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 live date for the FTSE/JSE partnership in the Fixed Income space is 6 April 2020.
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
- Increased ease of use
- Enhanced dataset
- Automation friendly
- Time saving
- Combined expertise and multi-asset solutions
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