SAVI White Maize

The South African Volatility Index (SAVI) for white maize is a forward-looking index that makes a daily prediction of market volatility in three months’ time. It enables maize producers, investors and other market participants to gauge volatility and sentiment relating to the local white maize market.

Who is this for?

The index is not a tradable product; it is a transparent indicator of market sentiment. Market commentators, economists, producers and users, traders and investors interested in identifying market patterns and offsetting price risk can use it as a useful reference tool.

Features

  • Users can monitor fear forecasts daily.
  • Users can edge or gain exposure based on forward expectations.
  • When referring to the index, market participants should bear in mind that, when volatility is low, there is a measure of complacency in the market. In a high volatility environment, large market moves can occur.​

 

 

 

 

 

 

Graan Kontrak Spesifikasies AfrikaansGraan Kontrak Spesifikasies Afrikaanshttps://www.jse.co.za/content/JSEContractSpecificationItems/GraanKontrakSpesifikasiesAfrikaans.pdfpdf
Grain Contract SpecificationsGrain Contract Specificationshttps://www.jse.co.za/content/JSEContractSpecificationItems/Grain Contract Specifications.pdfpdf
Trading Calendar Physical Settled GrainsTrading Calendar Physical Settled Grainshttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingDatesGrainContracts.pdfpdf
TradingCalendarEURONEX MillingWheatContractTradingCalendarEURONEX MillingWheatContracthttps://www.jse.co.za/content/JSETradingDatesandCalendarsItems/TradingCalendarEURONEX MillingWheatContract.pdfpdf
Index SummaryIndex Summaryhttps://www.jse.co.za/content/JSEIndexCalculationMethodologyandConstructionItems/Index Summary.pdfpdf

Contact Us
  • General enquiries

    Email: info@jse.co.za

    Tel: +27 11 520 7000
     
  • Commodities enquiries

    Email: Commodities

    Tel: +27 11 520 7039