​​​​​​Introduc​tion to Bond ETP (Electronic Tradi​ng Platform) programme​​​​

In 2013 National Treasury indicated that they had a requirement to monitor its Primary Dealers' quote obligations in the secondary market. The Electronic Trading Platform (ETP) is an electronic order book that offers public price transparency on selected South African government bonds.

The purpose of the Bond ETP programme is to implement an electronic trading platform where Primary Dealer Quoting Obligations are automated in a central venue and where Transparency in the local debt market can be observed.

 Bond ETP General Documentation

 

 

ETP TOR Amended 050718 ETP TOR Amended 050718 406037https://www.jse.co.za/BondWTPDocs/ETP TOR Amended 050718 Clean version (002).pdf7/5/2018 10:00:00 PMpdf
Bond ETP - Settlement Operations Training June2018 - FinalBond ETP - Settlement Operations Training June2018 - Final1556648https://www.jse.co.za/BondWTPDocs/Bond ETP - Settlement Operations Training June2018 - Final.pdfpdf
Bond ETP - Risk and Default Management Training June2018 - FinalBond ETP - Risk and Default Management Training June2018 - Final1973002https://www.jse.co.za/BondWTPDocs/Bond ETP - Risk and Default Management Training June2018 - Final.pdfpdf
Bond ETP JSE Price List 2018Bond ETP JSE Price List 2018674336https://www.jse.co.za/BondWTPDocs/Bond ETP JSE Price List 2018.pdf5/27/2018 10:00:00 PMpdf
ETP IM BacktestingETP IM Backtesting456244https://www.jse.co.za/BondWTPDocs/ETP IM Backtesting.pdf5/14/2018 10:00:00 PMpdf
ETP IM Methodology v7ETP IM Methodology v7647398https://www.jse.co.za/BondWTPDocs/ETP IM Methodology v7.pdf5/14/2018 10:00:00 PMpdf
Bond ETP - Settlement Model v2.0Bond ETP - Settlement Model v2.0811660https://www.jse.co.za/BondWTPDocs/Bond ETP - Settlement Model v2.0.pdf7/5/2018 10:00:00 PMpdf
Terms and Conditions of Scrip Lending Facility Terms and Conditions of Scrip Lending Facility 99100https://www.jse.co.za/BondWTPDocs/Terms and Conditions of Scrip Lending Facility (Final).pdf3/19/2018 10:00:00 PMpdf
Workshop - Bond ETP Margining 20180309Workshop - Bond ETP Margining 20180309793055https://www.jse.co.za/BondWTPDocs/Workshop - Bond ETP Margining 20180309.pdf3/19/2018 10:00:00 PMpdf
Bond ETP - Default Management Policy v1.0Bond ETP - Default Management Policy v1.0388963https://www.jse.co.za/BondWTPDocs/Bond ETP - Default Management Policy v1.0.pdf3/19/2018 10:00:00 PMpdf

 

 

 Bond ETP Technical Documentation

 

 

Technical specification volume 2Technical specification volume 22354166https://www.jse.co.za/BondWTPDocs/CMF Market-Volume 2-ENG.PDFpdf
Technical specification volume 1Technical specification volume 12436313https://www.jse.co.za/BondWTPDocs/CMF Market-Volume 1-ENG.PDFpdf
MTS-Serviceprovider-Volume 2-ENGMTS-Serviceprovider-Volume 2-ENG1916735https://www.jse.co.za/BondWTPDocs/MTS-Serviceprovider-Volume 2-ENG.pdfpdf
MTS-Serviceprovider-Volume 1-ENGMTS-Serviceprovider-Volume 1-ENG2640277https://www.jse.co.za/BondWTPDocs/MTS-Serviceprovider-Volume 1-ENG.pdfpdf
CMF - Conformance Test Guide - Version 3.4 - Vol 2CMF - Conformance Test Guide - Version 3.4 - Vol 22853419https://www.jse.co.za/BondWTPDocs/CMF - Conformance Test Guide - Version 3.4 - Vol 2.pdfpdf
CMF - Conformance Test Guide - Version 3.4 - Vol 1CMF - Conformance Test Guide - Version 3.4 - Vol 13346459https://www.jse.co.za/BondWTPDocs/CMF - Conformance Test Guide - Version 3.4 - Vol 1.pdfpdf