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Index Change Advice – 20200921 September 2020 Minimum Variance Review ICA
FTSE/ JSE Africa Index Series – Minimum Variance Indices Review
11 September 2020
The following changes will be made to the FTSE/JSE Minimum Variance Indices after close of business on
Friday, 18 September 2020 and will be effective at start of business on Monday, 21 September 2020.
FTSE/JSE Top 40 Minimum Variance Index (J700)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
NED Nedbank Group ZAE000004875 502,054,496 69.540357029290%
RNI Reinet Investments LU0383812293 195,941,286 75.069999795755%
MCG MultiChoice Group ZAE000265971 442,512,678 99.839110592991%
SBK Standard Bank Group ZAE000109815 1,619,929,317 78.900000000247%
FSR Firstrand Limited ZAE000066304 5,609,488,001 82.364763208837%
SLM Sanlam ZAE000070660 2,226,974,408 74.820000052686%
HAR Harmony ZAE000015228 603,145,648 84.609999818610%
ABG Absa Group Limited ZAE000255915 847,750,679 84.622000049144%
EXX Exxaro Resources ZAE000084992 358,706,754 69.730459549697%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
NRP NEPI Rockcastle PLC IM00BDD7WV31 62.194681031864%
INL Investec Ltd ZAE000081949 95.105318435420%
GRT Growthpoint Properties Ltd ZAE000179420 97.240000004738%
CPI Capitec Bank Holdings Ltd ZAE000035861 65.704191322130%
INP Investec PLC GB00B17BBQ50 96.700000056602%
FTSE/JSE All Share Minimum Variance Index (J703)
Equities for inclusion to index
Ticker Constituent ISIN SII Free Float
AMS Anglo American Platinum ZAE000013181 269,681,886 22.719999814893%
RNI Reinet Investments LU0383812293 195,941,286 75.069999795755%
ATT Attacq Limited ZAE000177218 750,334,130 93.599999963730%
MNK Montauk Holdings Ltd ZAE000197455 138,312,713 47.932480378859%
L4L Long4life ZAE000243119 818,546,348 85.534098736857%
QLT Quilter GB00BDCXV269 1,840,554,972 53.532359256859%
MCG MultiChoice Group ZAE000265971 442,512,678 99.839110592991%
ZED Zeder Investments ZAE000088431 1,613,843,495 55.171721974337%
LBH Liberty Hldgs. ZAE000127148 286,202,373 41.410688792577%
ARI African Rainbow Minerals Ltd ZAE000054045 223,256,200 47.290000074568%
SLM Sanlam ZAE000070660 2,226,974,408 74.820000052686%
ABG Absa Group Limited ZAE000255915 847,750,679 84.622000049144%
RMH RMB Holdings ZAE000024501 1,411,703,218 78.462478715546%
REM Remgro ZAE000026480 529,217,007 95.292880865410%
MTM Momentum Metropolitan Holdings ZAE000269890 1,497,475,356 65.500000054759%
OMU Old Mutual Ltd ZAE000255360 4,708,553,649 96.940000014004%
SNT Santam ZAE000093779 115,131,417 35.980000141925%
MRP Mr Price Group ZAE000200457 257,045,727 99.910000060052%
TRU Truworths International ZAE000028296 442,963,993 95.700000030491%
TFG The Foschini Group Ltd ZAE000148466 331,459,540 97.470991901420%
CML Coronation Fund Managers ZAE000047353 349,799,102 73.523804529378%
Equities for exclusion from index
Ticker Constituent ISIN Free Float
SOL Sasol Ltd ZAE000006896 88.596465889772%
NPK Nampak Ltd ZAE000071676 93.280000009974%
PPC PPC Ltd ZAE000170049 82.289999981615%
RBP Royal Bafokeng Platinum ZAE000149936 58.749999845436%
MPT Mpact Ltd ZAE000156501 97.803728912617%
NRP NEPI Rockcastle PLC IM00BDD7WV31 62.194681031864%
TCP Transaction Capital ZAE000167391 79.549034632086%
HMN Hammerson Plc GB00BK7YQK64 12.676327718089%
CLH City Lodge Hotels Ltd ZAE000117792 83.053462769553%
OCT Octodec Investments Ltd ZAE000192258 61.020000053720%
RCL RCL Foods Ltd ZAE000179438 23.499999936231%
SUR Spur Corp. Ltd ZAE000022653 84.567032435775%
TSG Tsogo Sun Gaming ZAE000273116 49.272798644321%
KAP KAP Industrial Holdings Ltd ZAE000171963 97.356973618849%
RES Resilient REIT Ltd ZAE000209557 78.305645597466%
EMI Emira Property Fund ZAE000203063 74.690000041269%
VKE Vukile Property Fund Ltd ZAE000180865 92.320000003179%
LEW Lewis Group Ltd ZAE000058236 98.610000049068%
For further information please contact FTSE Russell Client Services at info@ftserussell.com or indices@jse.co.za or call:
Australia +1800 653 680
Hong Kong +852 2164 3333
Japan +81 3 4563 6346
London +44 (0) 20 7866 1810
New York +1866 551 0617
JSE Limited +27 11 520 7000
Alternatively please visit our website at www.ftserussell.com or www.ftsejse.co.za
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Date: 11-09-2020 05:10:00
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