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Index Change Advice – 20200921 September 2020 Minimum Variance Review ICA Updated
FTSE/ JSE Africa Index Series – Minimum Variance Indices Review
Updated
18 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%
Update: The equities for exclusion from J700 index have been updated as below. This does
not impact ranking in any indices.
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%
SSW Sibanye Stillwater ZAE000259701 81.129408789124%
MRP Mr Price Group Ltd ZAE000200457 99.910000060052%
WHL Woolworths Holdings Ltd ZAE000063863 82.945637734734%
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:
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Alternatively please visit our website at www.ftserussell.com or www.ftsejse.co.za
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Date: 18-09-2020 05:05:00
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