Ask Colin

How can I find the lists of the shares that make up the Australian market indices - All Ordinaries, All Industrials, Alcohol & Tobacco, etc.- and their percentage share of their index?

There is an informative press release about this on the ASX web site (try the Search our Site button). I sent your query to the ASX and they advise as follows:

The Standard & Poors website has provides the list of stocks and their weightings that make up the market and sector indexes. You may like to consult the S&P website for up-to-date information. Their web address is