Derivatives Market

Derivatives are used to diversify a portfolio or to manage risk. They are also used to speculate on market movements.

derivative-market

The JSE’s Derivatives Market enables you to :


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MSCI Methodology MSCI Methodology http://www.msci.com/products/indexes/country_and_regional/em/methodology.html, http://www.msci.com/products/indexes/country_and_regional/em/methodology.html
Implied Interest CalculatorImplied Interest Calculatorhttps://www.jse.co.za/trade/derivative-market/implied-interest-calculator, Implied Interest Calculator
Bond Pricing Calculator Bond Pricing Calculator http://bondcalculator.jse.co.za/, http://bondcalculator.jse.co.za/
MTM ReportsMTM Reportshttps://www.jse.co.za/downloadable-files?RequestNode=/YieldX/curfutures, https://www.jse.co.za/downloadable-files?RequestNode=/YieldX/curfutures
Market Notices and CircularsMarket Notices and Circularshttps://www.jse.co.za/redirects/market-notices-and-circulars, /redirects/market-notices-and-circulars

 

 

New MTM Valuation RulesNew MTM Valuation Ruleshttps://www.jse.co.za/content/JSEPricingItems/New MTM Valuation Rules - 2016 July.pdfpdf
JSE Commodity Derivatives Trading Member ListJSE Commodity Derivatives Trading Member Listhttps://www.jse.co.za/content/JSEContactDetailsItems/JSECommodityDerivativesTradingMember List.xlsxls
2017 - Commodity Derivatives Trading Fees2017 - Commodity Derivatives Trading Feeshttps://www.jse.co.za/content/JSEPricingItems/TradingFees.pdfpdf
JSE Commodity Derivatives Trading Member ListJSE Commodity Derivatives Trading Member Listhttps://www.jse.co.za/content/JSEContractSpecificationItems/JSECommodityDerivativesTradingMemberListt.xlsxls
Derivatives RulesDerivatives Ruleshttps://www.jse.co.za/content/JSERulesPoliciesandRegulationItems/DerivativesRules.pdfpdf
JSE Commodity Derivatives Trading Member ListJSE Commodity Derivatives Trading Member Listhttps://www.jse.co.za/content/JSEContractSpecificationItems/JSECommodityDerivativesTradingMemberList.xlsxls
2016 - Equity Derivatives Market Price List2016 - Equity Derivatives Market Price Listhttps://www.jse.co.za/content/JSEPricingItems/EDMPriceList.pdfpdf
1Y Stnd 7.5percent Dec 2016-20171Y Stnd 7.5percent Dec 2016-2017https://www.jse.co.za/content/JSEContractSpecificationItems/1YStnd7.5percentDec2016-2017.pdfpdf