FTSE/JSE Fixed Income Index Series

Having access to the right information empowers you to make informed investment decisions. Choose the FTSE/JSE All Bond Index (ALBI) and the FTSE/JSE Inflation-Linked Index (CILI) to assess hedging opportunities, benchmark your performance and passively track these indices.   

Together with FTSE Russell, we are extending our existing equity index partnership to include fixed income which combines the regional expertise of the JSE in Africa and the exchange’s market standard bond prices, with FTSE Russell’s world-class fixed income index expertise and multi-asset capabilities. Our joint capabilities enable us to provide you with an enhanced South African fixed income offering that targets local and international investors, and broadens our ability to offer multi-asset solutions.

The FTSE/JSE Fixed Income Index suite features

  • The index series consists of two indices: the FTSE/JSE ALBI and the FTSE/JSE CILI
  • FTSE Russell will be the benchmark administrator for the series, carrying out the calculation and production of the indices
  • Value-add files which include Constituent List file publishing bond level values for the FTSE/JSE CILI, and the addition of a 1-Day Tracker file for each index
  • Each of these indices is split into issuer class sub-indices to ensure that every constituent is also a constituent of exactly one issuer class sub-index
  • Each bond in the main index is allocated into one of four term buckets based on the outstanding term to maturity
  • File content has been enhanced in line with FTSE Russell product file content, providing users
    with a range of additional features such as the bond contribution to the index total return, and the all in price Indices
  • These files will be made available via the JSE IDP
  • Daily files with the index constituents, weightings and valuations
  • Includes additional fields such as contribution to Total Return
  • The FTSE/JSE Fixed Income Index Series will be managed in accordance with the International
    Organization of Securities Commissions (IOSCO) Principles for Financial Benchmarks as
    Published in July 2013, and governed by a strict set of transparent ground rules

 Benefits

  • Increased ease of use
  • Enhanced dataset
  • Automation friendly
  • Time saving
  • Combined expertise and multi-asset solutions

 

Disclaimer

​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. ​​

 

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