FTSE SET Index Series is the result of collaboration between the Stock Exchange of Thailand and FTSE Group – one of the leading index expert in the world. This new series of investible and transparent benchmarks is specially designed to measure the performance of Thai capital market and can be used as a basis for attractive index-linked products that appeal to both local and international investors. FTSE SET Index Series comprises indices segmented as below.

by Market Capitalization
by Shariah Compliance

FTSE SET Index Series (segmented by market capitalization)

FTSE SET Index Series segmented by market capitalization consists of one tradable index and five benchmark indices as below:

Index name	Symbol	Details	Frequency of Calculation
FTSE SET Large CapIndex	FSTHL	Top 30 companies on the SET Main Board ranked by full market capitalization, that meet the relevant eligibility requirements	intra-second basis*
FTSE SET Mid Cap Index	FSTHM	Companies within the top 90% by full market capitalization on the SET Main Board that are not large enough to feature in the FTSE SET Large Cap Index, that meet the relevant eligibility requirements	60 seconds
FTSE SET Small Cap Index	FSTHS	Companies within the top 98% by full market capitalization on the SET Main Board that are not large enough to be constituents of the FTSE SET Large Cap Index or FTSE SET Mid Cap Index, and that meet the relevant eligibility requirements	60 seconds
FTSE SET Mid/Small Cap Index	FSTHMS	A combination of the companies in the FTSE SET Mid Cap Index and FTSE SET Small Cap Index, that meet the relevant eligibility requirements	60 seconds
FTSE SET All -Share Index	FSTHA	All companies within the top 98% by full market capitalization on the SET Main Board that meet the relevant eligibility requirements	60 seconds
FTSE SET Fledgling Index	FSTHF	The remaining 2% of companies on the SET Main Board that are too small to be included in the FTSE SET All-Share Index.	60 seconds

* intra-second basis: The index will be calculated each time there is a price change

Key summary of FTSE SET Index Series

“Since November 11, 2010, FTSE SET All-Share Industry Indices are End-of-day indices available only and segmented accroding to Industry Classification Benchmark (ICB). They are derived from constituents in the FTSE SET All-Share Index. This indices are included 10 Industry groups, 19 Supersector and 39 Sector indices. These provide investors with a set of tools for deeper analysis of the Thailand market and the opportunity to create sector-specific funds and index-linked products.”

Index Methodology	Adjusted for free-float and cross-holding Free float criteria for eligible stocks : greater than 15% Liquidity screening criteria : turnover of 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 ten of the twelve months prior to the semi-annual review
Base Date	29 February 2008
Base Value	1000 with 2 decimal points
Index Currency	Thai Baht
Index Review Period	Semi-annually in June and December

Download Document	File Type
FTSE SET Index Series - Comparative Historical Price Index
FTSE SET Large Cap and SET50 - Comparative Performance
Factsheet FTSE SET Index Series

Disclaimer:

“The FTSE SET Index Series (“Index Series”) is calculated by FTSE International Limited (“FTSE”) in conjunction with the Stock Exchange of Thailand (“SET”) (collectively the “Licensor Parties”). All rights in the Index Series vest in the Licensor Parties. “FTSE” is a trade mark of the London Stock Exchange Plc and The Financial Times Limited and is used by FTSE under licence. “SET” is a trade mark of SET. Neither the Licensor Parties nor their respective licensors accept any liability (including in negligence) for any loss arising out of use of the Index Series by any person

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