Click Here visit the new JSE website >>

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

Index Information

     
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. ​​

 Enquiry Form

Name:
Email:
Number:

 

 

 

 

 Rules & Classification

 

 

FTSE JSE Fixed Income Ground Rules v1 0 Mar 2020FTSE JSE Fixed Income Ground Rules v1 0 Mar 2020https://www.jse.co.za/content/JSEIndexClassificationandCodesItems/FTSE JSE Fixed Income Ground Rules v1 0 Mar 2020.pdfpdf
Money Market IndexMoney Market Indexhttps://www.jse.co.za/content/JSEIndexClassificationandCodesItems/Money Market Index.pdfpdf

 

 

20200507 Q2 Reconstitution ICA20200507 Q2 Reconstitution ICAhttps://www.jse.co.za/content/JSEICANoticeItems/2015/Fixed-Income/20200507 Q2 Reconstitution ICA.pdfpdf
20180119 Notes from the January 2018 Bonds Advisory Committee Meeting20180119 Notes from the January 2018 Bonds Advisory Committee Meetinghttps://www.jse.co.za/content/JSEICANoticeItems/2015/Fixed-Income/20180119 Notes from the January 2018 Bonds Advisory Committee Meeting.pdfpdf
20170412 Notes from the April 2017 Bonds Advisory Committee Meeting20170412 Notes from the April 2017 Bonds Advisory Committee Meetinghttps://www.jse.co.za/content/JSEICANoticeItems/2015/Fixed-Income/20170412 Notes from the April 2017 Bonds Advisory Committee Meeting.pdfpdf
20170111 Notes from the January 2017 Bonds Advisory Committee Meeting20170111 Notes from the January 2017 Bonds Advisory Committee Meetinghttps://www.jse.co.za/content/JSEICANoticeItems/2015/Fixed-Income/20170111 Notes from the January 2017 Bonds Advisory Committee Meeting.pdfpdf

 

 

20200507 Q2 Reconstitution20200507 Q2 Reconstitutionhttps://www.jse.co.za/content/JSEIndexReviewItems/20200507 Q2 Reconstitution.xlsxxlsx
20200206 Q1 Reconstitution20200206 Q1 Reconstitutionhttps://www.jse.co.za/content/JSEIndexReviewItems/20200206 Q1 Reconstitution.xlsxls
20200206 Q1 Reconstitution Summary20200206 Q1 Reconstitution Summaryhttps://www.jse.co.za/content/JSEIndexReviewItems/20200206 Q1 Reconstitution Summary.pdfpdf
20191107 Q4 Reconstitution20191107 Q4 Reconstitutionhttps://www.jse.co.za/content/JSEIndexReviewItems/20191107 Q4 Reconstitution.xlsxxlsx
20191107 Q4 Reconstitution Summary20191107 Q4 Reconstitution Summaryhttps://www.jse.co.za/content/JSEIndexReviewItems/20191107 Q4 Reconstitution Summary.pdfpdf
20190801 Q3 Reconstitution Summary20190801 Q3 Reconstitution Summaryhttps://www.jse.co.za/content/JSEIndexReviewItems/20190801 Q3 Reconstitution Summary.pdfpdf
20190801 Q3 Reconstitution20190801 Q3 Reconstitutionhttps://www.jse.co.za/content/JSEIndexReviewItems/20190801 Q3 Reconstitution.xlsxxlsx
20190502 Q2 Reconstitution20190502 Q2 Reconstitutionhttps://www.jse.co.za/content/JSEIndexReviewItems/20190502 Q2 Reconstitution.xlsxxlsx

Contact Us
  • For any index related queries please contact:

    Email: info@jse.co.za

    Tel: +27 11 520 7000
  •