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.​

 End-To-End Testing Documentation

 

 

ITaC End-To-End Testing OverviewITaC End-To-End Testing Overview799625https://www.jse.co.za/content/EndToEndTestingDocumentation/ITaC End-To-End Testing Overview.pdfpdf
E2E Cycle 2 RunPlan ScenariosE2E Cycle 2 RunPlan Scenarios46826https://www.jse.co.za/content/EndToEndTestingDocumentation/E2E Cycle 2 RunPlan Scenarios.xlsxls
ITaC Non-Live Information Subscriber End to End Test PlanITaC Non-Live Information Subscriber End to End Test Plan595633https://www.jse.co.za/content/EndToEndTestingDocumentation/ITaC Non-Live Information Subscriber End to End Test Plan.pdfpdf
IDP Connectivity Document for ITaC NLMD ETEIDP Connectivity Document for ITaC NLMD ETE463841https://www.jse.co.za/content/EndToEndTestingDocumentation/IDP Connectivity Document for ITaC NLMD ETE.pdfpdf

Services Documentation​​​

 Trading And Market Data Documentation

 

 

Volume 00D - Trading and Information Overview for Derivative MarketsVolume 00D - Trading and Information Overview for Derivative Markets1986589https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 00D - Trading and Information Overview for Derivative Markets.pdf12/21/2017 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 GatewayVolume 01 - Native Trading Gateway3061704https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 01 - Native Trading Gateway.pdf4/19/2018 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)Volume 03 - Post Trade Gateway (FIX 5.0 SP2)5295433https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 03 - Post Trade Gateway (FIX 5.0 SP2).pdf4/19/2018 10:00:00 PMpdf
Volume 04 - Drop Copy Gateway (FIX 5.0 SP2)Volume 04 - Drop Copy Gateway (FIX 5.0 SP2)1508315https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 04 - Drop Copy Gateway (FIX 5.0 SP2).pdf4/19/2018 10:00:00 PMpdf
Volume 05 - Market Data Gateway (MITCH - UDP) v3.07Volume 05 - Market Data Gateway (MITCH - UDP) v3.071396004https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 05 - Market Data Gateway (MITCH - UDP) v3.07.pdf11/6/2017 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 ManagementVolume 09D - JSE Reference Data Management1165776https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 09D - JSE Reference Data Management.pdf5/15/2018 10:00:00 PMpdf
Volume 09E - JSE Reference Data Management v3.03Volume 09E - JSE Reference Data Management v3.03689742https://www.jse.co.za/content/JSEContractSpecificationItems/Volume 09E - JSE Reference Data Management v3.03.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_6.0342283https://www.jse.co.za/content/JSEContractSpecificationItems/MIT_FAST_Templates_JSE_FAST_v_6.0.zipzip
ITaC Instrument Reference Data Quick Reference GuideITaC Instrument Reference Data Quick Reference Guide923134https://www.jse.co.za/content/JSEContractSpecificationItems/ITaC Instrument Reference Data Quick Reference Guide.pdf12/21/2017 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 Oct 2017JSE Trading Session Times Oct 201736147https://www.jse.co.za/content/JSEContractSpecificationItems/JSE Trading Session Times Oct 2017.xlsx10/15/2017 10:00:00 PMxlsx
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
Volume B Trading and Information Network Configuration Guide v3.01Volume B Trading and Information Network Configuration Guide v3.01373907https://www.jse.co.za/content/JSEContractSpecificationItems/Volume B Trading and Information Network Configuration Guide v3.01.pdfpdf
Volume D Orders which do not execute against Hidden Limit Orders v4.00Volume D Orders which do not execute against Hidden Limit Orders v4.00505240https://www.jse.co.za/content/JSEContractSpecificationItems/Volume D Orders which do not execute against Hidden Limit Orders v4.00.pdfpdf
Volume E Derivatives Markets Trade Reporting Guidance NoteVolume E Derivatives Markets Trade Reporting Guidance Note462761https://www.jse.co.za/content/JSEContractSpecificationItems/Volume E Derivatives Markets Trade Reporting Guidance Note.pdf12/21/2017 10:00:00 PMpdf

 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 CommonVolume PT01 - Post-trade EMAPI Common1867752https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT01 - Post-trade EMAPI Common.pdfpdf
Volume PT02 - Post-Trade EMAPI ClearingVolume PT02 - Post-Trade EMAPI Clearing6825131https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT02 - Post-Trade EMAPI Clearing.pdfpdf
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
Volume PT03 - Post-trade Margining Methodology Specification (JSPAN) v1.2Volume PT03 - Post-trade Margining Methodology Specification (JSPAN) v1.2796038https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT03 - Post-trade Margining Methodology Specification (JSPAN) v1.2.pdfpdf
ITaC JSE Booking Fee Replication for the Derivative MarketITaC JSE Booking Fee Replication for the Derivative Market958056https://www.jse.co.za/content/JSETechnologyDocumentItems/ITaC JSE Booking Fee Replication for the Derivative Market.pdfpdf
JSPAN Excel DetailsJSPAN Excel Details61989https://www.jse.co.za/content/JSETechnologyDocumentItems/JSPAN Excel Details.xlsxxlsx
JSE Securities and FX Collateral Service OverviewJSE Securities and FX Collateral Service Overview2967685https://www.jse.co.za/content/JSETechnologyDocumentItems/JSE Securities and FX Collateral Service Overview.pdf9/13/2017 10:00:00 PMpdf
ITaC Positions Take On Project 1b and 1c Guidance NoteITaC Positions Take On Project 1b and 1c Guidance Note480186https://www.jse.co.za/content/JSETechnologyDocumentItems/ITaC Positions Take On Project 1b and 1c Guidance Note.pdfpdf
EmapiTransactionsForMember_1.24.htmlEmapiTransactionsForMember_1.24.html577153https://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsForMember_1.24.htmlhtml
EmapiTransactionsForMember_1.24.xmlEmapiTransactionsForMember_1.24.xml576660https://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsForMember_1.24.xmlxml
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
Volume PT203 - Guide to Voluntary Clearing Member Testing (VCMT) 1.00Volume PT203 - Guide to Voluntary Clearing Member Testing (VCMT) 1.00662543https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT203 - Guide to Voluntary Clearing Member Testing (VCMT) 1.00.pdf8/7/2017 10:00:00 PMpdf
Volume PT204 - Guide to Mandatory Clearing Member Testing (MCMT)Volume PT204 - Guide to Mandatory Clearing Member Testing (MCMT)698377https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT204 - Guide to Mandatory Clearing Member Testing (MCMT).pdf12/21/2017 10:00:00 PMpdf
Volume PT204a - Test scenarios for MCMT v1.00Volume PT204a - Test scenarios for MCMT v1.00343752https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume PT204a - Test scenarios for MCMT v1.00.xlsx8/22/2017 10:00:00 PMxlsx
Volume 204c – test execution schedule for MCMT Cycle 2Volume 204c – test execution schedule for MCMT Cycle 229779https://www.jse.co.za/content/JSETechnologyDocumentItems/Volume 204c – test execution schedule for MCMT Cycle 2.xlsx3/7/2018 10:00:00 PMxlsx

 EMAPI Revision History Versions

 

 

EmapiTransactionsRevHistForMember_1.24.htmlEmapiTransactionsRevHistForMember_1.24.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.24.htmlhtml
EmapiTransactionsRevHistForMember_1.23.htmlEmapiTransactionsRevHistForMember_1.23.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.23.htmlhtml
EmapiTransactionsRevHistForMember_1.22.htmlEmapiTransactionsRevHistForMember_1.22.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.22.htmlhtml
EmapiTransactionsRevHistForMember_1.21.htmlEmapiTransactionsRevHistForMember_1.21.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.21.htmlhtml
EmapiTransactionsRevHistForMember_1.20.htmlEmapiTransactionsRevHistForMember_1.20.htmlhttps://www.jse.co.za/content/JSETechnologyDocumentItems/EmapiTransactionsRevHistForMember_1.20.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

 

 

ITaC Market Data OverviewITaC Market Data Overviewhttps://www.jse.co.za/content/JSESpecificationsItems/ITaC Market Data Overview.pdfpdf
Equity Derivatives Non-Live Data Products SpecificationsEquity Derivatives Non-Live Data Products Specificationshttps://www.jse.co.za/content/JSESpecificationsItems/Equity Derivatives Non-Live Data Products Specifications.pdfpdf
Non-Live Market Data Products Change Impact AnalysisNon-Live Market Data Products Change Impact Analysishttps://www.jse.co.za/content/JSESpecificationsItems/Non-Live Market Data Products Change Impact Analysis.xlsxxlsx
Currency Derivatives Non-Live Data Products SpecificationsCurrency Derivatives Non-Live Data Products Specificationshttps://www.jse.co.za/content/JSESpecificationsItems/Currency Derivatives Non-Live Data Products Specifications.pdfpdf
ITaC Non-Live Market Data Subscriber User Acceptance Test PlanITaC Non-Live Market Data Subscriber User Acceptance Test Planhttps://www.jse.co.za/content/JSESpecificationsItems/ITaC Non-Live Market Data Subscriber User Acceptance Test Plan.pdfpdf
IDP Connectivity Document for ITaC NLMD UATIDP Connectivity Document for ITaC NLMD UAThttps://www.jse.co.za/content/JSESpecificationsItems/IDP Connectivity Document for ITaC NLMD UAT.pdfpdf
Equity Derivatives Data Records May 2018Equity Derivatives Data Records May 2018https://www.jse.co.za/content/JSESpecificationsItems/Equity Derivatives Data Records May 2018.zipzip
Currency Derivatives Data Records May 2018Currency Derivatives Data Records May 2018https://www.jse.co.za/content/JSESpecificationsItems/Currency Derivatives Data Records May 2018.zipzip

 Other Documentation

 

 

Mandatory Market Facing Dress Rehearsal Trading ScheduleMandatory Market Facing Dress Rehearsal Trading Schedule437562https://www.jse.co.za/content/JSEContactListItems/Mandatory Market Facing Dress Rehearsal Trading Schedule.pdfpdf
Mandatory Market Facing Dress Rehearsal Post-trade ScheduleMandatory Market Facing Dress Rehearsal Post-trade Schedule462027https://www.jse.co.za/content/JSEContactListItems/Mandatory Market Facing Dress Rehearsal Post-trade Schedule.pdfpdf
Dress Rehearsal Trading Functional Test Guide EDM FXMDress Rehearsal Trading Functional Test Guide EDM FXM34972https://www.jse.co.za/content/JSEContactListItems/Dress Rehearsal Trading Functional Test Guide EDM FXM.xlsx7/5/2018 10:00:00 PMxlsx
Post-trade Dress Rehearsal Functional Test WorksheetPost-trade Dress Rehearsal Functional Test Worksheet24908https://www.jse.co.za/content/JSEContactListItems/Post-trade Dress Rehearsal Functional Test Worksheet.xlsxxlsx
ITaC Mandatory Market Dress Rehearsal Known IssuesITaC Mandatory Market Dress Rehearsal Known Issues314408https://www.jse.co.za/content/JSEContactListItems/ITaC Mandatory Market Dress Rehearsal Known Issues.pdfpdf
Trading Member Enablement FinalTrading Member Enablement Final600608https://www.jse.co.za/content/JSEContactListItems/Trading Member Enablement Final.pdfpdf
Guidance Note on how to create user created instruments on Index DerivativesGuidance Note on how to create user created instruments on Index Derivatives229815https://www.jse.co.za/content/JSEContactListItems/Guidance Note on how to create user created instruments on Index Derivatives.pdfpdf
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
JSE Enablement Request Form ITaC v3.03JSE Enablement Request Form ITaC v3.03934912https://www.jse.co.za/content/JSEContactListItems/JSE Enablement Request Form ITaC v3.03.xlsxls
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 Status308142https://www.jse.co.za/content/JSEContactListItems/ITaC Software Providers Conformance Status.pdf7/18/2018 10:00:00 PMpdf
ITaC Software Providers Contact ListITaC Software Providers Contact List508363https://www.jse.co.za/content/JSEContactListItems/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

 

 

20180711 ITaC Project Forum FINAL (ETE and 14Jul DR)20180711 ITaC Project Forum FINAL (ETE and 14Jul DR)923684https://www.jse.co.za/content/JSEPresentationItems/20180711 ITaC Project Forum FINAL (ETE and 14Jul DR).pdfpdf
20180704 ITaC Client Forum (14July Dress Rehearsal) FINAL20180704 ITaC Client Forum (14July Dress Rehearsal) FINAL704435https://www.jse.co.za/content/JSEPresentationItems/20180704 ITaC Client Forum (14July Dress Rehearsal) FINAL.pdfpdf
20180626 ITaC London Roadshow Final20180626 ITaC London Roadshow Final4842453https://www.jse.co.za/content/JSEPresentationItems/20180626 ITaC London Roadshow Final.pdfpdf
20180620 ITaC Client Forum FINAL (ETE and 14 July DR)20180620 ITaC Client Forum FINAL (ETE and 14 July DR)847917https://www.jse.co.za/content/JSEPresentationItems/20180620 ITaC Client Forum FINAL (ETE and 14 July DR).pdfpdf
20180613 ITaC Project Forum20180613 ITaC Project Forum554831https://www.jse.co.za/content/JSEPresentationItems/20180613 ITaC Project Forum.pdfpdf
20180606 ITaC Client Forum FINAL220180606 ITaC Client Forum FINAL2612091https://www.jse.co.za/content/JSEPresentationItems/20180606 ITaC Client Forum FINAL2.pdfpdf
20180530 ITaC Project Forum Final20180530 ITaC Project Forum Final396704https://www.jse.co.za/content/JSEPresentationItems/20180530 ITaC Project Forum Final.pdfpdf
20180523 ITaC Client Forum FINAL220180523 ITaC Client Forum FINAL2463301https://www.jse.co.za/content/JSEPresentationItems/20180523 ITaC Client Forum FINAL2.pdfpdf
20180509 ITaC Client Forum FINAL20180509 ITaC Client Forum FINAL632778https://www.jse.co.za/content/JSEPresentationItems/20180509 ITaC Client Forum FINAL.pdfpdf
20180419 ITaC Dress Rehearsal Feedback Final20180419 ITaC Dress Rehearsal Feedback Final1037099https://www.jse.co.za/content/JSEPresentationItems/20180419 ITaC Dress Rehearsal Feedback Final.pdf4/18/2018 10:00:00 PMpdf