BursaMalaysia EMAS Index.

Pharmaceuticals & Biotechnology was the best performing sector in the FTSE Bursa Malaysia EMAS Index up12.30 per cent in June, with Food & Drug Retailers being the second best performer up 8.21 per cent. OilEquipment, Services & Distribution was the worst performing sector followed by Mobile Telecommunicationsdown 4.51 per cent and 4.37 per cent, respectively.

With an index weighting of 36.08 per cent and 8 constituents, Financials is the largest industry in the FTSEBursa Malaysia KLCI, up 1.65 per cent in weighting compared to the previous month. This compares to aweight of 23.75 per cent in the FTSE Bursa Malaysia Mid 70 Index and 31.67 per cent in the FTSE BursaMalaysia EMAS Index.

Page 5: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA KLCI FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia KLCI ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia EMAS Index

PERFORMANCE OF THE KLCI AND SELECTED FTSE ASIA PACIFIC COUNTRY INDICES IN JUNE (MYR PRICE RETURN)

FTSE BURSA MALAYSIA KLCI HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 5 of 38

484,967

537,204

Total

30

3 FTSE TWSE Taiwan 50 Index 50 2,299 3.66

13

1M(%)

3Y(%pa)

6M(%)

1.55 5

1.92

5Y(%)

9.27

Rank Index Name Rank

155

FTSE Bursa Malaysia KLCI

50 2,739

131

Index Name

5 FTSE Indonesia Index 30

10.54

Number of Cons

2.91

8 Straits Times Index (STI)

22

2016(%)

2015(%)

-6.13 -2.26 -2.77

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

3.00

1.07 0.87

-0.12

1M Perf (%)

-5.66

3M(%)

1

December 2016

June 2017

1

0

1

0

30 481,183

2-Way Turnover (%)

7 FTSE SET Large Cap Index 30

4 FTSE ASFA Australia 200 Index 200

Number of Adds Number of Dels

6 FTSE Vietnam Index 2,008 457 3.02

30

Review Month

1Y(%)

12.38

Number of Cons

Net Market Cap (MYRbn)

1M Perf (%)

-0.12

-3.45

2 FTSE China A50 Index

9.88

5Y(%pa)

3Y(%)

9

Index Name

FTSE New Zealand Index 14

Div Yield(%)

9.88

-6.32 10.29

15.40 -1.17

YTD(%)

-3.00

2.85

4.62

4.99

531,328

529 30 91

4.96

12

2013(%)

7.43 7.43

14

-9.32

9.61

30

Number of Cons

598

The FTSE Bursa Malaysia KLCI comprises the largest companies by full market capitalisation in the FTSE Bursa Malaysia EMAS Index. The index is a free floatadjusted market-capitalisation weighted index representing the performance of the largest Malaysian blue chip companies, which pass the size, free float, andliquidity screens. The index represents approximately 60 per cent of the Bursa Malaysia Main Market and as at the end of June there were 30 constituents in theindex.

3.34

FTSE Bursa Malaysia KLCI

1.36

1.31

FTSE China 50 Index

Net Market Cap (MYRm)

AFTER REVIEW

10 FTSE Korea Index 126 11 FTSE Hong Kong Index

FTSE India Index

Number of Cons

BEFORE REVIEW

- 2.31 26

30

288

Net Market Cap (MYRm)

50 -

Data as at: 30 June 2017

-1.39

Net Market Cap (MYRbn)

3,095

4,882

5.56 14,917

1.98 6.63

2014(%)

-3.90 -2.15

2,280

FTSE Japan Index

0.23

493

-0.62

15 FTSE Philippines Index -1.64 16 FTSE Pakistan Index 866 1.32 17

The FTSE Bursa Malaysia KLCI ended themonth in negative territory in June down0.12 per cent, underperforming the FTSEBursa Malaysia EMAS Index by 0.35 percent.

Year to date the FTSE Bursa Malaysia KLCIperformance is up by 7.43 per cent, with avolatility of 6.35 per cent, lower than2016’s volatility of 8.62 per cent.

Fixed Line Telecommunications had thebest sector performance in the FTSE BursaMalaysia KLCI in June, up 2.62 per cent.

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.

0

20

40

60

80

100

120

140

Inde

x Re

base

d (2

9 Ju

n 20

12=

100)

Page 6: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

* The historical industry breakdown before July 2009 is based on the FTSE Bursa Malaysia Large 30 Index instead of FTSE Bursa Malaysia KLCI

RELATIVE PERFORMANCE AGAINST FTSE BURSA MALAYSIA KLCI (MYR PRICE RETURN)

1 MONTH 1 YEAR

FTSE BURSA MALAYSIA KLCI HISTORICAL VOLATILITY (MYR PRICE RETURN)

● FTSE Bursa Malaysia KLCI

● FTSE Bursa Malaysia EMAS Index

Index volatility is calculated on a rolling 180 days basis.

Source: FTSE Russell 6 of 38

FTSE Bursa Malaysia KLCI Data as at: 30 June 2017

2 (4.92%) 4

(7.94%)

3 (7.82%)

8 (34.31%) 1

(3.03%)

4 (11.14%)

1 (1.33%)

4 (12.82%)

3 (14.92%)

Key:

8 (36.08%)

Number of Constituents Index Weight

0

20

40

60

80

100

1.35

-3.21

-2.20

-0.05

-0.86

1.47

-3.81

-0.71

-2.34

-6.0 -4.0 -2.0 - 2.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

KLCI

Ind

ustr

y In

dice

s

-13.12

-14.29

-2.77

4.76

-21.75

8.09

5.27

-8.09

0.95

-30.0 -20.0 -10.0 - 10.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

KLCI

Ind

ustr

y In

dice

s

0

2

4

6

8

10

12

14

Vola

tility

(%

)

Page 7: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA KLCI HISTORICAL VOLATILITY TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCIFTSE Bursa Malaysia EMAS Index

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

FTSE BURSA MALAYSIA KLCI HISTORICAL SHARPE RATIO (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCIFTSE Bursa Malaysia EMAS Index

* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.Note: Malaysia 3-Month interbank offered rate is used as the risk free rate.

FTSE BURSA MALAYSIA KLCI HISTORICAL CORRELATION AGAINST FTSE BURSA MALAYSIA EMAS INDEX (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

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

FTSE BURSA MALAYSIA KLCI TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA KLCI 1-YEAR TOP PERFORMING SECTOR - GENERAL INDUSTRIALS

PROFILE

● FTSE Bursa Malaysia KLCI - General Industrials● FTSE Bursa Malaysia EMAS General Industrials Index ● FTSE Bursa Malaysia KLCI

Source: FTSE Russell 7 of 38

9.37

1

1.00 0.85

Mobile Telecommunications

2

8630

1Y (%)*0.9837 0.9756

Electricity

-0.46 0.99

3Y (%)**

57,470

6.38

7530

Number of Cons

7.66 9.06

Weight in Sector:

Index Name YTD (%)* 1Y (%)* 2014 (%)* 2015 (%)*

7

-2.65

8350

1.08

1.16

2770

35.41

Sime Darby

17.18

-6.30

1.62

-3.30

Largest Constituent in Sector:

10.35

Travel & Leisure

-3.86

19.53

14,540

Banks 187,281 3.60

Weight in FTSE Bursa Malaysia KLCI:6.32%

6570

3.76

2.93

2.99

1 0.67

54,756

1-Year Price Return:

5750 36,254

3780 Tobacco 6,110

1

9.82

2.75

1 5.00

25.16%

25.16

2.30

General Industrials 1

0.28

6.82

-1.77

2

3.68

Fixed Line Telecommunications

10.87

ICB Code ICB Sector Net Market Cap (MYRm) Index Weight (%) 1Y Perf (%) Div Yield (%)

0.9805 2014 (%)*

2.99

Real Estate Investment & Services 3,538

2.84

0.9670

Index Name YTD* 1Y* 3Y** 5Y*** 2013*

Index Name

6.35

33,448

6530

8.45 10.77 8.26

YTD (%)*

2016 (%)*

2.61

1M Perf (%)

8.34 7.99

2015 (%)*

2720 1.93

FTSE Bursa Malaysia KLCI Data as at: 30 June 2017

8.62 3Y (%)**

2016 (%)*

2.76

-0.60

6.55 9.66 5Y (%)*** 2013 (%)*

-0.18 2016*

2.26 0.60

6.30

6.32

13,036

2013 (%)*

8

2.46 2.62 3.23

-0.68 -0.51 -0.06

2014* 2015*-0.59 -0.65

0.9778 0.9657 0.9690

-1.04

11.29

-1.01

9.46

5Y (%)***0.9805

1350 Chemicals

2

26,045 4.92 -2.18

-16.82

Industrial Transportation

3

Dividend Yield: 2.84%

-4.40

6.85 -4.09

Number of Constituents:

100.00%

TOP

BOTT

OM

60

70

80

90

100

110

120

130

140

Inde

x Re

base

d (3

0 Ju

n 20

16=

100)

Page 8: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA KLCI TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA KLCI TOP 5 AND BOTTOM 5 PERFORMERS

FTSE BURSA MALAYSIA KLCI TOP PERFORMER IN JUNE - HONG LEONG BANK PROFILE

Source: FTSE Russell - price return data in MYR, as at 30 June 2017

Source: FTSE Russell 8 of 38

-

-9.76

Index Weight (%)

Digi.com

3182 Genting -5.62

6888

3.46 1.01

5183 PETRONAS Chemicals Group Commodity Chemicals 20,050

Alternative Electricity

Mobile Telecommunications 18,283

Net Market Cap (MYRm)

Constituent NameRank 1M Perf (%)

57,470

1015 AMMB Holdings

-6.12

FTSE Bursa Malaysia KLCI Data as at: 30 June 2017

Tenaga Nasional

1066

5347 10.87

5,655 1.07

ICB Subsector

1

-0.69

3.79

6

10 5225

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

Totals 346,096 65.43

9 6947

6012

Banks

Maxis Mobile Telecommunications

ICB Subsector:Banks

2.62%

Weight in FTSE Bursa Malaysia KLCI:1.97%

Dividend Yield

Genting Gambling

4.14

Gambling 20,866

2.61

-6.33Banks

RHB Bank

5235SS KLCC PROP & KLCC REITS - STAPLED SC Real Estate Holding & Development 3,538 0.67

1155 Malayan Banking Banks

5819 Hong Leong Bank Banks 10,394 1.97

Health Care Providers

2.30

1023 CIMB Group Holdings Banks 41,873 7.92 2.81

11.70

7.92

33,448Diversified Industrials

5246

8

7 20,866 3.94

2.81

Axiata Group Mobile Telecommunications

5 4197 Sime Darby

4

21,884

1023

2

-4.92

6.32

2.01

5347

11.8262,506Public Bank

Tenaga Nasional

1295

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

1.30

Local Code:5819

1.93

3

Banks

3182

53,703

2.61

3.03

-3.14

-5.62

3,844 0.73 -10.34

9,324 1.76

Westports Holdings Transportation Services

IHH Healthcare

2.76

4863 Telekom Malaysia Fixed Line Telecommunications 13,036 2.46 2.62

CIMB Group Holdings Banks 41,873

3.94

16,013

10.15

Alternative Electricity 57,470 10.87

14,589

TOP

BOTT

OM

FTSE Bursa Malaysia EMAS Banks Index

Hong Leong Bank

FTSE Bursa Malaysia KLCI ▼ 0.12%

▲ 1.29%

▲ 11.70%

-2.0 - 2.0 4.0 6.0 8.0 10.0 12.0 14.0

1-Month Price Return (%)

Hong Leong Bank provides commercial banking and related financial services. The

Company's services include leasing and hire purchase, nominee, Islamic Banking, and unit

trust management. Through its subsidiaries, the Company also develops and invests in real

estate. It reported the 3QFY17 net profit growth from robust NII and NOII growth. Its share

price rose by 11.7 per cent in June and has become the top performer among all constituents

of the index.

Page 9: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA EMAS INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia KLCI ● FTSE Bursa Malaysia Mid 70 Index● FTSE Bursa Malaysia EMAS Index ● FTSE Bursa Malaysia Small Cap Index● FTSE Bursa Malaysia Fledgling Index ● FTSE Bursa Malaysia MidS Cap Index● FTSE Bursa Malaysia MidS Cap Shariah Index

FTSE BURSA MALAYSIA EMAS INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 9 of 38

0.70 1.21 17.25 17.25 16.74 -5.33 45.39

-5.94 2.38 4.80

0.17 1.90 9.35

1.06

0.66 1.68 16.91 16.91

2.56 3.60

1.14 2.13 18.54 18.54 15.59 -2.72 -0.92 45.78

16.68 -4.20 44.17 -1.42 7.59 35.25

1.62 4.72 23.75 2.02

0.23

10.54

23.75 26.81 28.07

-6.32 10.29 -2.15 1.98 -3.00 3.00

8.87 -3.50

-1.81 7.77 37.73 -8.84 9.63 -7.91 2.44

11.07 8.60 16.33 36.33 18.18 -4.54

1Y(%)

3Y(%pa)

5Y(%pa)

2015(%)

9.35

-6.07

2014(%)

6.03 26.46

-4.20 6.04 -7.71 2.34

2016(%)

Div Yield(%)

1.36 7.43 7.43 6.63

7.83 36.71

13.89 -1.18 2.63 11.39 -6.17 -2.89 -2.45 2.89

-0.12

The FTSE Bursa Malaysia EMAS Index comprises the constituents in the FTSE Bursa Malaysia KLCI, the FTSE Bursa Malaysia Mid 70 Index, and the FTSE Bursa Malaysia Small Cap Index.The index is a free float adjusted market-capitalisation weighted index representing the performance of approximately 98 per cent of the Bursa Malaysia Main Market which pass the size,free float, and liquidity screens. As at the end of June there were 268 constituents in the index.

15.64

-5.66

Index Name

16.26

FTSE Bursa Malaysia EMAS Index Data as at: 30 June 2017

0.54 -0.76

1M(%)

3Y(%)

5Y(%)

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE2013(%)

3M(%)

14.98 -7.88

-3.90

1.97 4.81 15.64

6M(%)

YTD(%)

Within the size segments of the FTSE BursaMalaysia EMAS Index, Small Capcompanies had the best performance inJune with the FTSE Bursa Malaysia SmallCap Index up 1.14 per cent, followed byFTSE Bursa Malaysia Mid 70 Indexcompanies seeing an increase of 1.06 percent.

Large Cap companies were the worstperformers within the size segments of theFTSE Bursa EMAS Index down 0.12 percent.

The FTSE Bursa Malaysia EMAS Index hada performance of 0.23 per cent.

1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77 2.85

113.01

0.14 0.08 6.72 6.72 5.94 -4.22 16.53 -1.43 3.11 13.29 -4.17 2.35 -6.14 2.52

-0.08 -0.27 4.74 4.74 3.61 -4.45 18.65 -1.50 3.48 13.01 1.01 -0.94 -6.31 2.55

0.65 -4.61 0.96 0.96 4.46 -14.73 -4.03 -5.17 -0.82 10.11 -8.06 -0.41 0.21 1.49

5.89 11.43 35.83 35.83 26.21 -2.63 49.12 -0.88 8.32 34.68 -0.39 13.02 -25.18 0.88

0

20

40

60

80

100 4.88

8.58

7.69

31.67

4.30

16.07

3.98 1.29

9.44

12.10

0

50

100

150

200

250

Inde

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d (2

9 Ju

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12=

100)

Page 10: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

RELATIVE PERFORMANCE AGAINST FTSE BURSA MALAYSIA EMAS INDEX (MYR PRICE RETURN)

1 MONTH 1 YEAR

FTSE BURSA MALAYSIA INDEX SERIES PORTFOLIO CHARACTERISTICS

Number of Constituents

Full Market Cap (MYRm)

% FTSE Bursa Malaysia EMAS Index

Net Market Cap (MYRm)

Dividend Yield (%)

Constituent Sizes (Net Market Cap MYRm)

Average

Largest

Smallest

Median

Weight of Largest Constituent (%)

Top 10 Holdings (% Index Market Cap)

Source: FTSE Russell 10 of 38

2,809

62,506

61

417

8

4665

9

702,506

3

7,025

62,506

318

2,898

9

49

34

173,591

3

2,480

11,858

318

1,836

7

38

528,915

3

23

48

69,384

1

6,938

33,448

131

2,012

10

100

FTSE Bursa Malaysia

Hijrah Shariah Index

30

680,600

45

5

8

14

325,785

3

10,859

57,470

1,898

6,907

18

68

FTSE Bursa Malaysia Palm Oil Plantation

Index

10

139,385

9

26

19

FTSE Bursa Malaysia MidS

Cap Index

176

126,619

8

27

38

65

57,138

2

325

1,073

61

271

2

16

FTSE Bursa Malaysia MidS Cap Shariah

Index

145

98,758

6

36

39

76

44,355

2

306

1,073

61

263

2

62,506

3,538

12,293

12

FTSE Bursa Malaysia Small

Cap Index

168

110,624

7

18

30

48

50,311

2

FTSE Bursa Malaysia Mid

70 Index

70

351,642

23

24

10

FTSE Bursa Malaysia KLCI

30

1,059,670

70

5

17,631

366

44,247

3

17

41

58

22,429

2

61

352

5

46

2

3

6

1,411,311

93

299

1,073

61

254

5

10

17

FTSE Bursa Malaysia Fledgling

Index

2

FTSE Bursa Malaysia Top

100 Index

100

10

FTSE Bursa Malaysia

EMAS Index

268

1,521,935

100

4

6

10

752,817

3

Review Turnover - December 2016

June 2017

Totals

FTSE Bursa Malaysia EMAS Index Data as at: 30 June 2017

0.47 0.43

-1.39 -0.31

1.39 0.91

0.83 -0.36

-2.0 -1.0 - 1.0 2.0

Relative Performance (%)

Large (KLCI) Mid 70

Small Cap Fledgling

Hijrah Shariah Asian Palm Oil

FTSE

Bur

sa M

alay

sia

Indi

ces

3.95

1.12

0.43

-2.85

-1.91

4.20

-0.16

0.41

-0.95

-4.37

-6.0 -4.0 -2.0 - 2.0 4.0 6.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

EMAS

Ind

ustr

y In

dice

s

41.19

7.00

-13.51

-13.50

2.12

-7.43

-4.98

9.18

6.41

-1.94

-20.0 - 20.0 40.0 60.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

EMAS

Ind

ustr

y In

dice

s

7.47 7.41

-5.65 -5.66

17.54 6.32 6.99

-2.64

-10.0 - 10.0 20.0

Relative Performance (%)

Large (KLCI) Mid

Small Fledgling

Hijrah Shariah Asian Palm Oil

FTSE

Bur

sa M

alay

sia

Indi

ces

MidS MidS Shariah

MidS MidS Shariah

Page 11: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL VOLATILITY (MYR PRICE RETURN)

● FTSE Bursa Malaysia KLCI

● FTSE Bursa Malaysia Mid 70 Index

● FTSE Bursa Malaysia Small Cap Index

● FTSE Bursa Malaysia EMAS Index

● FTSE Bursa Malaysia Fledgling Index

● FTSE Bursa Malaysia MidS Cap Index

● FTSE Bursa Malaysia MidS Cap Shariah Index

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL VOLATILITY TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

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

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL SHARPE RATIO (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia MidS Cap IndexFTSE Bursa Malaysia MidS Cap Shariah Index

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

* Note: Malaysia 3-Month interbank offered rate is used as the risk free rate.

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL CORRELATION AGAINST FTSE BURSA MALAYSIA EMAS INDEX (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Palm Oil Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

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

Source: FTSE Russell 11 of 38

0.6011 0.7257 0.6646 0.6027 0.6054 0.7856

0.6699 0.6706

3Y(%)**

3.70 1.56 -0.39 0.24 1.88 -0.76 0.43 -1.08

0.7047 0.6947 0.7601 0.8212 0.8170 0.8195 0.7656 0.7097

9.33 8.01 9.28 8.18

8.56

24.14

9.54

-0.40

3.92 1.46 -0.34 0.24 1.70 -0.45 0.22 -1.14

-0.65 -0.59

3.51

8.30 7.94 13.17 16.33 15.26 14.95 13.90 9.21

8.59 8.31 14.09 17.12 15.84 15.57 15.07 10.06

7.68 12.21 14.35 12.31 13.61 12.02

15.20 14.37

0.5349

0.9588

0.5360 0.7281 0.7485 0.7068 0.7485 0.7539 0.6983

0.9608 0.9171 0.9708 0.9667

0.6815 0.6716 0.7443 0.8192 0.8139 0.8120 0.7553 0.6823

0.9778

0.8352 0.8290 0.8997 0.9013 0.9181 0.8884 0.8693

0.9657 0.9690 0.9805 0.9670 0.9837 0.9756

0.8199

0.7693 0.7101

Index NameYTD(%)*

1Y(%)*

3Y(%)**

5Y(%)***

2013(%)*

-0.33 -1.18 1.46 0.17

2.14 0.54 1.06 -0.71 -0.53 -0.03

3.76 1.63 -0.38 0.24 1.83 -0.59 0.14 -0.95

-2.11

-0.68

4.98

6.34 6.45

5Y(%)***

11.29 6.35 6.55

6.12

17.54 16.08 21.20 23.15 17.99 22.96

8.28 8.09 9.75 10.98 11.46 9.54

6.30 9.37 8.34 9.46 8.45

Index NameYTD(%)*

1Y(%)*

7.66 9.06 8.26 9.66

2013(%)*

2014(%)*

1.56 -0.17 0.12 1.02 -1.12

-0.52

2.99 1.00 -0.51 -0.06 0.99 -1.04 -0.46

3.49 1.29

1.07 -0.17

0.7691 0.6924

-0.03

0.18 0.19 -0.69

0.7575 0.8011 0.7970 0.8141

0.9805

2015(%)*

2016(%)*

2.82 0.93

6.07

2013(%)*

17.05

2.26 0.60 -0.60 -0.18 0.85 -1.01

-0.19

-0.21 0.20 1.53 -0.13 0.40

2.77 0.38 0.82

2014(%)*

14.94

-1.16

9.05 9.58 9.55 10.86 7.71

11.04 7.72

8.23

6.38

-0.34 0.69 -0.84 -0.19

13.55

2.33

6.34 6.41 9.44 8.71 9.29 9.07

10.64 10.04 12.93 12.35 10.61 13.03 12.72

1Y* 3Y** 5Y***2014(%)*

0.9335 0.9748 0.9682

FTSE Bursa Malaysia EMAS Index Data as at: 30 June 2017

-0.09 0.91 -1.09 -0.52 -0.63

2015(%)*

2016(%)*

Index Name YTD*

13.26 17.44

8.24

10.77

11.13

7.99

-0.23

-0.54 0.01

2015(%)*

2016(%)*

9.30

8.62

8.48

10.77 8.09

8.68

0.59 1.17 -0.88

0

5

10

15

20

25Vo

latil

ity (

%)

Page 12: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA EMAS INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA EMAS INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA EMAS INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 12 of 38

-19.23

16 21,650

5243

-4.51

UMW Oil & Gas

6570

5.00

Clothing & Accessories 504 0.07 29.06

5205

5259 E.A. Technique (M) Marine Transportation 61

6,110 0.81 -2.65 -16.82

0530 Oil & Gas Producers 4 8,311 1.10 -3.08

55,099 7.32 -4.37

24.37

5143 Luxchem Commodity Chemicals 267

Hiap Teck Venture Iron & Steel 368

-

57,470

-3.14

21,884 2.91

2.81

Mobile Telecommunications

Malayan Banking

0.04 24.40

5072

2.98

0.00

10.37

3780

0.05 26.23

7158 Scomi Group Oil Equipment & Services 159 0.02 -19.35

Aerospace & Defense

Heavy Construction 304 0.04 44.68

7178 Y.S.P. Southeast Asia Holding Pharmaceuticals 185 0.02

1 329 0.04 -2.11 24.11

-6.18

Tobacco

0.01 -17.00

7036 Borneo Oil Restaurants & Bars 451 0.06

2.71

54.22

2710

Mobile Telecommunications 4

9570 Technology Hardware & Equipment 7

Oil Equipment & Services 300 0.04

7,655

0570 Oil Equipment, Services & Distribution

-15.38

5199 Hibiscus Petroleum Exploration & Production 420 0.06 -11.83

7087 Magni-Tech Indus

Eversendai

1

5225

Axiata Group

2.88

1M Perf (%)

Sime Darby Diversified Industrials 33,448 4.44

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

IHH Healthcare

Totals 346,096 45.97

Health Care Providers 16,013 2.13

Net Market Cap (MYRm) Index Weight (%)

9 6947 Digi.com Mobile Telecommunications 18,283

-0.69

2.43 1.01

10

2.99

Banks 53,703 7.13

6.32 1.12

Alternative Electricity

8 5183 PETRONAS Chemicals Group Commodity Chemicals 20,050 2.66

4 1023 CIMB Group Holdings Banks 41,873

1.93

-4.92

7 3182 Genting Gambling 20,866 2.77 -5.62

6 6888

7.63

5 4197

1 1295 Public Bank Banks 62,506

2.61

5.56

8.30 1.30

Constituent Name ICB Subsector

Tenaga Nasional

2.01

2 5347

Rank Local Code Net Market Cap (MYRm) Index Weight (%)

3 1155

1.02 4.44

3760 Personal Goods 5 2,386 0.32 5.02 37.07

ICB Code ICB Sector Number of Cons

4570

5330 Food & Drug Retailers 1.91 2.89

50.34 1.79

1,615 0.21 8.21

0.04 12.30 10.17 2.06

2

2.71

2750 4,955 0.66 7.05

Pharmaceuticals & Biotechnology 2 314

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

Industrial Engineering 10

FTSE Bursa Malaysia EMAS Index Data as at: 30 June 2017

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Page 13: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA MID 70 INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Mid 70 Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MID 70 INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MID 70 INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 13 of 38

The FTSE Bursa Malaysia Mid 70 Index comprises the next 70 after the FTSE Bursa Malaysia KLCI companies by full market capitalisation in the FTSE Bursa MalaysiaEMAS Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the middle largest Malaysian companies, whichpass the size, free float, and liquidity screens. The index represents approximately 15 per cent of the Bursa Malaysia Main Market and as at the end of June it has 70constituents in the index.

2015(%)

FTSE Bursa Malaysia Mid 70 Index ended themonth in positive territory in June up 1.06 percent, outperforming the FTSE Bursa MalaysiaEMAS Index by 0.83 per cent.

Year to date the FTSE Bursa Malaysia Mid 70Index performance is up by 15.64 per cent,with a volatility of 8.28 per cent, lower than2016’s volatility of 8.48 per cent.

Industrial Engineering had the best sectorperformance in the FTSE Bursa Malaysia Mid70 Index in June, up 13.38 per cent.

June 2017

0.54 1.06

12.38 -6.13 -2.26 -2.77

6

15.40 -1.17 2.91

174,350

BEFORE REVIEW

6 70 172,689

Total

2.85

December 2016

14.98 -7.88

154,814 70 148,4265 5 70

-0.76

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2016(%)

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

FTSE Bursa Malaysia Mid 70 Index Data as at: 30 June 2017

-3.45

33.51

70

0.23 1.92 9.88

Net Market Cap (MYRm) Number of Cons 2-Way Turnover (%)

9.64

Number of Cons

9.88

15.64 16.26 6.03

9.27

4.81

23.88

Div Yield(%)2.56

5Y(%)

Index Name

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

AFTER REVIEW

26.46 1.97 3.60 15.64

0

20

40

60

80

100 3.92

9.01

7.65

23.75

8.63

24.90

11.36

3.33 1.70

5.74

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.

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40

60

80

100

120

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Page 14: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA MID 70 INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA MID 70 INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA MID 70 INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 14 of 38

Index Weight (%)

8350 Banks 1

Rank

5.87 6.87 12.42

11.05

1

2 1,311 0.76 -1.54 -14.14

4 5099

Local Code

1.55 -10.17 -33.75

-4.17 3.93 0.98

7570 Gas, Water & Multiutilities 3 7,283 4.20 -3.09 8.16

97.78

5 14,979 8.63 10.00

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

0.87

4530

6530 Fixed Line Telecommunications 1 2,958

2750 Industrial Engineering 1 1,517 13.38

5750 Travel & Leisure 3 10,187

0570 Oil Equipment, Services & Distribution 5 19,187

Constituent Name ICB Subsector

Gamuda

-11.09

2720 General Industrials 1 1,595 0.92 6.93 41.48

Heavy Construction 11,858 6.83

-4.47 4.16

7530 Electricity

5398

1350 Chemicals

3.96

Net Market Cap (MYRm)

6.60

0.68

1.82

Real Estate Holding & Development 3,174 1.83 -8.88

6742

ICB Subsector

Semiconductors

3.07

Multiutilities 4,296 2.48

9.11

9 8869 Press Metal Aluminum

Top Glove Corp Medical Supplies8 7113

10

4,756 2.74

Net Market Cap (MYRm) Index Weight (%)

66,046

3.88

6,804 3.92 -10.17

5264 Malakoff Conventional Electricity

Petron Malaysia Refining & Marketing

3867 Malaysian Pacific Industries

5218 Sapura Energy Oil Equipment & Services

7113 Top Glove Corp

2 7277

5 5218 Sapura Energy Oil Equipment & Services 6,804 3.92

6 21.58

7

4.25 9.06

3 5014 Malaysia Airports Transportation Services 7,581 4.37

-10.17

5168 Hartalega Holdings Medical Supplies 5,321

AirAsia Airlines 7,386

138 My EG Services Business Support Services 4,798 2.76

0.31 -9.00

DRB-Hicom Commercial Vehicles & Trucks 1,517

3.30

Hartalega Holdings Medical Supplies 5,321

Local Code Constituent Name

0.87

21.58

1M Perf (%)

4,698 2.71

8664 SP Setia

-10.17

5168

Totals 38.05

13.38

5211 Sunway Real Estate Holding & Development

1,153 0.66 9.95

2,318 1.34 10.42

Dialog Group Oil Equipment & Services 8,547 4.92 -0.00

1M Perf (%)

3.00

22.04 1.70

4,228 2.44

1.90

1.12

Health Care Equipment & Services

5.21

Div Yield (%)

7.78 31.48

FTSE Bursa Malaysia Mid 70 Index Data as at: 30 June 2017

-1.61

1 2,686

1.70

Banks2488 Alliance Financial Group

2,686 1.55

3.07

YTL Power International -5.23

3042

1619

2.44 -11.09

Medical Supplies 4,756 2.74 9.11

4,228

-

Exploration & Production 531

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Page 15: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA TOP 100 INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Top 100 Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA TOP 100 INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Top 100 IndexFTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA TOP 100 INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 15 of 38

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

AFTER REVIEW

Index Name

2-Way Turnover (%)

December 2016 4 4

The FTSE Bursa Malaysia Top 100 Index comprises the constituents of the FTSE Bursa Malaysia KLCI and the FTSE Bursa Malaysia Mid 70 Index. The index is a freefloat adjusted market-capitalisation weighted index representing the performance of the top-capitalised companies, which pass the size, free float, and liquidityscreens. As at the end of June there were 100 constituents in the index.

FTSE Bursa Malaysia Top 100 Index endedthe month in positive territory in June up 0.17per cent, underperforming the FTSE BursaMalaysia EMAS Index by 0.06 per cent.

Year to date the FTSE Bursa Malaysia Top 100Index performance is up by 9.35 per cent,with a volatility of 6.34 per cent, lower than2016’s volatility of 8.09 per cent.

Industrial Engineering had the best sectorperformance in the FTSE Bursa Malaysia Top100 Index in June, up 13.38 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2.63

Number of Cons Net Market Cap (MYRm) Number of Cons

9.05

June 2017 6 6 100 704,018 100 711,554 5.86

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

0.17 1.90 9.35 9.35 8.87 -3.50 13.89 -1.18 1.92 9.88 9.88 9.27

BEFORE REVIEW

3.20

-3.45 15.40 -1.17 2.91 0.23 11.39 -6.17 -2.89 -2.45 2.89 12.38 -6.13 -2.26 -2.77 2.85

100 635,996 100 633,393

Total

FTSE Bursa Malaysia Top 100 Index Data as at: 30 June 2017

0

20

40

60

80

100 4.68 8.21

7.78

33.03

4.41

14.54

3.80

0.82

10.07

12.65

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.

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20

40

60

80

100

120

140

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29 J

un

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=10

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Page 16: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA TOP 100 INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA TOP 100 INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA TOP 100 INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 16 of 38

0.33

Malaysian Pacific Industries Semiconductors

Net Market Cap (MYRm) Index Weight (%)

1M Perf (%)

Mobile Telecommunications 18,283 2.60

-10.34

Sunway Real Estate Holding & Development

-0.69

1,153 0.16 9.95

-10.17

5246 Westports Holdings Transportation Services 3,844 0.55

Health Care Providers 16,013

6012

Totals 346,096 49.27 -

3867

5211

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

Maxis Mobile Telecommunications

10.42

FTSE Bursa Malaysia Top 100 Index Data as at: 30 June 2017

ICB Code ICB Sector Number of Cons Net Market Cap (MYRm) Index Weight (%)

5330 Food & Drug Retailers 1 743 0.11 4.58 2.21 1.68

1Y Perf (%) Div Yield (%)

2750 Industrial Engineering 1 1,517 0.22 13.38 97.78 1.12

2790 Support Services 2 6,513 0.93 4.56 58.77 0.60

2730 Electronic & Electrical Equipment 2 2,348 0.33 4.32 43.10 2.30

4.25 1.56 1.09

2770 Industrial Transportation 6 26,182 3.73 -2.25 12.43 2.74

0530 Oil & Gas Producers 2 7,541 1.07 -2.64 2.21 2.99

4530 Health Care Equipment & Services 6 30,992 4.41

3 1155 Malayan Banking Banks

19,187 2.73 -4.17 11.65 0.98

6570 Mobile Telecommunications 3 54,756 7.79 -4.40 -6.30 2.99

5 4197 Sime Darby Diversified Industrials 33,448 4.76

6 6888 Axiata Group Mobile Telecommunications 21,884 3.12 -4.92

Rank Constituent Name ICB Subsector 1M Perf (%)

1 1295 Public Bank Banks 62,506 8.90 1.30

2 5347 Tenaga Nasional Alternative Electricity 57,470 8.18 2.61

Local Code

1.93

3780 Tobacco 1 6,110 0.87 -2.65 -16.82 5.00

0570 Oil Equipment, Services & Distribution 5

3182 Genting Gambling 20,866 2.97 -5.62

41,873 5.96 2.81

Net Market Cap (MYRm) Index Weight (%)

5183 PETRONAS Chemicals Group Commodity Chemicals 20,050 2.85 -3.14

1.01

2.28

14,589 2.08 -9.76

5168 Hartalega Holdings Medical Supplies 5,321 0.76 21.58

1619 DRB-Hicom Commercial Vehicles & Trucks 1,517 0.22 13.38

5819 Hong Leong Bank Banks 10,394 1.48 11.70

7

8

53,703 7.64 2.01

4 1023 CIMB Group Holdings Banks

2488 Alliance Financial Group Banks 4,228 0.60 -11.09

6,804

10 5225 IHH Healthcare

0.97

2,318

9 6947 Digi.com

5264 Malakoff Conventional Electricity 2,686 0.38 -10.17

5218 Sapura Energy Oil Equipment & Services

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Page 17: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA SMALL CAP INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Small Cap Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA SMALL CAP INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA SMALL CAP INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 17 of 38

9.88 9.88 9.27

BEFORE REVIEW2-Way Turnover (%)

December 2016 12 18 162 37,361

Total

0.23 1.92 -3.45 15.40 -1.17 2.91 12.38 -6.13

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

AFTER REVIEW

50,409 30.25

156 37,911 18.04

48.29

June 2017 23

Number of Cons Net Market Cap (MYRm) Number of Cons

2.85

10 155 45,816 168

-2.26

18.54 18.54 15.59 -2.72 1.14 2.13

-2.77

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

36.71 -4.20 -7.71 2.34 45.78

1M(%)

3M(%)

6M(%)

YTD(%)

-0.92

FTSE Bursa Malaysia Small Cap Index

5Y(%pa)

2014(%)

2015(%)

2016(%)

2013(%)

The FTSE Bursa Malaysia Small Cap Indexended the month in positive territory in Juneup 1.14 per cent, outperforming the FTSEBursa Malaysia EMAS Index by 0.91 per cent.

Year to date the FTSE Bursa Malaysia SmallCap Index performance is up by 18.54 percent, with a volatility of 8.68 per cent, lowerthan 2016’s volatility of 9.30 per cent.

Health Care Equipment & Services had thebest sector performance in the FTSE BursaMalaysia Small Cap Index in June, up 14.12per cent.

Data as at: 30 June 2017

The FTSE Bursa Malaysia Small Cap Index comprises the companies within the top 98% of the Bursa Malaysia Universe by full market capitalisation, excluding the constituentsof the FTSE Bursa Malaysia KLCI and FTSE Bursa Malaysia Mid 70 Index. The index is a free float adjusted market-capitalisation weighted index representing the performanceof the small-capitalised companies trading on the Bursa Malaysia Main Market, which pass the size, free float, and liquidity screens. As at the end of June there were 168constituents in the index.

7.83 6.04

Div Yield(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

Index Name

0

20

40

60

80

100 7.67

13.77

6.39

12.62

2.81 37.45

6.43

7.75 0.68 4.44

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.

020406080

100120140160180

Inde

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100)

Page 18: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA SMALL CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA SMALL CAP INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA SMALL CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 18 of 38

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

1350 Chemicals 3 462

1Y Perf (%)

Data as at: 30 June 2017

12.07

5370 General Retailers 5 895 1.78 -2.45 -2.95

Technology Hardware & Equipment 4

7158 Scomi Group Oil Equipment & Services 159 0.32

Borneo Oil Restaurants & Bars 451 0.90 -19.23

7178 Y.S.P. Southeast Asia Holding Pharmaceuticals 185 0.37 24.37

5199 Hibiscus Petroleum Exploration & Production 420 0.84 -11.83

5243 UMW Oil & Gas Oil Equipment & Services 300 0.60 -15.38

5259 E.A. Technique (M) Marine Transportation 61 0.12 -17.00

7036

7087 Magni-Tech Indus Clothing & Accessories 504 1.00 29.06

5072 Hiap Teck Venture Iron & Steel 368 0.73 26.23

5143 Luxchem Commodity Chemicals 267 0.53 24.40

-19.35

Totals 8,749 17.39 -

10 5201

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

5205 Eversendai Heavy Construction 304 0.60 44.68

Net Market Cap (MYRm) Index Weight (%)

9 5204 Prestariang Software 711 1.41

Oldtown Soft Drinks 686 1.36

-2.35

4 3204 George Kent (Malaysia) Industrial Machinery 975

8.27

Supermax Corp Medical Supplies 828 1.64

3.81

-3.40

8 1589 Iskandar Waterfront City Heavy Construction 768 1.53 -5.39

7 7106

1.94 5.37

5 7668

0.54

6 4383 Jaya Tiasa Holdings Forestry 857

Rank Constituent Name ICB Subsector

2

Hai-O Enterprise Food Retailers & Wholesalers 873 1.73

1.70 3.51

1 7022 Globetronics Technology Semiconductors 1,073 2.13 8.36

3 5703 Muhibbah Engine Heavy Construction 980 1.95

3069

0570

999 1.99

1M Perf (%)

Travel & Leisure 4 1,254 2.49 -9.50 -0.26

2.18

1,878

0.92 10.23 -9.74 4.97

3.73 6.92 66.59 3.559570

-1.09

Mega First Conventional Electricity 4.79

Support Services 6 1,651 3.28 -2.40

2.25

5750

2.573760 Personal Goods 4

2790

Number of Cons Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

14.12

1,110 2.21 10.47

Oil Equipment, Services & Distribution 11 2,463 4.90 -7.14

0530 Oil & Gas Producers 2 770 1.53 -6.67 94.42

24.29

0.00

10.17 2.06

Div Yield (%)

4530 Health Care Equipment & Services 2 1,100 2.19 36.38 2.27

ICB Code ICB Sector

4570 Pharmaceuticals & Biotechnology 2 314 0.62 12.30

FTSE Bursa Malaysia Small Cap Index

0.69

-24.94

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Page 19: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA FLEDGLING INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Fledgling Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA FLEDGLING INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA FLEDGLING INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 19 of 38

BEFORE REVIEWNumber of Cons Net Market Cap (MYRm) Number of Cons

17.03

2-Way Turnover (%)

December 2016

AFTER REVIEW

Total 57.75

June 2017 7 20 379 27,697 366 22,609 40.73

15 12 379 20,002 382 20,408

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

23.75 26.81 113.01

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

Div Yield(%)

28.07

Data as at: 30 June 2017

2015(%)

2016(%)

The FTSE Bursa Malaysia Fledgling Indexended the month in positive territory in Juneup 1.62 per cent, outperforming the FTSEBursa Malaysia EMAS Index by 1.39 per cent.

Year to date the FTSE Bursa MalaysiaFledgling Index performance is up by 23.75per cent, with a volatility of 8.56 per cent,higher than 2016’s volatility of 8.24 per cent.

Pharmaceuticals & Biotechnology had the bestsector performance in the FTSE BursaMalaysia Fledgling Index in June, up 27.35per cent.

3Y(%)

-4.54 2.02

2.85

8.60 16.33 36.33 11.07 18.18 1.62 4.72 23.75

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

The FTSE Bursa Malaysia Fledgling Index comprises the constituents listed on the Bursa Malaysia Main Market that are not constituents of the FTSEBursa Malaysia EMAS Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of companies rankedbelow the top 98% of the Bursa Malaysia Universe. As at the end of June there were 366 constituents in the index.

FTSE Bursa Malaysia Fledgling Index

0

20

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60

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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.

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12.93

24.86

3.99

14.48 1.56

37.11

1.29 3.45 0.16

0.17

Page 20: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA FLEDGLING INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA FLEDGLING INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA FLEDGLING INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 20 of 38

Index Weight (%)

7179 D.B.E. Gurney Resources Farming, Fishing & Plantations 21 -28.57

-31.25

0.09

5265 Dolphin International Industrial Machinery 6 0.03 -30.00

5155 XingQuan International Sports Holdings Ltd Footwear 13 0.06

9342 Anzo Holdings Forestry 89 0.40 -37.78

2674 Aluminium Company of Malaysia Aluminum 131 0.58 48.65

7498 Ralco Corp Containers & Packaging 16 0.07 47.06

43 Metronic Global Business Support Services 37 0.16 -26.67

Totals 2,236

Local Code Net Market Cap (MYRm)

8141 Majuperak Holdings Real Estate Holding & Development 65 0.29 76.19

9806 Nationwide Express Holdings Delivery Services 36 0.16 56.00

Constituent Name ICB Subsector 1M Perf (%)

7 58 JcbNext Business Training & Employment Agencies 188 0.84

0.94 3.09

6 4952 Amanah Harta Diversified REITs 204

10 5068 Luster Industries Electrical Components & Equipment 186 0.83

3 7162 Astino Building Materials & Fixtures 244 1.09

6769

0.83

-2.14

8 8761 Brem Holding Heavy Construction

1538

9 7579 AWC Business Support Services 186

2.68

5.77

4 9172 Formosa Prosonic Industries Consumer Electronics 226 1.01 1.67

5

2 Real Estate Holding & Development 250

1 7235 Superlon Holdings Building Materials & Fixtures 352

1M Perf (%)

Electricity 1 39 0.17 -20.00 -13.04

-1.68 0.94

Rank Local Code Net Market Cap (MYRm) Index Weight (%)

Media 5 95 0.42 -8.54

29.01 2.02

2.09

-6.73 0.04

2720 General Industrials 14 587 2.62 7.19

Symphony Life Real Estate Holding & Development 211

1.57 24.29

Constituent Name ICB Subsector

3.50

7530

6570

1730 Forestry & Paper 7 514 2.29 -8.24

12.93

General Retailers 7 176 0.78

4.93

60.15

1750 Industrial Metals & Mining

1Y Perf (%)

60.58 1.63

1350 Chemicals 18 1,192 5.31 8.39

1.15

2.14

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

5370

Div Yield (%)

4570

FTSE Bursa Malaysia Fledgling Index Data as at: 30 June 2017

24.56

9.39 17

Pharmaceuticals & Biotechnology 2 171 0.76 27.35 100.82

1,107

6.92

5550

2790 Support Services 16 1,206 5.38 -2.58

Mobile Telecommunications

9.97

0.91 2.13

1 36 0.16 -4.11 4.48 1.71

0.00

JKG LAND BERHAD 1.12 -4.35

-3.85

-

188 0.84 3.78

5006 Merge Energy Heavy Construction 11 0.05 55.00

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Page 21: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia EMAS Shariah Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 21 of 38

Index Name

Net Market Cap (MYRm) Number of DelsNumber of AddsReview Month

AFTER REVIEW

December 2016 15 24 206

23 10 195 443,791 208

411,103

5Y(%)

3Y(%pa)

5Y(%pa)

1Y(%)

3Y(%)

2.52

2013(%)

2014(%)

2015(%)

2016(%)

6.72 0.08

Total 14.16

June 2017

Number of Cons

8.51

5.65

2-Way Turnover (%)Number of Cons Net Market Cap (MYRm)

197

1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

0.14

408,689

-2.77

YTD(%)

3.11 13.29 -6.14

This index comprises the constituents of the FTSE Bursa Malaysia EMAS Shariah Index that are Shariah compliant according to the SecuritiesCommission's SAC screening methodology. As at the end of June there were 208 constituents in the index.

FTSE Bursa Malaysia EMAS Shariah Index

6.72 5.94 -4.22 16.53 -1.43 -4.17

The FTSE Bursa Malaysia EMAS ShariahIndex ended the month in positiveterritory in June up 0.14 per cent,underperforming the FTSE BursaMalaysia EMAS Index by 0.09 per cent.

Year to date the FTSE Bursa MalaysiaEMAS Shariah Index performance is upby 6.72 per cent, with a volatility of6.07 per cent, lower than 2016’svolatility of 7.71 per cent.

2.35

1M(%)

6M(%)

Div Yield(%)

3M(%)

BEFORE REVIEW

2.85 0.23 -2.26

Data as at: 30 June 2017

451,145

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.

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The general criteria of the Securities Commission's SAC screening methodology stipulate that the SAC Shariah compliant companies must not be involved in any of the following core activities:

a) Financial services based on riba (interest) b) Gambling

c) Manufacture or sale of non-halal products or related products d) Conventional insurance

e) Entertainment activities that are non-permissible according to Shariah f) Manufacture or sale of tobacco based products or related products

g) Stockbroking or share trading in Shariah non-compliant securities h) Other activities deemed non-permissible according to Shariah

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

Constituent changes to the FTSE Bursa Malaysia EMAS Shariah Index following the screening processes are implemented after the close of business following the third Friday in June and December.

Page 22: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 22 of 38

Local Code

Hibiscus Petroleum Exploration & Production 420

Hiap Teck Venture Iron & Steel

0.01 -17.00

7036 Borneo Oil Restaurants & Bars 451 0.10 -19.23

7178 Y.S.P. Southeast Asia Holding Pharmaceuticals 185

Net Market Cap (MYRm) Index Weight (%)

Tenaga Nasional Alternative Electricity 57,470

-15.38

Medical Supplies 273

-

14,589 3.27

2.62

-11.83

2127 Comfort Glove

7158 Scomi Group Oil Equipment & Services 159 0.04 -19.35

5243 UMW Oil & Gas

E.A. Technique (M) Marine Transportation 61

0.07

0.09

5259

21.770.06

300

1961 IOI Farming, Fishing & Plantations 14,788

Constituent Name ICB Subsector

6947

3

14,359

12.895347

-3.14

5 Digi.com Mobile Telecommunications

-0.69

4.10

6888

IHH Healthcare Health Care Providers 16,013

Totals 223,920 50.24

3.59

4.91

5072

Oil Equipment & Services

ICB Subsector 1M Perf (%)

5205 Eversendai Heavy Construction 304 0.07 44.68

7087 Magni-Tech Indus Clothing & Accessories 504 0.11 29.06

Local Code Net Market Cap (MYRm) Index Weight (%)Constituent Name

5199

-9.76

18,283 1.01

10 2.92

-2.20

8

4863 Telekom Malaysia Fixed Line Telecommunications 13,036

6012

1M Perf (%)Rank

7 3.32

3.22

6 5225

Maxis Mobile Telecommunications

9 6033 PETRONAS Gas Gas Distribution

Axiata Group Mobile Telecommunications 21,884

4197

2.61

2 Sime Darby Diversified Industrials 33,448 7.50 1.93

1

-4.92

26.23368 0.08

0.04 24.37

-0.11

4 5183 PETRONAS Chemicals Group Commodity Chemicals 20,050 4.50

FTSE Bursa Malaysia EMAS Shariah Index Data as at: 30 June 2017

0

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12.75

0.59

6.13

7.17

24.77 6.07

2.09

15.95

17.89

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Page 23: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Small Cap Shariah Index ● FTSE Bursa Malaysia Small Cap Index

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Small Cap Shariah Index

FTSE Bursa Malaysia Small Cap Index

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 23 of 38

FTSE Bursa Malaysia Small Cap Shariah Index Data as at: 30 June 2017

This index comprises the constituents of the FTSE Bursa Malaysia Small Cap Shariah Index that are Shariah compliant according to the SecuritiesCommission's SAC screening methodology. As at the end of June there were 142 constituents in the index.

The FTSE Bursa Malaysia Small CapShariah Index ended the month inpositive territory in June up 1.17 percent, outperforming the FTSE BursaMalaysia Small Cap Index by 0.03 percent.

Year to date the FTSE Bursa MalaysiaSmall Cap Shariah Index performance isup by 17.93 per cent, with a volatility of8.60 per cent, lower than 2016’svolatility of 9.66 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

1.17 1.35 17.93 17.93 13.65 -4.21 46.17 -1.42 7.89 39.71 -5.29 9.51 -9.42 2.39

1.14 2.13 18.54 18.54 15.59 -2.72 45.78 -0.92 7.83 36.71 -4.20 6.04 -7.71 2.34

129 36,623 142 35.94

60.86

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

140 31,911 131 24.9231,166

41,333

Total

12 21

22 9

December 2016

June 2017

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.

The FTSE Bursa Malaysia Small Cap Shariah Index comprises of all the small cap companies within the FTSE Bursa Malaysia EMAS Shariah Index.

This index is designed to provide investors with a precise benchmark for Shariah compliant investment in Malaysian small cap companies.

The FTSE Bursa Malaysia Small Cap Shariah Index was developed in response to the needs of market practitioners who noted the lack of a benchmark to track the performance of Shariah compliant small cap companies. Constituents are selected from the universe of the FTSE Bursa Malaysia Small Cap Index according to the Malaysian Securities Commission’s Shariah Advisory Council (SAC) screening methodology.

The index is based on FTSE’s award winning methodology which includes free float adjustment and liquidity screens and is managed in accordance with a clear and transparent set of index rules governed by an independent index committee. It can be used as the basis of ETFs, derivatives and other index-linked products and performance benchmark.

020406080

100120140160180

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Page 24: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 24 of 38

FTSE Bursa Malaysia Small Cap Shariah Index Data as at: 30 June 2017

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 7022 Globetronics Technology Semiconductors 1,073 2.61 8.36

2 3069 Mega First Conventional Electricity 999 2.43 4.79

3 5703 Muhibbah Engine Heavy Construction 980 2.38 -1.09

4 4383 Jaya Tiasa Holdings Forestry 857 2.08 3.51

5 7106 Supermax Corp Medical Supplies 828 2.01 -3.40

6 1589 Iskandar Waterfront City Heavy Construction 768 1.87 -5.39

7 5204 Prestariang Software 711 1.73 -2.35

8 9571 Mitrajaya Holdings Heavy Construction 626 1.52 0.74

9 5038 KSL Holdings Real Estate Holding & Development 582 1.41 1.65

10 9261 Gadang Hldgs Heavy Construction 574 1.39 4.80

Totals 7,997 19.42 -

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

5205 Eversendai Heavy Construction 304 0.74 44.68

7087 Magni-Tech Indus Clothing & Accessories 504 1.22 29.06

Oil Equipment & Services 300 0.73 -15.38

5259 E.A. Technique (M) Marine Transportation 61 0.15 -17.00

5072 Hiap Teck Venture Iron & Steel 368 0.89 26.23

7178 Y.S.P. Southeast Asia Holding Pharmaceuticals 185 0.45 24.37

2127 Comfort Glove Medical Supplies 273 0.66 21.77

7036 Borneo Oil Restaurants & Bars 451 1.10 -19.23

7158 Scomi Group Oil Equipment & Services 159 0.39 -19.35

5199 Hibiscus Petroleum Exploration & Production 420 1.02 -11.83

5243 UMW Oil & Gas

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80

100 7.66

12.77

3.28

10.15

3.43 40.83

7.00

8.63 0.83 5.42

Page 25: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Hijrah Shariah Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 25 of 38

3M(%)

6M(%)

YTD(%)

-1.50

1Y(%)

3Y(%)

This index comprises the largest 30 companies by full market capitalisation of the FTSE Bursa Malaysia EMAS Index that are in compliance with Yasaar and the Securities Commission's SAC screening methodology. As at the end of June there were 30 constituents in the index.

The FTSE Bursa Malaysia Hijrah ShariahIndex ended the month in negativeterritory in June down 0.08 per cent,underperforming the FTSE BursaMalaysia EMAS Index by 0.31 per cent.

Year to date the FTSE Bursa MalaysiaHijrah Index performance is up by 4.74per cent, with a volatility of 6.34 percent, lower than 2016’s volatility of 7.72per cent.

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

Index Name

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)-0.08

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77

2-Way Turnover (%)

AFTER REVIEWBEFORE REVIEWNumber of Cons Net Market Cap (MYRm) Number of Cons

2.85

18.65 4.74 3.61 -4.45 -0.27 4.74 -0.94 3.48 13.01 1.01

3 30 305,370 30 305,369 5.43

June 2017 2 2 30 326,277 30 330,673 8.43

December 2016 3

Total 13.86

-6.31 2.55

FTSE Bursa Malaysia Hijrah Shariah Index Data as at: 30 June 2017

The FTSE Bursa Malaysia Hijrah Shariah Index has been designed to be used as a basis of Shariah-compliant investment products that meet the screening requirements of international Islamic investors. Companies in the index are screened by the Malaysian Securities Commission's Shariah Advisory Council (SAC) and the leading global Shariah consultancy, Yasaar Ltd, against a clear set of guiding principles.

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 33.333 per cent of total assets

b) Cash and Interest bearing items are less than 33.333 per cent 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.

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.

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Page 26: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 26 of 38

5218

6888 Axiata Group

7113 Top Glove Corp

10.42

-4.92

4.03

5,321 1.63 21.58

Medical Supplies 4,756 1.46 9.11

8664 SP Setia

4.48 -9.766012

5168 Hartalega Holdings

4

2,958 0.91 7.78

3689

6033 PETRONAS Gas Gas Distribution 14,359 4.41 -0.11

9 4863 Telekom Malaysia

-0.69

7 6012 Maxis Mobile Telecommunications 14,589 4.48 -9.76

8

Fixed Line Telecommunications

Real Estate Holding & Development 3,174 0.97 -8.88

Westports Holdings

2.09

Medical Supplies

Mobile Telecommunications 21,884

Fraser & Neave Holdings Soft Drinks 2,597

Maxis Mobile Telecommunications 14,589

Fixed Line Telecommunications 13,036 4.00 2.62

5211 Sunway Real Estate Holding & Development

0.80

5031 Time Dotcom Stk

-10.34

6.72

1.18

Sapura Energy Oil Equipment & Services 6,804

Transportation Services 3,844

2,318 0.71

5225 IHH Healthcare

10 5398 Gamuda Heavy Construction 11,858

16,013 4.92

-10.17

5246

Net Market Cap (MYRm) Index Weight (%)

Totals 220,989 67.83 -

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

Sime Darby Diversified Industrials 33,448 10.27 1.93

3 6888 Axiata Group Mobile Telecommunications 21,884 6.72 -4.92

3.64 3.00

Commodity Chemicals 20,050 6.15 -3.14

5 6947 Digi.com Mobile Telecommunications 18,283 5.61 1.01

6 Health Care Providers

5183

2

Rank Constituent Name ICB Subsector 1M Perf (%)

1 5347 Tenaga Nasional Alternative Electricity 57,470 17.64 2.61

4197

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

PETRONAS Chemicals Group

FTSE Bursa Malaysia Hijrah Shariah Index Data as at: 30 June 2017

6.15

7.73

3.53

8.76

23.21

6.86

21.72

22.05

0

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Page 27: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE4GOOD BURSA MALAYSIA INDEX ONE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE4Good Bursa Malaysia Index ● FTSE Bursa Malaysia EMAS Index

FTSE4GOOD BURSA MALAYSIA INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE4Good Bursa Malaysia Index

FTSE Bursa Malaysia EMAS Index

FTSE4GOOD BURSA MALAYSIA INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 27 of 38

FTSE4Good Bursa Malaysia Index Data as at: 30 June 2017

This index comprises the constituents of the Malaysian companies with leading corporate responsibility practices according to the FTSE4Good BursaMalaysia Index. As at the end of June there were 43 constituents in the index.

The FTSE4Good Bursa Malaysia Indexended the month in positive territory inJune up 0.35 per cent, outperformingthe FTSE Bursa Malaysia EMAS Index by0.12 per cent.

Year to date the FTSE4Good BursaMalaysia Index performance is up by9.19 per cent, with a volatility of 6.03per cent, lower than 2016’s volatility of7.62 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

0.35 2.68 9.19 9.19 8.77 -4.47 - -1.51 - - -3.38 -3.42 -4.06 3.19

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77 2.85

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 6 2 38 384,204 42 396,884 7.38

June 2017 3 2 42 441,071 43 466,479 11.08

Total 18.46

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.

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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.

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.

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.

The FTSE4Good Bursa Malaysia Index is designed to measure the performance of companies demonstrating strong Environmental, Social and Governance (ESG) practices. Constituents of the FTSE Bursa Malaysia EMAS Index that pass the eligibility criteria detailed in the FTSE4Good Index Inclusion Rules qualify as constituent members of the index.

The FTSE4Good Index Inclusion Rules can be accessed using the following link:

http://www.ftse.com/products/indices/FTSE4Good

Screening highlights: a) Eligible constituents must be a member of the top 200 Malaysian stocks in the FTSE Bursa Malaysia EMAS Index at the semi-annual review. b) Companies which manufacture the following products are excluded from the FTSE4Good Bursa Malaysia Index:

1. Tobacco 2. Weapons systems 3. Components for controversial weapons; cluster munitions, anti-personnel mines, depleted uranium, chemical/biological weapons and nuclear weapons

Page 28: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

FTSE4GOOD BURSA MALAYSIA INDEX TOP 10 CONSTITUENTS

FTSE4GOOD BURSA MALAYSIA INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 28 of 38

FTSE4Good Bursa Malaysia Index Data as at: 30 June 2017

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 1295 Public Bank Banks 62,506 13.55 1.30

2 5347 Tenaga Nasional Alternative Electricity 57,470 12.46 2.61

3 1155 Malayan Banking Banks 53,703 11.65 2.01

4 1023 CIMB Group Holdings Banks 41,873 9.08 2.81

5 4197 Sime Darby Diversified Industrials 33,448 7.25 1.93

6 6888 Axiata Group Mobile Telecommunications 21,884 4.75 -4.92

7 5183 PETRONAS Chemicals Group Commodity Chemicals 20,050 4.35 -3.14

8 6947 Digi.com Mobile Telecommunications 18,283 3.96 1.01

9 6012 Maxis Mobile Telecommunications 14,589 3.16 -9.76

10 6033 PETRONAS Gas Gas Distribution 14,359 3.11 -0.11

Totals 338,165 73.33 -

3.91

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

5168 Hartalega Holdings Medical Supplies 5,321 1.15 21.58

5211 Sunway Real Estate Holding & Development 2,318 0.50 10.42

1,015 0.22 -7.06

6012 Maxis Mobile Telecommunications 14,589 3.16 -9.76

5246 Westports Holdings Transportation Services 3,844 0.83 -10.34

7113 Top Glove Corp Medical Supplies 4,756 1.03 9.11

5176 Sunway Real Estate Investment Trust Retail REITs 2,988 0.65 5.33

1171 Malaysia Building Society Mortgage Finance 2,423 0.53

2488 Alliance Financial Group Banks 4,228 0.92 -11.09

5259 E.A. Technique (M) Marine Transportation 61 0.01 -17.00

78 GD Express Carrier Delivery Services

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INDEX OVERVIEW

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Palm Oil Plantation Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 29 of 38

FTSE Bursa Malaysia Palm Oil Plantation Index

1.49

Data as at: 30 June 2017

2015(%)

2016(%)

Div Yield(%)

0.65 -4.61 0.96 0.96

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

This index comprises the constituents of the FTSE Bursa Malaysia EMAS Index that derive substantial revenue from palm oil activities. As at the end ofJune there were 10 constituents in the index.

FTSE Bursa Malaysia Palm Oil PlantationIndex ended the month in positiveterritory in June up 0.65 per cent,outperforming the FTSE Bursa MalaysiaEMAS Index by 0.42 per cent.

Year to date the FTSE Bursa MalaysiaPalm Oil Plantation Index performanceis up by 0.96 per cent, with a volatilityof 10.64 per cent, lower than 2016’svolatility of 12.72 per cent.

-14.73 -4.03 -0.41

June 2017 1 70,567 22.81

Number of Cons

9 72,333 10

0.21

Number of Cons

BEFORE REVIEW

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38

Net Market Cap (MYRm)

0

Review Month Number of Adds

10.11 -8.06

December 2016 1 1 9

48.35

-6.13 -2.26

2-Way Turnover (%)

3Y(%pa)

5Y(%pa)

-2.77 2.85

Net Market Cap (MYRm) Number of Dels

AFTER REVIEW

2013(%)

2014(%)

Index Name

4.46

62,749 9

Total

5Y(%)

64,917 25.55

-5.17 -0.82

The FTSE Bursa Malaysia Palm Oil Plantation Index has been designed to provide easy access to investors who wish to participate in Malaysia’s burgeoning palm oil industry. This benchmark index comprises palm oil related companies from the underlying FTSE Bursa Malaysia EMAS Index and aims to capture the performance of companies that earn a substantial proportion of their revenue from palm oil activities. Palm oil activities include production, ownership or operation of palm oil and palm oil plantations.

Screening Highlights:

• Eligible constituents must be a member of the FTSE Bursa Malaysia EMAS Index at the semiannual review.

• To be included in the index a company is required to have greater than 30% of total revenue from palm oil related activities.

• Existing constituents will no longer be eligible if total revenue from palm oil related activities falls below 20%.

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.

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Page 30: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 30 of 38

Rank Local Code Net Market Cap (MYRm) Index Weight (%)

FTSE Bursa Malaysia Palm Oil Plantation Index

6 4383 Jaya Tiasa Holdings

4 2291 Genting Plantations Farming, Fishing & Plantations

Data as at: 30 June 2017

Constituent Name ICB Subsector 1M Perf (%)

3,167 10.25 -2.29

4197 Sime Darby Diversified Industrials 1.93

2 1961 IOI Farming, Fishing & Plantations 14,788 9.76

33,448

-2.20

3 2445 Kuala Lumpur Kepong

5012 Ta Ann Holdings Forestry 803 10.15 2.02

5 5222 Felda Global Ventures Holdings Farming, Fishing & Plantations

3,953 9.88 0.91

9.861

9318 Fitters Diversified Electronic Equipment 131

7

10.25 -2.29

2445 Kuala Lumpur Kepong Farming, Fishing & Plantations 11,551 9.99 0.48

9318 Fitters Diversified Electronic Equipment 131 10.08 0.00

1961 IOI

2054 Tdm Farming, Fishing & Plantations 380

0.91

Farming, Fishing & Plantations 3,1675222 Felda Global Ventures Holdings

4197 Sime Darby Diversified Industrials

10.04

14,788 9.76 -2.20

1996 Kretam Holdings Farming, Fishing & Plantations 307

Farming, Fishing & Plantations

Totals 69,384 100.00 -

33,448

3.51

8 2054 Tdm Farming, Fishing & Plantations 380 10.11 2.38

9

9.87

10.11 2.38

5012 Ta Ann Holdings Forestry 803

1996 Kretam Holdings Farming, Fishing & Plantations 307 10.04 0.91

Forestry 857 9.87 3.51

10

2291 Genting Plantations Farming, Fishing & Plantations 3,953 9.88 0.91

9.86 1.93

Farming, Fishing & Plantations 11,551 9.99 0.48

10.15 2.02

4383

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

10.08 -

Net Market Cap (MYRm) Index Weight (%)

Jaya Tiasa Holdings Forestry 857

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Page 31: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA ACE INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia ACE Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA ACE INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA ACE INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

Source: FTSE Russell 31 of 38

Data as at: 30 June 2017

The FTSE Bursa Malaysia ACE Index comprises all the companies listed on the ACE market. The index is a free float adjusted market-capitalisationweighted index. As at the end of June there were 110 constituents in the index.

2015(%)

2016(%)

Div Yield(%)

5.89 11.43 35.83 35.83 26.21 -2.63 49.12 -0.88 8.32 34.68 -0.39 13.02

FTSE Bursa Malaysia ACE Index

The FTSE Bursa Malaysia ACE Index endedthe month in positive territory in June up 5.89per cent, outperforming the FTSE BursaMalaysia EMAS Index by 5.66 per cent.

Year to date the FTSE Bursa Malaysia ACEIndex performance is up by 35.83 per cent,with a volatility of 17.54 per cent, higher than2016’s volatility of 14.94 per cent.

Personal Goods had the best sectorperformance in the FTSE Bursa Malaysia ACEIndex in June, up 12.59 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

-25.18 0.88

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77 2.85

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 3 4 108 4,628 107 4,764 8.02

June 2017 5 0 105 6,303 110 6,663 11.57

Total 19.59

1.08 11.36

5.25

0.78

1.44

28.67

47.44

3.55 0.43

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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.

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Page 32: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA ACE INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA ACE INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA ACE INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 32 of 38

-12.50

187 2.72 12.50

Computer Services 270 3.93 6.06

Electrical Components & Equipment 214

5

6 FOCUS DYNAMICS GROUP

4 0010 Iris Corp

1

9 0.13 -22.22

-

0020 Netx Holdings Software

0146

Industrial Machinery 15 0.22 47.06

-11.54

Data as at: 30 June 2017

0108 N2N Connect Software

113 1.64

113 1.64 -2.60

0127 JHM Consolidation Semiconductors 233 3.39 12.97

0116

0189 170 2.48

0109 SC Estate Builder Industrial Machinery 26 0.37 -22.22

0157 Focus Point Holdings Health Care Providers

-16.67

JF Technology Electrical Components & Equipment 67 0.98

0079

36.11

0113 MMS Ventures Industrial Machinery

18 0.27

Orion IXL Software 73 1.07 -46.29

11 0.16 -26.67

0131 Diversified Gateway Solutions Computer Services

Totals 2,705 39.34

0177 Pasukhas Group Heavy Construction 46 0.67

0018 Accsoft Technology Computer Services 82.22

31.03

71 1.04 47.17

0162 Ideal Jacobs

2 0069 Vivocom Intl Holdings Software -11.11

3 0098 Borneo Aqua Harvest Farming, Fishing & Plantations 339 4.92 -1.95

383 5.56

Accsoft Technology Computer Services 82.22

FTSE Bursa Malaysia ACE Index

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

3760 Personal Goods 2 131 1.90 12.59 53.76 0.80

2770 Industrial Transportation 3 249 3.62 11.43 29.46 3.88

9530 Software & Computer Services 34 2,836 41.25 10.25 17.89 0.61

9570 Technology Hardware & Equipment 8 426 6.19 9.72 175.17 0.31

4.36 0.87

5750 Travel & Leisure 1 47 0.69 -4.88 5.41 1.54

4530 Health Care Equipment & Services 2 42 0.61 -6.23 0.98 3.31

683 9.93

9

8 Matang Food Retailers & Wholesalers

10

3.11 3.77

7 0186 Perak Transit Transportation Services

0023 IFCA MSC Computer Services

8770 Financial Services 1 53 0.78 -7.10 67.44 2.78

6570 Mobile Telecommunications 3 157 2.28 -8.56 -24.35 0.00

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

0018 683 9.93

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

7570 Gas, Water & Multiutilities 1 29 0.43 -10.81 -12.00 4.64

2750 Industrial Engineering 12 398 5.79 8.63

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Page 33: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX (USD) FIVE-YEAR PERFORMANCE (PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Asian Palm Oil Plantation Index (USD)● FTSE Asia Pacific ex Japan Australia and New Zealand Index

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX HISTORICAL PERFORMANCE TABLE (PRICE RETURN)

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 33 of 38

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (USD) Data as at: 30 June 2017

This index comprises the companies from the universes of developed, advanced emerging and secondary emerging countries as classified by FTSE in theAsia Pacific region excluding Japan, Australia and New Zealand that derive substantial revenue from palm oil activities. As at the end of June there were19 constituents in the index.

The FTSE Bursa Malaysia Asian Palm OilPlantation Index (USD) ended themonth in negative territory in Junedown 1.16 per cent, underperformingthe FTSE Asia Pacific ex Japan Australiaand New Zealand Index by 1.85 percent.

Year to date the FTSE Bursa MalaysiaAsian Palm Oil Plantation Index (USD)performance is up by 5.16 per cent,with a volatility of 9.24 per cent, lowerthan 2016’s volatility of 18.07 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

-30.08 -31.69 -11.25 -7.34 -5.37 -14.28 -23.75 5.61 2.00

0.69 6.04 19.59 19.59 22.39 7.72 30.93 2.51 5.54 0.41 2.97 -10.97 3.55 2.49

-1.16 -0.93 5.16 5.16 3.62

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 1 1 18 106,049 18 108,011 4.85

June 2017 1 0 18 111,957 19 109,403 6.05

Total 10.90

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The FTSE Bursa Malaysia Asian Palm Oil Plantation Index has been designed to provide easy access to investors who wish to participate in Asia’s burgeoning palm oil industry. This Asian index aims to capture the performance of companies that earn a substantial proportion of their revenue from palm oil activities. Palm oil activities include production, ownership or operation of palm oil and palm oil plantations.

Screening Highlights:

• Only companies that have a market capitalisation of greater than USD 100 million are eligible to be included in the index.

• To be included in the index a company is required to have greater than 30% of total revenue from palm oil related activities.

• Existing constituents will no longer be eligible if total revenue from palm oil related activities falls below 20%

• For a country to be eligible in the FTSE Bursa Malaysia Asian Palm Oil Plantation Index, its companies aggregated together must have an index weighting of greater than 2%.

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.

FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD

FTSE Asia Pacific ex Japan Australia and New Zealand Index

Page 34: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

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

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX (USD) TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX (USD) TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 34 of 38

100,772 - 91.75

2 B17KC69 Wilmar International Limited Food Products

33,459 17.94

Totals

-0.65

3

8.87

726 0.87

1,850 2.20

6164472 7.86

B7WJ188 4.98

6092498 4.27

7,447

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (USD) Data as at: 30 June 2017

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

B29TTR1 1.931

Rank SEDOL Constituent Name

Sime Darby

CountryICB Subsector

Diversified Industrials Malaysia

SEDOL Net Market Cap (USDm) Index Weight (%) 1M Perf (%)

B1Y3WG1 IOI Farming, Fishing & Plantations Malaysia 14,793 17.63 -2.20

4 6497446 Kuala Lumpur Kepong Farming, Fishing & Plantations Malaysia 11,555 13.77 0.48

Singapore 20,263 17.74

5 6164472 Golden Agri-Resources Farming, Fishing & Plantations Singapore 7,447 8.87 7.86

6 6057680 Genting Plantations Farming, Fishing & Plantations Malaysia 3,954 4.71 0.91

7 B8L1DR5 Felda Global Ventures Holdings Farming, Fishing & Plantations Malaysia 3,168 3.78 -2.29

8 B2927P4 First Resources Ltd. Farming, Fishing & Plantations Singapore 3,043 3.63 1.24

9 6092498 Astra Agro Lestari Farming, Fishing & Plantations Indonesia 1,850 2.20 4.27

10 6419116 Tunas Baru Lampung Food Products Indonesia 1,240 1.48 -5.92

Constituent Name CountryICB Subsector

Golden Agri-Resources

Bumitama Agri

Astra Agro Lestari

Jaya Tiasa Holdings

Indofood Agri Resources

Sawit Sumbermas Sarana

Tunas Baru Lampung

Salim Ivomas Pratama

Perusahaan Perkebunan London Sumatra Indonesia

Eagle High Plantations

Farming, Fishing & Plantations

Farming, Fishing & Plantations

Farming, Fishing & Plantations

Forestry

Food Products

Farming, Fishing & Plantations

Indonesia

Indonesia

Indonesia

Farming, Fishing & Plantations

Singapore

Singapore

Indonesia

Indonesia

Singapore

Indonesia

Malaysia

Food Products

Food Products

1.12

1,240

560

1,220

938B58PM83 -9.67

6419116 -5.92

B5L2Q45 -6.23

6535670 -8.87

1.48

0.67

1.45

6825531 3.51

B1QNF48 2.84

BH3WHX3 -4.80

857 1.02

615 0.73

825 0.98

Farming, Fishing & Plantations

1.98

80.08

17.94

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Page 35: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA MIDS CAP INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia MidS Cap Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

Source: FTSE Russell 35 of 38

Data as at: 30 June 2017

0.66 1.68 16.91 16.91 16.68 -4.20 44.17 -1.42 7.59 35.25 -6.07 4.80 -5.94 2.38

2014(%)

2015(%)

2016(%)

Div Yield(%)

December 2016 13 19 175 56,353 169 53,068 27.46

June 2017 22 15 169 63,079 176 57,299 37.83

FTSE Bursa Malaysia MidS Cap Index

The FTSE Bursa Malaysia MidS Cap Index comprises the Bursa Malaysia KLCI companies with full market capitalisation between 200 million and 2 billion MYR in theFTSE Bursa Malaysia EMAS Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the mid and smallMalaysian companies, which pass the size, free float, and liquidity screens.

FTSE Bursa Malaysia MidS Cap Index endedthe month in positive territory in June up 0.66per cent, outperforming the FTSE BursaMalaysia EMAS Index by 0.43 per cent.

Year to date the FTSE Bursa Malaysia MidSCap Index performance is up by 16.91 percent, with a volatility of 8.30 per cent, lowerthan 2016’s volatility of 9.21 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77 2.85

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) Number of Cons 2-Way Turnover (%)

Total 65.29

0

20

40

60

80

100 9.28

12.12

10.06

12.14

3.22

34.03

6.21

6.83

0.60 5.50

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.

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Page 36: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA MIDS CAP INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA MIDS CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 36 of 38

FTSE Bursa Malaysia MidS Cap Index Data as at: 30 June 2017

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 7022 Globetronics Technology Semiconductors 1,073 1.88 8.36

2 3395 Berjaya Corp Broadline Retailers 1,053 1.84 0.00

3 3069 Mega First Conventional Electricity 999 1.75 4.79

4 5703 Muhibbah Engine Heavy Construction 980 1.71 -1.09

5 3204 George Kent (Malaysia) Industrial Machinery 975 1.71 5.37

6 8524 Taliworks Water 913 1.60 -3.90

7 7668 Hai-O Enterprise Food Retailers & Wholesalers 873 1.53 3.81

8 4383 Jaya Tiasa Holdings Forestry 857 1.50 3.51

9 7106 Supermax Corp Medical Supplies 828 1.45 -3.40

10 5012 Ta Ann Holdings Forestry 803 1.40 2.02

Totals 9,352 16.37 -

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

5205 Eversendai Heavy Construction 304 0.53 44.68

7087 Magni-Tech Indus Clothing & Accessories 504 0.88 29.06

5072 Hiap Teck Venture Iron & Steel 368 0.64 26.23

5143 Luxchem Commodity Chemicals 267 0.47 24.40

7178 Y.S.P. Southeast Asia Holding Pharmaceuticals 185 0.32 24.37

5199 Hibiscus Petroleum Exploration & Production 420 0.74 -11.83

7158 Scomi Group Oil Equipment & Services 159 0.28 -19.35

5243 UMW Oil & Gas Oil Equipment & Services 300 0.52 -15.38

5259 E.A. Technique (M) Marine Transportation 61 0.11 -17.00

7036 Borneo Oil Restaurants & Bars 451 0.79 -19.23

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Page 37: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

INDEX OVERVIEW

FTSE BURSA MALAYSIA MIDS SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia MidS Cap Shariah Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia MidS Cap Shariah Inde

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX HISTORICAL REVIEW TURNOVER

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

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

Source: FTSE Russell 37 of 38

June 2017 20 11 136 48,081 145 44,518 39.38

Total 75.56

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 13 22 146 45,022 137 41,092 36.19

0.70 1.21 17.25 17.25 16.74 -5.33 45.39 -1.81 7.77 37.73 -8.84 9.63 -7.91 2.44

0.23 1.92 9.88 9.88 9.27 -3.45 15.40 -1.17 2.91 12.38 -6.13 -2.26 -2.77 2.85

FTSE Bursa Malaysia MidS Cap Shariah Index Data as at: 30 June 2017

This index comprises the constituents of the FTSE Bursa Malaysia MidS Cap Index that are Shariah compliant according to the Securities Commission's SAC screeningmethodology.

FTSE Bursa Malaysia MidS Cap Shariah Indexended the month in positive territory in Juneup 0.70 per cent, outperforming the FTSEBursa Malaysia EMAS Index by 0.47 per cent.

Year to date the FTSE Bursa Malaysia MidSCap Shariah Index performance is up by17.25 per cent, with a volatility of 8.59 percent, lower than 2016’s volatility of 10.06 percent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

0

20

40

60

80

100 10.36

11.85

3.05

9.21

3.19

39.26

7.22

8.01

0.77 7.09

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.

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100120140160180

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Page 38: FTSE MONTHLY REPORT - June 2017 FTSE BURSA MALAYSIA … · the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 12.30 per ... supersectors and sectors are defined

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 38 of 38

© 2016 London Stock Exchange Group companies.

All rights reserved.“FTSE®” is a trade mark of the London Stock Exchange Plc Group companies and is used by FTSE International Limited (“FTSE”) under licence. BursaMalaysia is a trade mark of Bursa Malaysia (“Partner”). All rights in and to the FTSE Bursa Malaysia KLCI (“Index”) vest in FTSE and/or its relevant Partner(s). TheIndustry 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 orliability can be accepted by FTSE, any Partner or their licensors for any errors or for any loss from use of this publication. Neither FTSE, Partner nor any of their 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 theIndex set out above or the fitness or suitability of the Index 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, recordingor 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 FTSEand/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.

7036 Borneo Oil Restaurants & Bars 451 0.79 -19.23

7158 Scomi Group Oil Equipment & Services 159 0.28 -19.35

5199 Hibiscus Petroleum Exploration & Production 420 0.74 -11.83

5243 UMW Oil & Gas Oil Equipment & Services 300 0.52 -15.38

5259 E.A. Technique (M) Marine Transportation 61 0.11 -17.00

5072 Hiap Teck Venture Iron & Steel 368 0.64 26.23

7178 Y.S.P. Southeast Asia Holding Pharmaceuticals 185 0.32 24.37

2127 Comfort Glove Medical Supplies 273 0.48 21.77

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

5205 Eversendai Heavy Construction 304 0.53 44.68

7087 Magni-Tech Indus Clothing & Accessories 504 0.88 29.06

9 5204 Prestariang Software 711 1.60 -2.35

10 5216 Datasonic Group Electronic Equipment 670 1.51 0.00

Totals 8,601 19.39 -

6 7106 Supermax Corp Medical Supplies 828 1.87 -3.40

7 5012 Ta Ann Holdings Forestry 803 1.81 2.02

8 1589 Iskandar Waterfront City Heavy Construction 768 1.73 -5.39

3 5703 Muhibbah Engine Heavy Construction 980 2.21 -1.09

4 8524 Taliworks Water 913 2.06 -3.90

5 4383 Jaya Tiasa Holdings Forestry 857 1.93 3.51

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 7022 Globetronics Technology Semiconductors 1,073 2.42 8.36

2 3069 Mega First Conventional Electricity 999 2.25 4.79

FTSE Bursa Malaysia MidS Cap Shariah Index Data as at: 30 June 2017

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Data definitions available from ftserussell.com For further information visit ftserussell.com, email [email protected] or call your local FTSE Russell offices: Sydney +61 (0)2 8823 3521 Beijing +86 10 5833 2202 Dubai +971 4 401 9578 Hong Kong +852 2164 3333 London +44 (0)20 7866 1810 Milan +39 02 3604 6953 New York +1 866 551 0617 Paris +33 (0)1 53 76 82 89 Rio de Janeiro +55 21 3736 3726 San Francisco +1 866 551 0617 Seattle +1 866 551 0617 Shanghai +86 21 6058 9131 Tokyo +81 (3) 3581 2764 Toronto +1 866 551 0617