Integrated Trading and Clearing (ITAC)

“ITaC” is the abbreviation used for the JSE’s Integrated Trading and Clearing initiative. The ITaC project is a multi‐year programme of work focused on the introduction of an integrated solution for the JSE’s trading and clearing services. 

The objective of the project is to implement world‐class, multi‐product solutions to enhance the JSE’s current trading and clearing functions: on the trading ​side, that means migrating all Derivatives and Cash Bond markets to the MillenniumIT trading platform, while for clearing, it involves the migration of all markets onto the new Cinnober Real‐Time Clearing (RTC) solution.​

Services Documentation​​​

 Trading Documentation​​

 

 

Volume 00D - Trading and Information Overview for Derivative Markets v1.01Volume 00D - Trading and Information Overview for Derivative Markets v1.012007106https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 00D - Trading and Information Overview for Derivative Markets v1.01.pdf3/14/2017 10:00:00 PMpdf
Volume 00E - Trading and Information Overview for Equity Market v3.01Volume 00E - Trading and Information Overview for Equity Market v3.011727995https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 00E - Trading and Information Overview for Equity Market v3.01.pdfpdf
Volume 01 - Native Trading Gateway v3.04Volume 01 - Native Trading Gateway v3.041802524https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 01 - Native Trading Gateway v3.04.pdf1/30/2017 10:00:00 PMpdf
Volume 02 - Trading Gateway (FIX 5.0 SP2) v3.03Volume 02 - Trading Gateway (FIX 5.0 SP2) v3.031115044https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 02 - Trading Gateway (FIX 5.0 SP2) v3.03.pdf8/3/2016 10:00:00 PMpdf
Volume 03 - Post Trade Gateway (FIX 5.0 SP2) v3.06Volume 03 - Post Trade Gateway (FIX 5.0 SP2) v3.062813416https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 03 - Post Trade Gateway (FIX 5.0 SP2) v3.06.pdf3/14/2017 10:00:00 PMpdf
Volume 04 - Drop Copy Gateway (FIX 5.0 SP2) v3.02Volume 04 - Drop Copy Gateway (FIX 5.0 SP2) v3.02841560https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 04 - Drop Copy Gateway (FIX 5.0 SP2) v3.02.pdf3/14/2017 10:00:00 PMpdf
Volume 05 - Market Data Gateway (MITCH - UDP) v3.05Volume 05 - Market Data Gateway (MITCH - UDP) v3.051381455https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 05 - Market Data Gateway (MITCH - UDP) v3.05.pdf3/14/2017 10:00:00 PMpdf
Volume 06 - Market Data Gateway (FAST - UDP) v3.01Volume 06 - Market Data Gateway (FAST - UDP) v3.011144452https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 06 - Market Data Gateway (FAST - UDP) v3.01.pdf8/3/2016 10:00:00 PMpdf
Volume 07 - Indices Feed (FAST - UDP) v3.01Volume 07 - Indices Feed (FAST - UDP) v3.01493511https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 07 - Indices Feed (FAST - UDP) v3.01.pdfpdf
Volume 08 - Regulatory News Feed (FAST - UDP) v3.00Volume 08 - Regulatory News Feed (FAST - UDP) v3.00348167https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 08 - Regulatory News Feed (FAST - UDP) v3.00.pdf2/29/2016 4:00:00 PMpdf
Volume 09D - JSE Reference Data Management v1.02Volume 09D - JSE Reference Data Management v1.021211205https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 09D - JSE Reference Data Management v1.02.pdf5/24/2017 10:00:00 PMpdf
Volume 09E - JSE Reference Data Management v3.02Volume 09E - JSE Reference Data Management v3.02670955https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 09E - JSE Reference Data Management v3.02.pdfpdf
Volume 10 - Reject Codes and Reasons v3.01Volume 10 - Reject Codes and Reasons v3.0163711https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 10 - Reject Codes and Reasons v3.01.xlsx8/3/2016 10:00:00 PMxlsx
MIT_FAST_Templates_JSE_FAST_v_6.0MIT_FAST_Templates_JSE_FAST_v_6.03927https://www.jse.co.za/content/JSEContractSpecificationItems/MIT_FAST_Templates_JSE_FAST_v_6.0.zipzip
ITaC Instrument Reference Data Quick Reference Guide v1.4ITaC Instrument Reference Data Quick Reference Guide v1.4926704https://www.jse.co.za/content/JSEContractSpecificationItems/ITaC Instrument Reference Data Quick Reference Guide v1.4.pdf5/24/2017 10:00:00 PMpdf
Volume 201 - Guide to JSE Trading and Information Conformance v3.02Volume 201 - Guide to JSE Trading and Information Conformance v3.021062159https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 201 - Guide to JSE Trading and Information Conformance v3.02.pdf2/23/2017 10:00:00 PMpdf
Volume 202 - Conformance Test Report v3.02Volume 202 - Conformance Test Report v3.02100469https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 202 - Conformance Test Report v3.02.xlsx2/23/2017 10:00:00 PMxlsx
JSE Trading Session Times Nov 2016JSE Trading Session Times Nov 201635988https://www.jse.co.za/content/JSEContractSpecificationItems/JSE Trading Session Times Nov 2016.xlsxxlsx
Equity Market_Trading Information System_Conceptual Training_v2Equity Market_Trading Information System_Conceptual Training_v22307452https://www.jse.co.za/content/JSEContractSpecificationItems/Equity Market_Trading Information System_Conceptual Training_v2.pdfpdf
Volume A JSE Market Data Statistics v3.00Volume A JSE Market Data Statistics v3.00377879https://www.jse.co.za/content/JSEContractSpecificationItems/Volume A JSE Market Data Statistics v3.00.pdfpdf

 Post-trade Documentation

 

 

Volume PT00 - Post-trade Services Overview v1.02Volume PT00 - Post-trade Services Overview v1.026099478https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT00 - Post-trade Services Overview v1.02.pdfpdf
Volume PT01 - Post-trade EMAPI Common v1.8Volume PT01 - Post-trade EMAPI Common v1.81820277https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT01 - Post-trade EMAPI Common v1.8.pdf6/1/2017 10:00:00 PMpdf
Volume PT02 - Post-Trade EMAPI Clearing v1.8Volume PT02 - Post-Trade EMAPI Clearing v1.86526953https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT02 - Post-Trade EMAPI Clearing v1.8.pdf6/1/2017 10:00:00 PMpdf
Volume PT03 - Post-trade Margining Methodology Specification (JSPAN) v1.1Volume PT03 - Post-trade Margining Methodology Specification (JSPAN) v1.1539007https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT03 - Post-trade Margining Methodology Specification (JSPAN) v1.1.pdf5/4/2017 10:00:00 PMpdf
Volume PT04 Liquidation Period and Large Exposure Add-on Specifications v1.0Volume PT04 Liquidation Period and Large Exposure Add-on Specifications v1.0486035https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT04 Liquidation Period and Large Exposure Add-on Specifications v1.0.pdf5/4/2017 10:00:00 PMpdf
ITaC JSE Booking Fee Replication for the Derivative MarketITaC JSE Booking Fee Replication for the Derivative Market1116320https://www.jse.co.za/content/JSETechnologyDocumentItems/ITaC JSE Booking Fee Replication for the Derivative Market v1.0.pdf4/3/2017 10:00:00 PMpdf
Inputs and Outputs for JSPAN Report v1.0Inputs and Outputs for JSPAN Report v1.062139https://www.jse.co.za/content/JSETechnologyDocumentItems/Inputs and Outputs for JSPAN Report v1.0.xlsx7/14/2016 10:00:00 PMxlsx
EmapiTransactionsForMember 1.18.htnlEmapiTransactionsForMember 1.18.htnl569535https://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsForMember 1.18.html6/1/2017 10:00:00 PMhtml
EmapiTransactionsForMember 1.18.xmlEmapiTransactionsForMember 1.18.xml568529https://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsForMember 1.18.xml6/1/2017 10:00:00 PMxml
EmapiTransactionsXSDEmapiTransactionsXSD4062https://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactions.zipzip
EMAPI TagWire v1.1EMAPI TagWire v1.1381149https://www.jse.co.za/content/JSETechnologyDocumentItems/EMAPI TagWire v1.1.pdf2/16/2017 10:00:00 PMpdf
Volume PT201 - Guide to JSE Post Trading Services Conformance 1.00Volume PT201 - Guide to JSE Post Trading Services Conformance 1.00805187https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT201 - Guide to JSE Post Trading Services Conformance 1.00.pdf3/13/2017 10:00:00 PMpdf
Volume PT202 - Post Trade Services Conformance Test Report 1.00Volume PT202 - Post Trade Services Conformance Test Report 1.0056444https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT202 - Post Trade Services Conformance Test Report 1.00.xlsx3/13/2017 10:00:00 PMxlsx

 EMAPI Revision History Versions

 

 

EmapiTransactionsRevHistForMember1.18.htmlEmapiTransactionsRevHistForMember1.18.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember1.18.htmlhtml
EmapiTransactionsRevHistForMember1.17.htmlEmapiTransactionsRevHistForMember1.17.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember1.17.htmlhtml
EmapiTransactionsRevHistForMember_1.16.0.htmlEmapiTransactionsRevHistForMember_1.16.0.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.16.0.htmlhtml
EmapiTransactionsRevHistForMember_1.15.0.htmlEmapiTransactionsRevHistForMember_1.15.0.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.15.0.htmlhtml
EmapiTransactionsRevHistForMember_1.14.0.htmlEmapiTransactionsRevHistForMember_1.14.0.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.14.0.htmlhtml

 Post-trade Position Papers

 

 

ITaC Position Paper - Post-trade PP01 - Integrated Clearing Overview v1.0ITaC Position Paper - Post-trade PP01 - Integrated Clearing Overview v1.01223279https://www.jse.co.za/content/JSETechnologyDocumentItems/Post-trade PositionPapers/ITaC Position Paper - Post-trade PP01 - Integrated Clearing Overview v1.0.pdfpdf
ITaC Position Paper - Post-trade PP02 - Risk Management v1.0ITaC Position Paper - Post-trade PP02 - Risk Management v1.0290355https://www.jse.co.za/content/JSETechnologyDocumentItems/Post-trade PositionPapers/ITaC Position Paper - Post-trade PP02 - Risk Management v1.0.pdfpdf
ITaC Position Paper - Post-trade PP03 - Securities and Foreign Currency Collateral v1.0ITaC Position Paper - Post-trade PP03 - Securities and Foreign Currency Collateral v1.0508142https://www.jse.co.za/content/JSETechnologyDocumentItems/Post-trade PositionPapers/ITaC Position Paper - Post-trade PP03 - Securities and Foreign Currency Collateral v1.0.pdfpdf
ITaC Position Paper - Post-trade PP04 - Commissions v1.0ITaC Position Paper - Post-trade PP04 - Commissions v1.02204068https://www.jse.co.za/content/JSETechnologyDocumentItems/Post-trade PositionPapers/ITaC Position Paper - Post-trade PP04 - Commissions v1.0.pdfpdf

 Non-Live Market Data Products Specifications

 

 

Non-Live Market Data Products Change Impact Analysis v1.0Non-Live Market Data Products Change Impact Analysis v1.0https://www.jse.co.za/content/JSESpecificationsItems/Non-Live Market Data Products Change Impact Analysis v1.0.xlsxxlsx
Equity Derivatives Non-Live Data Products Specifications v0.1Equity Derivatives Non-Live Data Products Specifications v0.1https://www.jse.co.za/content/JSESpecificationsItems/Equity Derivatives Non-Live Data Products Specifications v0.1.pdfpdf
Currency Derivatives Non-Live Data Products Specifications v0.1Currency Derivatives Non-Live Data Products Specifications v0.1https://www.jse.co.za/content/JSESpecificationsItems/Currency Derivatives Non-Live Data Products Specifications v0.1.pdfpdf

 Other Documentation

 

 

Enablement Request Form ITaCEnablement Request Form ITaC909824https://www.jse.co.za/content/JSEContactListItems/JSE Enablement Request Form ITaC.XLS5/22/2017 10:00:00 PMxls
ITaC Client facing Functions Interfaces v1.01ITaC Client facing Functions Interfaces v1.0130929https://www.jse.co.za/content/JSEContactListItems/ITaC Client facing Functions Interfaces v1.01.xlsxxlsx
Client_Connectivity_Standards_and_Requirements_V3.0Client_Connectivity_Standards_and_Requirements_V3.0777359https://www.jse.co.za/content/JSEContactListItems/Client_Connectivity_Standards_and_Requirements_V3.0.pdf5/7/2017 10:00:00 PMpdf
Bandwidth calculator for ITAC CLTS v1.00Bandwidth calculator for ITAC CLTS v1.00128417https://www.jse.co.za/content/JSEContactListItems/Bandwidth calculator for ITAC CLTS v1.00.xlsmxlsm
ITaC Software Providers Conformance StatusITaC Software Providers Conformance Status246789https://www.jse.co.za/content/JSEContactListItems/ITaC Software Providers Conformance Status 20170605.pdfpdf
20170419 ITaC Software Providers Contact List20170419 ITaC Software Providers Contact List412816https://www.jse.co.za/content/JSEContactListItems/20170419 ITaC Software Providers Contact List.pdfpdf
JSE Equity Market Enhancement 2016 v1.00JSE Equity Market Enhancement 2016 v1.00388388https://www.jse.co.za/content/JSEContactListItems/JSE Equity Market Enhancement 2016 v1.00.pdfpdf
ITAC Frequently Asked QuestionsITAC Frequently Asked Questions182093https://www.jse.co.za/content/JSEContactListItems/ITAC Frequently Asked Questions.pdfpdf

 ITAC Presentations

 

 

20170622 ITaC CM Test Approach Workshop FINAL20170622 ITaC CM Test Approach Workshop FINAL1647181https://www.jse.co.za/content/JSEPresentationItems/20170622 ITaC CM Test Approach Workshop FINAL.pdfpdf
20170504 ITaC Working Group Market Data v1.020170504 ITaC Working Group Market Data v1.02817561https://www.jse.co.za/content/JSEPresentationItems/20170504 ITaC Working Group Market Data v1.0.pdf5/3/2017 10:00:00 PMpdf
20170412 ITAC Market Communication Session FINAL20170412 ITAC Market Communication Session FINAL566559https://www.jse.co.za/content/JSEPresentationItems/20170412 ITAC Market Communication Session FINAL.pdf4/11/2017 10:00:00 PMpdf
20170404 ITAC Working Group FINAL20170404 ITAC Working Group FINAL2168314https://www.jse.co.za/content/JSEPresentationItems/20170404 ITAC Working Group FINAL.pdf4/3/2017 10:00:00 PMpdf
20170317 ITaC Clearing Member Working Group FINAL20170317 ITaC Clearing Member Working Group FINAL1866662https://www.jse.co.za/content/JSEPresentationItems/20170317 ITaC Clearing Member Working Group FINAL.pdf3/16/2017 10:00:00 PMpdf
20161123 ITaC Clearing Member Working Group20161123 ITaC Clearing Member Working Group1717578https://www.jse.co.za/content/JSEPresentationItems/20161123 ITaC Clearing Member Working Group.pdfpdf
20161026 ITaC Technical Working Group FINAL20161026 ITaC Technical Working Group FINAL2800253https://www.jse.co.za/content/JSEPresentationItems/20161026 ITaC Technical Working Group FINAL.pdfpdf
20160929 ITaC Clearing Member Working Group Focus Session 3 vFINAL20160929 ITaC Clearing Member Working Group Focus Session 3 vFINAL3052993https://www.jse.co.za/content/JSEPresentationItems/20160929 ITaC Clearing Member Working Group Focus Session 3 vFINAL.pdfpdf
20160919 ITaC Clearing Member Working Group Focus Session 2 vFINAL20160919 ITaC Clearing Member Working Group Focus Session 2 vFINAL2527707https://www.jse.co.za/content/JSEPresentationItems/20160919 ITaC Clearing Member Working Group Focus Session 2 vFINAL.pdfpdf
20160905 ITaC CM Working Group Focus Session 1 vFINAL20160905 ITaC CM Working Group Focus Session 1 vFINAL1909637https://www.jse.co.za/content/JSEPresentationItems/20160905 ITaC CM Working Group Focus Session 1 vFINAL.pdfpdf

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