Warsaw, August 23, 2019
Communiqué
(WSE Main List)
The Warsaw Stock Exchange informs that pursuant to Resolution No. 804/2019 of the Management Board of August 12, 2019, starting from the session on September 3, 2019, the WIG-ESG index portfolio will include companies in accordance with the attached list.
The shares of companies in the WIG-ESG index were determined on the basis of the number of free float shares, taking into account the ESG Ranking (ESG ratio) and the assessment of the application of the principles of the Code of Good Practice (Best Practice ratio). In addition, the shares of PKOBP and PZU companies were limited to 10%, and the total share of companies exceeding 5% the value of the index portfolio was limited to 40%.
The rules for limiting company shares resulting from the ESG Ranking and the Code of Good Practice Ranking are presented in the following tables:
ESG Ranking
|
No |
Description |
ESG ratio |
|
1 |
shares of companies with a score in the ESG Risk Rating Reports below or equal to |
1,00 |
|
2 |
shares of companies with a score in the ESG Risk Rating Reports above the first, |
0,90 |
|
3 |
shares of companies with a score in the ESG Risk Rating Reports above |
0,80 |
|
4 |
shares of companies with a score in the ESG Risk Rating Reports above the third |
0,70 |
|
5 |
shares of companies with a score in the ESG Risk Rating Reports above |
0,60 |
Code of Best Practice Ranking
|
No |
Description |
Best Practice ratio |
|
1 |
shares of companies in the first category |
1,00 |
|
2 |
shares of companies in the second category |
0,95 |
|
3 |
shares of companies in the third category |
0,90 |
|
4 |
shares of companies in the fourth category |
0,85 |
| WIG20 | 3,155.57 | 0.57% | |
| mWIG40 | 8,123.65 | 0.09% | |
| WIG | 116,148.72 | 0.36% |