Index Change Advice – 20231108 Liberty Two Degrees Deletion Liberty Two Degrees (South Africa): Constituent Deletion FTSE/JSE Africa Index Series 01 November 2023 Subject to completion of the scheme of arrangement, the proposed delisting of Liberty Two Degrees (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 Small Cap Index (J202) Liberty Two Degrees (South Africa, 08 November 2023 ZAE000260576, BYWJWV7) will be deleted from the index. FTSE/JSE All Share Index (J203) Liberty Two Degrees will be deleted from the 08 November 2023 index. FTSE/JSE SA Listed Property Index Liberty Two Degrees will be deleted from the 08 November 2023 (J253)* index. FTSE/JSE Capped Property Index Liberty Two Degrees will be deleted from the 08 November 2023 (J254)* index. FTSE/JSE RAFI All Share Index (J263) Liberty Two Degrees will be deleted from the 08 November 2023 index. FTSE/JSE RAFI All Share Capped Index Liberty Two Degrees will be deleted from the 08 November 2023 (J283) index. FTSE/JSE Capped All Share Index Liberty Two Degrees will be deleted from the 08 November 2023 (J303) index. FTSE/JSE Style Index (J330 and J331) Liberty Two Degrees will be deleted from the 08 November 2023 index. FTSE/JSE SA REIT Index (J805) Liberty Two Degrees will be deleted from the 08 November 2023 index. FTSE/JSE All-Share Minimum Variance Liberty Two Degrees will be deleted from the 08 November 2023 Index (J703) index. FTSE/JSE All Share Yield Factor Index Liberty Two Degrees will be deleted from the 08 November 2023 (J203DF) index. Effective From Index Change Start of Trading FTSE/JSE All Share Low Volatility Liberty Two Degrees will be deleted from the 08 November 2023 Focused Factor Index (J203LF) index. FTSE/JSE All Share Size Factor Index Liberty Two Degrees will be deleted from the 08 November 2023 (J203SF) index. FTSE/JSE All Share Volatility Factor Liberty Two Degrees will be deleted from the 08 November 2023 Index (J203VOF) index. FTSE/JSE Shareholder Weighted All Liberty Two Degrees (South Africa, 08 November 2023 Share Index (J403) ZAE000260576, BYWJWV7) will be deleted from the index. FTSE/JSE Capped Shareholder Liberty Two Degrees will be deleted from the 08 November 2023 Weighted All Share Index (J433) index. FTSE/JSE SA All Property Index (J803) Liberty Two Degrees will be deleted from the 08 November 2023 index. * As per FTSE/JSE Review Notice, there are no eligible reserve companies, consequently the constituent count will be reduced on the effective date. For further information please contact FTSE Russell Client Services at info@ftserussell.com or indices@jse.co.za or call: Australia +61 (0) 2 7228 5659 Hong Kong +852 2164 3333 Japan +81 3 6441 1430 London +44 (0) 20 7866 1810 New York +1877 503 6437 JSE Limited +27 11 520 7000 Alternatively please visit our website at lseg.com/ftse-russell or www.ftsejse.co.za Terms of Use | Copyright © 2023 FTSE Russell Date: 01-11-2023 05:20:00 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. The JSE, their officers, employees and agents accept no liability for (or in respect of) any direct, indirect, incidental or consequential loss or damage of any kind or nature, howsoever arising, from the use of SENS or the use of, or reliance on, information disseminated through SENS.