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General SENS Submitter Company - Informative Notice 20240716 FTSEJSE Changes to Intra-quarter Notices

Release Date: 16/07/2024 17:30
Code(s): GSSC     PDF:  
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Informative Notice – 20240716 FTSEJSE Changes to Intra-quarter Notices

                                                                                                                         CORPORATE




  FTSE/JSE Africa Index Series: Indices reflected on the ICA/Technical
              notice for intra-quarter Corporate Actions


                                                  16 July 2024
FTSE/JSE would like to make market participants aware of the intention to reduce the number of indices that are
reflected on the intra-quarter corporate actions technical notices. The aim is to encourage market participants to use
the 5-day tracker files, T+1 tracker files, and any other client products files to improve efficiency. The End Of Day
products will not be impacted by this change.

When determining the timeline for the implementation of any change, FTSE/JSE is mindful of the broad usage of
these notices in the market and the need to provide appropriate notice. Therefore, this change will only be effective
after the September 2024 quarterly review (effective from the open Monday 23 September 2024).

The current ICA/Technical notices are published at the link below:
FTSE JSE Africa Index Series Documents | JSE Client Portal


Below is a list of indices that will be included in the intra-quarter
notices:

                            Index                                         End Of Day Product Code

FTSE/JSE Responsible Investment Top 30 Index (J110)               Jri3t; Jri3f

FTSE/JSE Shariah Top 40 Index (J140)                              Jsat; Jsaf

FTSE/JSE Top 40 Index (J200)                                      Zatr; Zatf

FTSE/JSE All Share Index (J203)                                   Zatr; Zatf

FTSE/JSE Fledgling Index (J204)                                   Zatr; Zatf

FTSE/JSE Resource 10 Index (J210)                                 Zatr; Zatf

FTSE/JSE Industrial 25 Index (J211)                               Zatr; Zatf

FTSE/JSE Financial 15 Index (J212)                                Zatr; Zatf

FTSE/JSE Financial and Industrial 30 Index (J213)                 Zatr; Zatf

FTSE/JSE Alternative Exchange Index (J232)                        Zatr; Zatf

FTSE/JSE ALT X 15 Index (J233)                                    Zatr; Zatf

FTSE/JSE Preference Share Index (J251)                            Jpst; Jpsf

FTSE/JSE SA Listed Property Index (J253)                          Zatr; Zatf

FTSE/JSE Capped Property Index (J254)                             Js5t; Js5f

FTSE/JSE Tradable Property Index (J800)                           J800t; J800f
                                                                                                CORPORATE




                           Index                                      End Of Day Product Code

FTSE/JSE All Property Index (J803)                       J803t; J803f

FTSE/JSE SA REIT Index (J805)                            J805t; J805f



Below is a list of indices that will be excluded from the intra-
quarter notices:

                                                         End Of Day Product
                           Index
FTSE/JSE Responsible Investment Index (J113)             Jrit; Jrif

FTSE/JSE Capped Shariah Top 40 Index (J141)              J4ct; J4cf

FTSE/JSE Shariah All Share Index (J143)                  Jsat; Jsaf

FTSE/JSE Mid Cap Index (J201)                            Zatr; Zatf

FTSE/JSE Small Cap Index (J202)                          Zatr; Zatf

FTSE/JSE All-Share Value Factor Index (J203VF)           Zafvt; Zafvf

FTSE/JSE All-Share Quality Factor Index (J203QF)         Zafft; Zafff

FTSE/JSE All-Share Volatility Factor Index (J203VOF)     Zafvft; Zafvff

FTSE/JSE All-Share Size Factor Index (J203SF)            Zafst; Zafsf

FTSE/JSE All Share Yield Factor Index (J203DF)           Zafdt; Zafdf

FTSE/JSE All-Share Low Volatility Focused Factor Index   Zafot; Zafof
(J203LF)

FTSE/JSE All-Share Momentum Factor Index (J203MF)        Zafmt; Zafmf

FTSE/JSE All-Share Comprehensive Factor Index (J203CF)   Zafct; Zafcf

FTSE/JSE Large Cap Index (J205)                          Zatr; Zatf

FTSE/JSE Large & Mid Cap Index (J206)                    Zatr; Zatf

FTSE/JSE Dividend+ Index (J259)                          Dvdr; Dv5d

FTSE/JSE RAFI 40 Index (J260)                            Fjrit; Fjrif

FTSE/JSE RAFI All Share Index (J263)                     J263t; j263f

FTSE/JSE Capped Rafi All Share Index (J283)              J283t; J283f

FTSE/JSE Equally Weighted Top 40 Index (J2EQ)            Jeqt; Jeqf

FTSE/JSE Capped Top 40 Index (J300)                      Js1t; Js1f

FTSE/JSE Capped All Share Index (J303)                   Js2t; Js2f

FTSE/JSE Capped Resource 10 Index (J310)                 J31t; J31f
                                                                                                       CORPORATE




                               Index                                       End Of Day Product Code

 FTSE/JSE Capped Industrial 25 Index (J311)                        J311t; J311f

 FTSE/JSE Value Index (J330)                                       Zstt; Zstf

 FTSE/JSE Growth Index (J331)                                      Zstt; Zstf

 FTSE/JSE Equally Weighted Resource 10 Index (J3EQ)                J3et; J3ef

 FTSE/JSE Shareholder Weighted Top 40 Index (J400)                 Jstd; Js3f

 FTSE/JSE Shareholder Weighted All Share Index (J403)              Jstd; Js4f

 FTSE/JSE Capped SWIX Top 40 Index (J430)                          Js3ct; Js3cf

 FTSE/JSE Capped SWIX All Share Index (J433)                       Js4ct; Js4cf

 FTSE/JSE Equally Weighted Financial 15 index (J4EQ)               J4eq; J4ef

 FTSE/JSE Equally Weighted Industrial 25 Index (J5EQ)              J5et; J5ef

 FTSE/JSE Top 40 Minimum Variance Index (J700)                     J4mvt; J4mvf

 FTSE/JSE All-Share Minimum Variance Index (J703)                  Jsmvt; Jsmvf

 FTSE/JSE SWIX Resource 10 Index (JSZ0)                            Js6t; Js6f

 FTSE/JSE SWIX Industrial 25 Index (JSZ1)                          Js6t; Js6f

 FTSE/JSE SWIX Financial 15 Index (JSZ2)                           Js6t; Js6f

 FTSE/JSE SWIX Financial and Industrial 30 Index (JSZ3)            Js6t; Js6f




For further information please contact FTSE Russell Client Services at info@ftserussell.com 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
 South Africa          +27 (0) 11 520 7000



Alternatively please visit our website at lseg.com/ftse-russell


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Date: 16-07-2024 05:30:00
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