HSI ESG Index

July 2021

The HSI ESG Index ("HSIESG") aims to combine the Hang Seng Index ("HSI") with ESG initiatives.

FEATURESHSIESG has the same list of constituents as its corresponding Base Index (HSI). The weighting of each constituent is based on its weight in the HSI, adjusted by the Tilting Factor.

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The Tilting Factors are calculated according to the ESG Scores. Constituents with higher (lower) ESG Scores are given higher (lower) Tilting Factors. The final weights are obtained by applying a 8% cap for each constituent.

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The ESG Scores are the overall sustainability performance scores compiled by the Hong Kong Quality Assurance Agency, and independent and professional assessment body.

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INFORMATIONLaunch Date 14 May 2019

Backdated To 8 Sep 2014

Base Date 8 Sep 2014

Base Index 3,000

Review Quarterly

Dissemination Every 2 sec

Currency HKD

Total Return Index Available

No. of Constituents 58

VENDOR CODESBloomberg HSIESG

Refinitiv .HSIESG

CONTACT USEmail info@hsi.com.hk

Data has been rebased at 100.00. All information for an index prior to its launch date is back-tested, back-tested performance reflects hypothetical historical performance.

INDEX PERFORMANCE

% ChangeIndex Index Level

1 - Mth 3 - Mth 6 - Mth 1 - Yr 3 - Yr 5 - Yr YTD

HSIESG 3,165.34 -7.67 -7.86 -4.89 +9.73 -6.88 +17.73 -1.11

HSIESG TRI 4,037.01 -7.45 -6.64 -3.09 +12.80 +2.61 +40.30 +0.76

INDEX FUNDAMENTALS

Index Dividend Yield (%) PE Ratio (Times) Annual Volatility*(%)

HSIESG 2.66 17.24 17.26

*Annual Volatility was calculated based on daily return for the past 12-month period.

CORRELATIONIndex HSI HSIESG HSCEI HSCEESG

HSI 1.00 0.99 0.95 0.95

HSIESG - 1.00 0.90 0.90

HSCEI - - 1.00 1.00

HSCEESG - - - 1.00

INDEX STATISTICS

Index Total Market Value (HKD Mn)

Market Value Coverage Ratio^(%)

Market Turnover Coverage^(%)

HSIESG 23,516,252 54.17 53.48

^ The universe comprises securities listed on HKEX Main Board excluding Foreign Companies and Investment Companies. Only Hong Kong portion is counted for secondary listed Greater China companies.

All data as at 30 Jul 2021Disclaimer All information contained herein is provided for reference only. Hang Seng Indexes Company Limited ("HSIL") ensures the accuracy and reliability of the above information to the best of its endeavours. However, HSIL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and accepts no liability (whether in tort or contract or otherwise) whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the contents of this document, or any errors or omissions in its contents and such contents may change from time to time without notice. Prospective investors should also note that value of securities and investments can go down as well as up and past performance is not necessarily indicative of future performance. The information contained in this document is not intended to provide professional advice and should not be relied upon in that regard. Persons intending to use any information obtained from this document are advised to obtain appropriate professional advice.

© Hang Seng Indexes Company Limited 2021. All rights reserved.www.hsi.com.hk

A wholly-owned subsidiary of Hang Seng Bank

CONSTITUENTS (TOP 50)Stock Code ISIN CODE Company Name Industry Classification Share Type Weighting (%)

1299 HK0000069689 AIA Financials HK Ordinary 8.055 GB0005405286 HSBC HOLDINGS Financials HK Ordinary 7.51

388 HK0388045442 HKEX Financials HK Ordinary 6.99700 KYG875721634 TENCENT Information Technology Other HK-listed Mainland Co. 6.62

9988 KYG017191142 BABA-SW Information Technology Other HK-listed Mainland Co. 6.513690 KYG596691041 MEITUAN-W Information Technology Other HK-listed Mainland Co. 3.99

16 HK0016000132 SHK PPT Properties & Construction HK Ordinary 3.772318 CNE1000003X6 PING AN Financials H Share 3.43

2 HK0002007356 CLP HOLDINGS Utilities HK Ordinary 2.87939 CNE1000002H1 CCB Financials H Share 2.81

11 HK0011000095 HANG SENG BANK Financials HK Ordinary 2.683 HK0003000038 HK & CHINA GAS Utilities HK Ordinary 2.58

941 HK0941009539 CHINA MOBILE Telecommunications Red Chip 2.571 KYG217651051 CKH HOLDINGS Conglomerates HK Ordinary 2.37

1810 KYG9830T1067 XIAOMI-W Information Technology Other HK-listed Mainland Co. 2.36823 HK0823032773 LINK REIT Properties & Construction HK Ordinary 2.16

2269 KYG970081173 WUXI BIO Healthcare HK Ordinary 1.842388 HK2388011192 BOC HONG KONG Financials HK Ordinary 1.801398 CNE1000003G1 ICBC Financials H Share 1.791997 KYG9593A1040 WHARF REIC Properties & Construction HK Ordinary 1.73

6 HK0006000050 POWER ASSETS Utilities HK Ordinary 1.532382 KYG8586D1097 SUNNY OPTICAL Industrials Other HK-listed Mainland Co. 1.51

669 HK0669013440 TECHTRONIC IND Consumer Discretionary HK Ordinary 1.452313 KYG8087W1015 SHENZHOU INTL Consumer Discretionary Other HK-listed Mainland Co. 1.452319 KYG210961051 MENGNIU DAIRY Consumer Staples Red Chip 1.433988 CNE1000001Z5 BANK OF CHINA Financials H Share 1.342020 KYG040111059 ANTA SPORTS Consumer Discretionary Other HK-listed Mainland Co. 1.261211 CNE100000296 BYD COMPANY Consumer Discretionary H Share 1.19

17 HK0000608585 NEW WORLD DEV Properties & Construction HK Ordinary 1.0912 HK0012000102 HENDERSON LAND Properties & Construction HK Ordinary 1.02

175 KYG3777B1032 GEELY AUTO Consumer Discretionary Other HK-listed Mainland Co. 0.961109 KYG2108Y1052 CHINA RES LAND Properties & Construction Red Chip 0.77

688 HK0688002218 CHINA OVERSEAS Properties & Construction Red Chip 0.731113 KYG2177B1014 CK ASSET Properties & Construction HK Ordinary 0.72

883 HK0883013259 CNOOC Energy Red Chip 0.686098 KYG2453A1085 CG SERVICES Properties & Construction Other HK-listed Mainland Co. 0.67

101 HK0101000591 HANG LUNG PPT Properties & Construction HK Ordinary 0.662018 KYG2953R1149 AAC TECH Industrials Other HK-listed Mainland Co. 0.65

66 HK0066009694 MTR CORPORATION Consumer Discretionary HK Ordinary 0.57968 KYG9829N1025 XINYI SOLAR Industrials Other HK-listed Mainland Co. 0.57288 KYG960071028 WH GROUP Consumer Staples HK Ordinary 0.55386 CNE1000002Q2 SINOPEC CORP Energy H Share 0.53

1093 HK1093012172 CSPC PHARMA Healthcare Other HK-listed Mainland Co. 0.462628 CNE1000002L3 CHINA LIFE Financials H Share 0.441177 KYG8167W1380 SINO BIOPHARM Healthcare Other HK-listed Mainland Co. 0.40

960 KYG5635P1090 LONGFOR GROUP Properties & Construction Other HK-listed Mainland Co. 0.3827 HK0027032686 GALAXY ENT Consumer Discretionary HK Ordinary 0.37

267 HK0267001375 CITIC Conglomerates Red Chip 0.32241 BMG0171K1018 ALI HEALTH Healthcare Other HK-listed Mainland Co. 0.30

1038 BMG2178K1009 CKI HOLDINGS Utilities HK Ordinary 0.25

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Weightings may not add up to the total due to rounding A wholly-owned subsidiary of Hang Seng Bank