Interest Rate Market data - Report only trading

Overview

Daily Data

With effect from 5 January 2009 archived data is now only available via subscription.

Certain data groupings will remain available on the website not subject to subscription. However, all data available on this website is from the previous trading day and will only be published by 12:00 (SA time) on the following business day; i.e. data from 5 January, will be published by 12:00 (SA time) on 6 January.

Should you wish to subscribe to any of the reports listed below, please feel free to contact one of our account officers via email IPSClients@jse.co.za.

Please click here to view the previous business day’s report in respect of:

Total Return Indices (TRI)
Provided for three indices that act as a benchmark for asset managers and investors to assess their performance.

Marked-to-market (MTM)
Gives end-of-day prices of all bonds reported through the BTB matching platform.

Turnover statistics
A daily report of the nominal turnover reported through the BTB matching platform. It is reported in respect of the previous day, the week to date, the current month to date and the year to date.

Bond data
Specific instrument information on each instrument reported through the BTB matching platform.

The following reports are available only via subscription:

Zero yield curves
A set of five curves, brought to you in association with the Actuarial Society of South Africa. Three are perfect fit curves generated from the swaps market, bond market and money market data. Two are best decency fits generated from swaps and bond market data.

Constituents
Final constituents and weightings for the All Bond Index (ALBI), plus term and credit splits.

Please feel free to contact one of our account officers via email at IPSClients@jse.co.za. should you wish to subscribe to these reports.

If you have any technical queries regarding the data in these reports please contact IRdataquery@jse.co.za

 Data Disclaimer

With respect to the End of Day Interest Rate Instruments Data provided in this section, the JSE does not guarantee or warrant the availability, the sequence, accuracy, or completeness or any other aspect of the Data (or any part thereof) nor shall the JSE or any of its directors, officers, employees or agents be liable in any way to the reader or to any other person (natural or juristic) (“Person”) whatsoever for any delays, inaccuracies, errors in, or omission in respect of such Data (or any part thereof) or the transmission thereof, or for any actions taken in reliance thereon or for any damages arising from the unavailability or termination of the display of the Data (or any part thereof) at any time without notice or any other liability of whatsoever nature to any Person.