Index adjustments

September 2018

09/24/2018

Inclusion:
CONPET
ROCOTEACNOR7
Number of shares: 8,657,528
FFF: 0.40
RF: 1

GRUPA LOTOS
PLLOTOS00025
New RF: 0.35

MOL
HU0000153937
New RF: 0.52

Inclusion:
NIS
RSNISHE79420
Number of shares: 163,060,400
FFF: 0.20
RF: 1

PGNIG
PLPGNIG00014
New RF: 0.35

PKN ORLEN
PLPKN0000018
New RF: 0.29

Exclusion:
UNIPETROL
CZ0009091500

CECE OIL EUR

09/24/2018

Inclusion:
HRVATSKI TELEKOM
HRHT00RA0005
Number of shares: 81,670,064
FFF: 0.50
RF: 1

MAGYAR TELEKOM
HU0000073507
New RF: 1.00

NETIA
PLNETIA00014
New number of shares: 335,572,367

New RF: 1.00

ORANGE POLSKA
PLTLKPL00017
New RF: 1.00

PLAY COMMUNICATIONS
LU1642887738
New RF: 1.00

Inclusion:
TELEKOM SLOVENIJE
SI0031104290
Number of shares: 6,535,478
FFF: 0.40
RF: 1

CECE TEL EUR

09/24/2018

GAZPROM
RU0007661625
New RF: 0.95

LUKOIL
RU0009024277
New RF: 0.88

AT0000A0CYU4

AT0000A0CYV2

AT0000A0CYW0

09/24/2018

ALROSA
RU0007252813
New RF: 0.97

NORILSK NICKEL
RU0007288411
New RF: 0.40

AT0000A0CYX8

AT0000A0CYY6

AT0000A0CYZ3

09/24/2018

INTER RAO
RU000A0JPNM1
New RF: 0.37

New FFF: 0.40

MOSENERGO
RU0008958863
New FFF: 0.30

RUSHYDRO
RU000A0JPKH7
New RF: 0.81

Exclusion:
TGK-1
RU000A0JNUD0

AT0000A0CZ36

AT0000A0CZ44

AT0000A0CZ51

09/24/2018

Inclusion:
MOBILE TELESYSTEMS
RU0007775219
Number of shares: 1,998,381,575
FFF: 0.50
RF: 1

SBERBANK
RU0009029540
New RF: 1.00

Exclusion:
SURGUTNEFTEGAZ
RU0008926258

AT0000999602

AT0000A09HJ2

AT0000A09HK0

09/24/2018

Inclusion:
GAZPROM NEFT
RU0009062467
Number of shares: 4,741,299,639
FFF: 0.10
RF: 1

INTER RAO
RU000A0JPNM1
New FFF: 0.40

Inclusion:
MOSCOW EXCHANGE
RU000A0JR4A1
Number of shares: 2,276,401,458
FFF: 0.60
RF: 1

Exclusion:
PIK GROUP
RU000A0JP7J7

Inclusion:
POLYUS
RU000A0JNAA8
Number of shares: 133,561,119
FFF: 0.20
RF: 1

AT0000A09HF0

AT0000A09HG8

AT0000A09HH6

09/24/2018

CENTRAL ASIA METALS
GB00B67KBV28
New RF: 1.00

New FFF: 0.70

HALYK SAVINGS BANK GDR
US46627J3023
New number of shares: 10,995,404,574

New RF: 0.72

KAZ MINERALS
GB00B0HZPV38
New RF: 0.22

KTX USD

KTX EUR

09/24/2018

GAZPROM ADR
US3682872078
New RF: 0.37

Inclusion:
GLOBALTRANS INVESTMENT GDR
US37949E2046
Number of shares: 178,740,916
FFF: 0.60
RF: 1

LENTA GDR
US52634T2006
New number of shares: 97,508,265

LUKOIL ADR
US69343P1057
New RF: 0.34

NORILSK NICKEL ADR
US55315J1025
New RF: 0.95

NOVATEK GDR
US6698881090
New RF: 0.68

ROSNEFT GDR
US67812M2070
New RF: 0.75

SBERBANK ADR
US80585Y3080
New RF: 0.32

TATNEFT GDR
US8766292051
New RF: 0.68

Inclusion:
TCS GROUP HOLDING GDR
US87238U2033
Number of shares: 96,239,291
FFF: 0.50
RF: 1

AT0000A03NM7

AT0000A03NN5

09/24/2018

NORILSK NICKEL ADR
US55315J1025
New RF: 0.31

TMK GDR
US87260R2013
New FFF: 0.40

AT0000A0FP76

AT0000A0FP84

09/24/2018

GAZPROM ADR
US3682872078
New RF: 0.84

LUKOIL ADR
US69343P1057
New RF: 0.78

AT0000A0FP50

AT0000A0FP68

09/24/2018

Exclusion:
ALBENA
BG11ALBAAT17

Exclusion:
CEZ DISTRIBUTION BULGARIA
BG1100025110

Inclusion:
EUROHOLD BULGARIA
BG1100114062
Number of shares: 197,525,600
FFF: 0.40
RF: 1

Inclusion:
HOLDING VARNA
BG1100036984
Number of shares: 5,235,900
FFF: 0.50
RF: 1

Exclusion:
MONBAT
BG1100075065

SOPHARMA
BG11SOSOBT18
New RF: 0.68

New FFF: 0.50

BTX BGN

BTX EUR

BTX USD

09/24/2018

BOSNALIJEK
BABSNLR00005
New number of shares: 8,596,256

TELEKOM SRPSKE
BA100TLKMRA2
New RF: 0.64

BATX EUR

BATX USD

BATX BAM

09/24/2018

HRVATSKI TELEKOM
HRHT00RA0005
New RF: 0.67

Exclusion:
KONCAR-ELEKTROINDUSTRIJA
HRKOEIRA0009

Inclusion:
ZAGREBACKA BANKA
HRZABARA0009
Number of shares: 320,241,955
FFF: 0.10
RF: 1

AT0000A02WT5

CROX EUR

CROX USD

09/24/2018

AERODROM NT BEOGRAD
RSANTBE11090
New number of shares: 34,880,775

New RF: 0.97

Exclusion:
ENERGOPROJEKT HOLDING
RSHOLDE58279

KOMERCIJALNA BANKA
RSKOBBE16946
New RF: 0.90

NIS
RSNISHE79420
New RF: 0.52

SRX RSD

SRX EUR

SRX USD

09/24/2018

HRVATSKI TELEKOM
HRHT00RA0005
New Smoothing factor: 1.1340

KRKA
SI0031102120
New Smoothing factor: 1.0800

LUKA KOPER PORT
SI0031101346
New Smoothing factor: 1.3707

MAGYAR TELEKOM
HU0000073507
New Smoothing factor: 1.1703

O2 C.R.
CZ0009093209
New Smoothing factor: 1.1759

ORANGE POLSKA
PLTLKPL00017
New Smoothing factor: 1.1506

OTP BANK
HU0000061726
New Smoothing factor: 0.3674

RICHTER GEDEON
HU0000123096
New Smoothing factor: 1.0175

New FFF: 0.70

TELEKOM SLOVENIJE
SI0031104290
New Smoothing factor: 1.3485

ZAVAROVALNICA TRIGLAV
SI0021111651
New Smoothing factor: 1.2975

CECE SRI EUR

09/24/2018

Exclusion:
ARENA HOSPITALITY GROUP
HRARNTRA0004

Inclusion:
CHIMIMPORT
BG1100046066
Number of shares: 239,646,267
FFF: 0.30
RF: 1

Exclusion:
ENERGOPROJEKT HOLDING
RSHOLDE58279

FONDUL PROPRIETATEA
ROFPTAACNOR5
New number of shares: 9,176,173,454

New FFF: 0.90

Inclusion:
NIS
RSNISHE79420
Number of shares: 163,060,400
FFF: 0.20
RF: 1

Exclusion:
SOPHARMA
BG11SOSOBT18

09/24/2018

ALIOR
PLALIOR00045
New number of shares: 130,518,716

Inclusion:
APPENINN
HU0000102132
Number of shares: 47,371,419
FFF: 0.70
RF: 1

Exclusion:
ARENA HOSPITALITY GROUP
HRARNTRA0004

Exclusion:
CCC
PLCCC0000016

Inclusion:
CD PROJEKT
PLOPTTC00011
Number of shares: 96,120,000
FFF: 0.80
RF: 1

CENTRAL EUROP. MEDIA ENT.
BMG200452024
New number of shares: 252,121,007

New FFF: 0.40

Inclusion:
CHIMIMPORT
BG1100046066
Number of shares: 239,646,267
FFF: 0.30
RF: 1

Exclusion:
ENERGOPROJEKT HOLDING
RSHOLDE58279

FONDUL PROPRIETATEA
ROFPTAACNOR5
New number of shares: 9,176,173,454

New FFF: 0.90

Inclusion:
GRUPA LOTOS
PLLOTOS00025
Number of shares: 184,811,271
FFF: 0.50
RF: 1

Exclusion:
JSW
PLJSW0000015

LPP
PLLPP0000011
New FFF: 0.70

Inclusion:
NIS
RSNISHE79420
Number of shares: 163,060,400
FFF: 0.20
RF: 1

Inclusion:
PFNONWOVENS
LU0275164910
Number of shares: 8,763,859
FFF: 0.20
RF: 1

RICHTER GEDEON
HU0000123096
New FFF: 0.70

Exclusion:
SOPHARMA
BG11SOSOBT18

Exclusion:
UNIPETROL
CZ0009091500

CECEXT EUR

CECEXT USD

09/24/2018

Inclusion:
BRD-GROUPE SG
ROBRDBACNOR2
Number of shares: 696,901,518
FFF: 0.40
RF: 1

CENTRAL EUROP. MEDIA ENT.
BMG200452024
New number of shares: 252,121,007

New FFF: 0.40

Inclusion:
DIGI COMMUNICATIONS
NL0012294474
Number of shares: 100,000,000
FFF: 0.40
RF: 1

Exclusion:
ENEA
PLENEA000013

Inclusion:
HRVATSKI TELEKOM
HRHT00RA0005
Number of shares: 81,670,064
FFF: 0.50
RF: 1

Inclusion:
KRUK
PLKRK0000010
Number of shares: 18,871,591
FFF: 0.90
RF: 1

Exclusion:
PFNONWOVENS
LU0275164910

Inclusion:
PLAY COMMUNICATIONS
LU1642887738
Number of shares: 253,708,444
FFF: 0.50
RF: 1

Exclusion:
PODRAVKA
HRPODRRA0004

SOPHARMA
BG11SOSOBT18
New FFF: 0.50

Exclusion:
STOCK SPIRITS GROUP
GB00BF5SDZ96

Exclusion:
TRANSELECTRICA
ROTSELACNOR9

Exclusion:
UNIPETROL
CZ0009091500

CECE MID EUR

CECE MID USD

09/24/2018

ATRIUM EUROP.REAL EST.LTD
JE00B3DCF752
New number of shares: 377,603,848

BUWOG AG
AT00BUWOG001
New number of shares: 124,184,779

WBI

09/24/2018

ALIOR
PLALIOR00045
New number of shares: 130,518,716

New Fundamental factor: 0.8176

Inclusion:
APPENINN
HU0000102132
Number of shares: 47,371,419
FFF: 0.70
Fundamental factor: 29.1867

BANK PEKAO
PLPEKAO00016
New Fundamental factor: 0.6314

Exclusion:
CCC
PLCCC0000016

Inclusion:
CD PROJEKT
PLOPTTC00011
Number of shares: 96,120,000
FFF: 0.80
Fundamental factor: 2.2214

CENTRAL EUROP. MEDIA ENT.
BMG200452024
New number of shares: 252,121,007

New FFF: 0.40

New Fundamental factor: 0.9222

CEZ
CZ0005112300
New Fundamental factor: 0.9454

CIG PANNONIA
HU0000097738
New Fundamental factor: 11.4390

ERSTE GROUP BANK AG
AT0000652011
New Fundamental factor: 0.1949

Inclusion:
GRUPA LOTOS
PLLOTOS00025
Number of shares: 184,811,271
FFF: 0.50
Fundamental factor: 1.9097

Exclusion:
JSW
PLJSW0000015

KGHM
PLKGHM000017
New Fundamental factor: 0.6059

KOMERCNI BANKA
CZ0008019106
New Fundamental factor: 1.0075

KONZUM
HU0000142419
New Fundamental factor: 26.6687

LPP
PLLPP0000011
New FFF: 0.70

New Fundamental factor: 0.9038

MAGYAR TELEKOM
HU0000073507
New Fundamental factor: 5.7054

MOL
HU0000153937
New Fundamental factor: 0.6890

MONETA MONEY BANK
CZ0008040318
New Fundamental factor: 4.7327

O2 C.R.
CZ0009093209
New Fundamental factor: 8.1117

OPUS
HU0000110226
New Fundamental factor: 1.4337

OTP BANK
HU0000061726
New Fundamental factor: 0.2743

Inclusion:
PFNONWOVENS
LU0275164910
Number of shares: 8,763,859
FFF: 0.20
Fundamental factor: 49.4456

PGNIG
PLPGNIG00014
New Fundamental factor: 1.4573

PHILIP MORRIS
CS0008418869
New Fundamental factor: 18.4622

PKN ORLEN
PLPKN0000018
New Fundamental factor: 0.4679

PKO BP
PLPKO0000016
New Fundamental factor: 0.1922

POLSKA GRUPA ENERGETYCZNA
PLPGER000010
New Fundamental factor: 1.5696

PZU
PLPZU0000011
New Fundamental factor: 0.4271

RICHTER GEDEON
HU0000123096
New FFF: 0.70

New Fundamental factor: 1.0389

SANTANDER BANK POLSKA
PLBZ00000044
New Fundamental factor: 0.5424

Exclusion:
UNIPETROL
CZ0009091500

VIENNA INSURANCE GROUP AG
AT0000908504
New Fundamental factor: 3.3642

WABERERS
HU0000120720
New Fundamental factor: 10.5135

CECE FND EUR

CECE FND USD

09/24/2018

ANDRITZ AG
AT0000730007
New RF: 0.96

ERSTE GROUP BANK AG
AT0000652011
New RF: 0.28

UBM DEVELOPMENT AG
AT0000815402
New FFF: 0.50

09/24/2018

BANK PEKAO
PLPEKAO00016
New RF: 0.39

09/24/2018

ANDRITZ AG
AT0000730007
New RF: 0.40

ATX IGS

09/24/2018

OMV AG
AT0000743059
New RF: 0.40

VOESTALPINE AG
AT0000937503
New RF: 0.65

ATX BI

09/24/2018

ERSTE GROUP BANK AG
AT0000652011
New RF: 0.33

UBM DEVELOPMENT AG
AT0000815402
New FFF: 0.50

ATX FIN

09/24/2018

AGRANA BETEILIGUNGS-AG
AT000AGRANA3
New RF: 0.95

DO & CO AKTIENGESELLSCHAFT
AT0000818802
New RF: 0.47

Exclusion:
WOLFORD AG
AT0000834007

ATX CPS

09/24/2018

HALYK SAVINGS BANK
KZ000A0LE0S4
New number of shares: 10,995,404,574

New RF: 0.39

KAZ MINERALS
GB00B0HZPV38
New RF: 0.12

KAZAKHTELECOM
KZ0009093241
New RF: 0.85

KTX LOCAL EUR

KTX LOCAL USD

09/24/2018

ANDRITZ AG
AT0000730007
New RF: 0.44

VOESTALPINE AG
AT0000937503
New RF: 0.36

Exclusion:
WOLFORD AG
AT0000834007

ATX GP

09/24/2018

ANDRITZ AG
AT0000730007
New RF: 0.89

OMV AG
AT0000743059
New RF: 0.45

RAIFFEISEN BANK INTERNAT. AG
AT0000606306
New RF: 0.81

UBM DEVELOPMENT AG
AT0000815402
New FFF: 0.50

VOESTALPINE AG
AT0000937503
New RF: 0.73

Exclusion:
WOLFORD AG
AT0000834007

ATX PC8

ATX PC8 TR

ATX PC8 NTR

09/24/2018

ANDRITZ AG
AT0000730007
New RF: 0.33

UBM DEVELOPMENT AG
AT0000815402
New FFF: 0.50

Exclusion:
WOLFORD AG
AT0000834007

ATX FMLY

ATX FMLY TR

ATX FMLY NTR

09/18/2018

CCC
PLCCC0000016
Net-Dividend Markdown: 1.863 PLN

CECE NTR EUR

CECE NTR USD