Agricultural Derivatives

Agricultural Derivatives from the JSE provide a platform for price discovery and efficient price risk management for the grains market in South and Southern Africa.

Trading on a formal exchange that connects buyers and sellers provides transparent price discovery and all transactions are assured through the Derivatives clearing structure.

Futures Contracts have a future expiry date and both parties have to honour the position at the traded price on that date.

Option Contracts give buyers the opportunity to secure a floor price (Put Option) or a ceiling price (Call Option) at the cost of an agreed premium. The sellers have to take on the opposite position if the buyer wishes to exercise their Option. Buyers don’t have to exercise their Option

The JSE offers Derivatives on a wide range of local and international agricultural commodities:

Grain Futures and Options (includes white and yellow maize, wheat, soya beans and sorghum)

Who should use this?

Producers and other users of Agricultural Derivatives often use them to hedge price risk. However, anyone can use them. They are used for hedging or to diversify a portfolio, both of which are ways of managing risk. They are also often used to speculate on price, which is a way of profiting from price movements in the grains market.

How do I get them?

Contact a JSE Commodity Derivatives member.

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

 Contract Specifications

 

 

EURONEXT Milling Wheat ContractEURONEXT Milling Wheat Contract408436https://www.jse.co.za/content/JSEContractSpecificationItems/EURONEXTMillingWheatContract.pdf4/18/2018 10:00:00 PMpdf
VAT RulingVAT Ruling6010498https://www.jse.co.za/content/JSEContractSpecificationItems/VATRuling.pdf6/21/2015 10:10:00 PMpdf
Cash Settled Agricultural Contract Specifications - FuturesCash Settled Agricultural Contract Specifications - Futures519932https://www.jse.co.za/content/JSEContractSpecificationItems/CBOTSpecs.pdf4/18/2018 10:00:00 PMpdf

 Trading Dates

 

 

Trading Calendar Physical Settled GrainsTrading Calendar Physical Settled Grains190952https://www.jse.co.za/content/JSETradingDatesandCalendarsItems/Trading Calendar Physical Settled Grains.pdf10/24/2018 10:00:00 PMpdf
Trading Dates Soya Bean CrushTrading Dates Soya Bean Crush69845https://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingDatesSoyaBeanCrush.pdf9/3/2018 10:00:00 PMpdf
Trading Dates Quanto White MaizeTrading Dates Quanto White Maize11683https://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingDatesQuantoWhiteMaize.pdf10/18/2018 10:00:00 PMpdf

 Fee Schedules

 

 

JSE Price List 2018 - Issuers, Services and TradingJSE Price List 2018 - Issuers, Services and Trading1325555https://www.jse.co.za/content/JSEPricingItems/MPL/JSE Price List 2018 - Issuers, Services and Trading.pdf7/31/2018 10:00:00 PMpdf
BEEF Expiries - Final Settlement PricesBEEF Expiries - Final Settlement Prices19748https://www.jse.co.za/content/JSEPricingItems/BEEFExpiriesFinalSettlementPrices.xlsx3/12/2017 10:00:00 PMxlsx
JSE BEEF Price ContributorsJSE BEEF Price Contributors18722https://www.jse.co.za/content/JSEPricingItems/BeefPriceContributors.xlsx7/31/2016 10:00:00 PMxlsx

 ‭(Hidden)‬ Initial Margin Requirements

 

 

 Commodity Derivatives Trading Member List

 

 

JSE Commodity Derivatives Trading Member ListJSE Commodity Derivatives Trading Member List122880https://www.jse.co.za/content/JSEContactDetailsItems/JSECommodityDerivativesTradingMember List.xls11/5/2018 10:00:00 PMxls
List of Market MakersList of Market Makers315392https://www.jse.co.za/content/JSEContactDetailsItems/List of Market Makers.xls3/15/2018 10:00:00 PMxls

 

 

 Related Documents

 

 

JSE Commodity Derivatives Trading Member ListJSE Commodity Derivatives Trading Member Listhttps://www.jse.co.za/content/JSEContactDetailsItems/JSECommodityDerivativesTradingMember List.xlsxls
Trading Calendar Physical Settled GrainsTrading Calendar Physical Settled Grainshttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/Trading Calendar Physical Settled Grains.pdfpdf
Trading Dates Quanto White MaizeTrading Dates Quanto White Maizehttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingDatesQuantoWhiteMaize.pdfpdf
TradingCalendarEURONEX MillingWheatContractTradingCalendarEURONEX MillingWheatContracthttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingCalendarEURONEX MillingWheatContract.pdfpdf
Trading Dates Soya Bean CrushTrading Dates Soya Bean Crushhttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingDatesSoyaBeanCrush.pdfpdf
Trading Calendar Cash Settled Grain ContractsTrading Calendar Cash Settled Grain Contractshttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/Trading Calendar Cash Settled Grain Contracts.pdfpdf

Contact Us
  • General enquiries

    Email: info@jse.co.za

    Tel: +27 11 520 7000
     
  • Commodities enquiries

    Email: Commodities

    Tel: +27 11 520 7039
  •