The FTSE/JSE Africa Index Series is the result of our joint venture with FTSE Russell.
- Connect directly to our data centre in South Africa for live and intra-day/end-of-day data or to our International Access Point for live data. International parties can also access the live data directly from FTSE Russell.
- Some live data distributors offer delayed market data. You may also subscribe to our live data service and choose to delay the data. In order for data to be classified as delayed, a 15-minute lapse must be applied.
- We offer a range of statistical, pricing and reference data packaged into various intra-day and end-of-day data products. International parties can also obtain certain end-of-day products directly from FTSE Russell.
- We offer a range of historical data with select data provided on an adhoc basis as and when there is a request.
- If you are interested in creating a product linked to a FTSE/JSE index (index tracker fund/structured product) or creating a custom index, please contact our Market Data team.
The following index end-of-day data products are available for all indices:
- Valuations data: End-of-day capital and total return index values, the index code, index capitalisation and the number of constituents, as well as the ex-dividend adjustment for the day and for the year to date, and the actual dividend yield of the index.
- Constituents data: Information on all the index constituents, including the constituent name, the ISIN and Exchange Code, the closing price, the total market capitalisation, the investable market capitalisation (the total market capitalisation adjusted for free float), the number of shares in issue and the percentage weight of the constituent in the index.
- Tracker data: This file highlights corporate actions and constituent changes that will be implemented that evening, making it possible to plan and implement timely changes to investment products. It provides index-level data, stock-level weighting amendments and stock-level ex-dividend changes.
For certain indices, you can also access the following end-of-day products:
- Open constituent data: This file contains constituent-level information, at close of business the previous day and incorporates the corporate action changes as documented in the corresponding tracker service. It gives index tracker fund managers a clear picture of their portfolio at the beginning of the trading day.
- Five-day tracker data: A rolling five-day view of upcoming corporate actions and company changes, including capital repayment, rights issue and share changes as well as constituents’ name changes and investability weight changes.
This service provides subscribers with a file containing index level data. It provides the end-of-day capital and total return index values, the index code, index market capitalisation and number of constituents. The file also contains information on the XD Adjustment (the ex dividend adjustment for the day) as well as the XD adjustment for the year to date, along with the actual dividend yield of the index.
This service provides subscribers with a file which contains information on all the index constituents, inter alia the constituent name, the ISIN and Exchange Code, the closing price, the total market capitalisation, the investable market capitalisation (the total market cap adjusted for free float), the number of shares in issue and the percentage weight of the constituent in the index.
This service provides subscribers with a file highlighting corporate actions and constituent changes that will be implemented that evening, effective for open the following trading day. The service is designed to give users forward notice of corporate events and index changes, allowing them to plan for and implement any changes to their own investment products in a timely fashion. The file is split into three sections, namely; Index level data, Stock level weighting amendments and Stock level Ex-dividend changes.
The following EOD products are made available for all Indices
Similar to the Constituent Data Service, this service provides subscribers with a file which contains constituent-level information, but is disseminated at close of business the previous day, therefore providing the information before the beginning of the trading day, and incorporates the corporate action changes that were implemented at close of business during the previous trading day, as documented in the corresponding Tracker Service. This service is designed to give index tracker fund managers a clear picture of their portfolio at the beginning of the trading day.
This service provides users with a rolling five-day preview of upcoming corporate actions and company changes. It includes constituent changes such as name change, investability weight changes and corporate actions such as capital repayment, rights issue and share changes.
In addition, certain Indices have the following additional EOD data products available
The JSE also facilitates product creation on all FTSE/JSE Indices and the creation of custom indices. If you would like to launch a product off a FTSE/JSE index or create your own custom index, please contact us.
All data and information provided by the JSE, except as otherwise indicated, is proprietary to the JSE. You may not copy, reproduce, modify, reformat, download, store, distribute, publish or transmit any data and information, except for your personal use. For the avoidance of doubt, you may not develop or create any product that uses, is based on, or is developed in connection with any of the data and information available on this site. You are not permitted (except where you have been given express written permission by the JSE) to use the data and information for commercial gain.