Index Change Advice - 20220223 Standard Bank Group Scheme of Arrangement with Liberty Holdings Standard Bank Group (South Africa): Scheme of arrangement with Liberty Holdings (South Africa) FTSE/JSE Africa Index Series 17 February 2022 Subject to the completion of the of the cash and stock scheme of arrangement between Standard Bank Group (South Africa, constituent) and Liberty Holdings (South Africa, constituent), and following notification from the Stock Exchange, please see details of affected indexes and effective dates below: Effective From Index Change Start of Trading FTSE/JSE Top 40 Index (J200) Standard Bank Group (South Africa, 23 February 2022 ZAE000109815, B030GJ7) will remain in the index with an increased shares in issue total from 1,619,941,184 to 1,677,219,452* and an increased investability weighting from 79.000000039508% to 79.717165359945%. FTSE/JSE Mid Cap Index (J201) Liberty Holdings will be deleted from the 23 February 2022 index. FTSE/JSE All Share Index (J203) Liberty Holdings will be deleted from the 23 February 2022 index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Large Cap Index (J205) Standard Bank Group will remain in the 23 February 2022 index as detailed above. FTSE/JSE Large and Mid Cap Index Liberty Holdings will be deleted from the 23 February 2022 (J206) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Financial 15 Index Standard Bank Group will remain in the 23 February 2022 (J212) index as detailed above. FTSE/JSE Financial & Industrial 30 Standard Bank Group will remain in the 23 February 2022 Index (J213) index as detailed above. FTSE/JSE Equally Weighted Top 40 Standard Bank Group will remain in the 23 February 2022 Index (J2EQ) index as detailed above. FTSE/JSE Equally Weighted Standard Bank Group will remain in the 23 February 2022 Financial 15 Index (J4EQ) index as detailed above. Effective From Index Change Start of Trading FTSE/JSE Dividend+ Index (J259) Standard Bank Group will remain in the 23 February 2022 index as detailed above. FTSE/JSE RAFI All Share Index Liberty Holdings will be deleted from the 23 February 2022 (J263) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE RAFI All Share Capped Liberty Holdings will be deleted from the 23 February 2022 Index (J283) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Capped Top 40 Index Standard Bank Group will remain in the 23 February 2022 (J300) index as detailed above. FTSE/JSE Capped All Share Index Liberty Holdings will be deleted from the 23 February 2022 (J303) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Style Index (J330 and Liberty Holdings will be deleted from the 23 February 2022 J331) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE RAFI 40 Index (J260) Standard Bank Group will remain in the 23 February 2022 index as detailed above. FTSE/JSE Responsible Investment Liberty Holdings will be deleted from the 23 February 2022 Top 30 Index (J110) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Top 40 Minimum Standard Bank Group will remain in the 23 February 2022 Variance Index (J700) index as detailed above. FTSE/JSE All-Share Minimum Liberty Holdings will be deleted from the 23 February 2022 Variance Index (J703) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Comprehensive Liberty Holdings will be deleted from the 23 February 2022 Factor Index (J203CF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Yield Factor Standard Bank Group will remain in the 23 February 2022 Index (J203DF) index as detailed above. Effective From Index Change Start of Trading FTSE/JSE All Share Low Volatility Liberty Holdings will be deleted from the 23 February 2022 Focused Factor Index (J203LF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Momentum Liberty Holdings will be deleted from the 23 February 2022 Factor Index (J203MF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Quality Factor Liberty Holdings will be deleted from the 23 February 2022 Index (J203QF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Size Factor Liberty Holdings will be deleted from the 23 February 2022 Index (J203SF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Value Factor Liberty Holdings will be deleted from the 23 February 2022 Index (J203VF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE All Share Volatility Factor Liberty Holdings will be deleted from the 23 February 2022 Index (J203VOF) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Shareholder Weighted All Liberty Holding (South Africa, 23 February 2022 Share Index (J403) ZAE000127148, 6515058) will be deleted from the index. Standard Bank Group (South Africa, ZAE000109815, B030GJ7) will remain in the index with an increased shares in issue total from 1,619,941,184 to 1,677,219,452* and an increased investability weighting from 79.000000039508% to 79.717165359945%. FTSE/JSE Capped Shareholder Liberty Holdings will be deleted from the 23 February 2022 Weighted All Share Index (J433) index. Standard Bank Group will remain in the index as detailed above. FTSE/JSE Shareholder Weighted Standard Bank Group will remain in the 23 February 2022 Top 40 Index Index (J400) index as detailed above. FTSE/JSE Capped Shareholder Standard Bank Group will remain in the 23 February 2022 Weighted Top 40 Index (J430) index as detailed above. Effective From Index Change Start of Trading FTSE/JSE Shareholder Weighted Standard Bank Group will remain in the 23 February 2022 Financial 15 Index (JSZ2) index as detailed above. FTSE/JSE Shareholder Weighted Standard Bank Group will remain in the 23 February 2022 Financial & Industrial 30 Index index as detailed above. (JSZ3) FTSE/JSE Responsible Investment Liberty Holdings will be deleted from the 23 February 2022 Index (J113) index. Standard Bank Group will remain in the index as detailed above. *The number of shares and investability weight for Standard Bank Group is based on the scheme terms of 0.5 new Standard Bank Group shares every Liberty Holdings share not already held. Please note: FTSE/JSE will issue a further notice detailing the replacement for Liberty Holdings within the FTSE/JSE Responsible Investment Top 30 Index on Friday 18 February 2022. 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 Terms of Use | Copyright © 2022 FTSE Russell Date: 17-02-2022 05:30:00 Produced by the JSE SENS Department. The SENS service is an information dissemination service administered by the JSE Limited ('JSE'). The JSE does not, whether expressly, tacitly or implicitly, represent, warrant or in any way guarantee the truth, accuracy or completeness of the information published on SENS. 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