Bond Derivatives Market

The Bond Derivatives Market offers participants the functionality and facilities to book either on- or off-screen trades. Irrespective of the method of execution, all Bond Derivative trades are margined and guaranteed by JSE Clear. This eliminates counterparty credit risk. The regulatory team at the JSE conducts real time surveillance of the Bond Derivative transactions to ensure fair pricing and compliance with the JSE rules. The JSE’s Bond Derivatives Market enables you to trade the following Bond Derivatives that the JSE has listed on both Futures and Options

The JSE’s Bond Derivatives Market enables you to trade the following Bond Derivatives that the JSE has listed:

Bond Futures

Bond Options

Bond Index Futures

  
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.​ ​

How to get Bond Derivatives Market

Contact a JSE Bond Derivatives member.

 Fee Schedules

 

 

Debt Market - MTM Valuation Rules Debt Market - MTM Valuation Rules 601325https://www.jse.co.za/content/JSEPricingItems/NewMarkToMarketValuationRules.pdf3/26/2014 10:00:00 PMpdf
Pricing Buy/Sell-Backs in South AfricaPricing Buy/Sell-Backs in South Africa140315https://www.jse.co.za/content/JSEPricingItems/PricingBuyAndSellBacksInSA.pdf3/30/2006 10:00:00 PMpdf
BESA Pricing ClassBESA Pricing Class42306https://www.jse.co.za/content/JSEPricingItems/BesaPricingClassMay2007.pdf5/30/2007 10:00:00 PMpdf

 Calculation Methodology

 

 

JSE ASSA Fixed Income Indices | September 2010JSE ASSA Fixed Income Indices | September 20101721377https://www.jse.co.za/content/JSEIndexCalculationMethodologyandConstructionItems/Tribook_1.pdf10/27/2010 10:00:00 PMpdf
Credit Indices Guide | December 2007Credit Indices Guide | December 2007220853https://www.jse.co.za/content/JSEIndexCalculationMethodologyandConstructionItems/StandardBankCreditIndicesGuide2007.pdf12/30/2007 10:00:00 PMpdf
BESA Money Market Index | May 2008BESA Money Market Index | May 20081285811https://www.jse.co.za/content/JSEIndexCalculationMethodologyandConstructionItems/BESAMoneyMarketIndexMay2008.pdf5/30/2008 10:00:00 PMpdf

 Ground Rules

 

 

JSEFixedIncomeIndexSeriesGroundRulesJSEFixedIncomeIndexSeriesGroundRules1078897https://www.jse.co.za/content/JSEIndexClassificationandCodesItems/JSEFixedIncomeIndexSeriesGroundRules.pdfpdf

 Contract Specifications

 

 

Futures on the BEASSA All Bond Index ALBI Futures - Term Split 7 - 12 YearsFutures on the BEASSA All Bond Index ALBI Futures - Term Split 7 - 12 Years464750https://www.jse.co.za/content/JSEContractSpecificationItems/AL7T-Futures.pdf3/5/2012 10:00:00 PMpdf
Futures and Options on the BEASSA Total Return Government Bond IndexFutures and Options on the BEASSA Total Return Government Bond Index262904https://www.jse.co.za/content/JSEContractSpecificationItems/IGOV-Futures.pdf3/5/2014 10:00:00 PMpdf
GoviGovi49325https://www.jse.co.za/content/JSEContractSpecificationItems/Govi.pdfpdf

 

 

 

 

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