General SENS Submitter Company - Index Change Advice 20220203 Q1 Reconstitution ICA

Index Change Advice – 20220203 Q1 Reconstitution ICA

                                       FTSE/JSE Fixed Income Index Series - Quarterly Reconstitution
                                                                       14 January 2022
                                  All constituent and weighting changes will be applied at 12:00 noon on Thursday 3 February 2022

                                                           FTSE/JSE All Bond Index (ALBI20)
Weighting Factor Changes
InstrumentCode     Issuer                                                        ISIN                     Current Weight               New Weight
ES42               Eskom Holdings Soc Limited                                    ZAG000107780                           21,370                      21,437
R186               Republic Of South Africa                                      ZAG000016320                        365,229                       366,008
R2030              Republic Of South Africa                                      ZAG000106998                        314,582                       316,535
R2032              Republic Of South Africa                                      ZAG000107004                        232,311                       238,847
R2037              Republic Of South Africa                                      ZAG000107012                        225,182                       229,083
R2040              Republic Of South Africa                                      ZAG000125980                        155,914                       159,811
R2044              Republic Of South Africa                                      ZAG000106972                        195,702                       195,972
R2048              Republic Of South Africa                                      ZAG000096173                        336,357                       340,282


Bonds for inclusion to index
InstrumentCode     Issuer                                                        ISIN                 IssuerClassIndex           TermToMaturityIndex         Weight
FRX26              Firstrand Bank Limited                                        ZAG000112160                 ALBI20O                    ALBI203                4,818


Bonds for exclusion from index
InstrumentCode     Issuer                                                        ISIN                 IssuerClassIndex           TermToMaturityIndex         Weight
R2023              Republic Of South Africa                                      ZAG000096165                 ALBI20G                    ALBI201               86,052


                                                        FTSE/JSE Inflation-Linked Index (CILI15)

Weighting Factor Changes
InstrumentCode     Issuer                                                        ISIN                     Current Weight               New Weight
I2029              Republic Of South Africa                                      ZAG000137191                           35,885                      35,900
I2033              Republic Of South Africa                                      ZAG000125998                           43,940                      44,760
I2046              Republic Of South Africa                                      ZAG000106980                           71,775                      74,090
I2050              Republic Of South Africa                                      ZAG000096603                           83,275                      84,625


Bonds for inclusion to index
InstrumentCode     Issuer                                                        ISIN                 IssuerClassIndex           TermToMaturityIndex         Weight
EL31               Eskom Holdings Soc Limited                                    ZAG000116443                 CILI15S                    CILI157                 4,843
HWAY23             The South African National Roads Agency Soc Limited           ZAG000075862                 CILI15S                    CILI151                 2,918


Bonds for exclusion from index
InstrumentCode     Issuer                                                        ISIN                 IssuerClassIndex           TermToMaturityIndex         Weight
ABSI2              Absa Bank Limited                                             ZAG000074378                 CILI15C                    CILI151                1,000
FRBI33             Firstrand Bank Limited                                        ZAG000079245                 CILI15C                    CILI157                1,691

Date: 14-01-2022 05:30:00
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