Having the right information empowers you to make informed investment decisions. Investors use the FTSE/JSE All Bond Index (ALBI) and the FTSE/JSE Inflation-Linked Index (CILI) to assess hedging opportunities, benchmark performance and passively track these indices.
Our FTSE Russell partnership includes equity and fixed income indices. The partnership combines the JSE’s regional expertise with FTSE Russell’s global fixed income index expertise. Our joint capabilities provide an enhanced South African fixed income offering that is attractive to local and international investors. It also broadens the JSE’s ability to offer multi-class asset solutions.
The FTSE/JSE Fixed Income Index suite features:
- Two indices: the FTSE/JSE ALBI and the FTSE/JSE CILI.
- FTSE Russell is the benchmark administrator for the series, carrying out the calculation and production of the indices.
- Value-add files which include the constituent list file with bond level values for the FTSE/JSE CILI, and the addition of a 1-day tracker file for each index.
- Each index 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 features such as the bond contribution to the index total return. - 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 series is managed according to the International Organization of Securities Commissions (IOSCO) Principles for Financial Benchmarks as published in July 2013. It is 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
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