FTSE/JSE Indices
The FTSE/JSE indices provide market data on the JSE and its major sectors via a joint venture between the JSE and the FTSE Group, a world leader in the management of indices.
The market indices that apply to the JSE follow, as far as possible, the global classification codes. These define indices at various levels within a hierarchical tree, with the broadest indices at the top and the narrowest at the bottom. More detailed information can be found at the JSE's website,
www.jse.co.za
.
Index Categories
ProfileData supplies the full range of FTSE/JSE indices subject to licensing requirements. Certain indices – such as the Specialist Indices and Tradable Indices – attract additional exchange fees depending on distribution and usage.
Core Indices
The core indices, which are included automatically with all ShareMagic™ and ProfileData download products, include the main headline indices, the economic group indices, and the sector and sub-sector indices.
Major headline indices in the core valuations set include:
- JSE All Share Index (Alsi)
- Industrials Index
- Financials Index
- Resources and Basic Materials
- Mining Index
- Gold Mining Index
- Platinum Mining Index
- SA Listed Property Index
- Small Cap Index
Sector Indices
All versions of ShareMagic™ ship with the full range of sector indices, including:
- Banks
- Coal
- Financial Services
- Food Producers
- General Retailers
- Health Care
- Media
- Mobile Telecomms
- Oil & Gas
- Pharmaceuticals
- Software & Computer Services
- Technology
- Travel & Leisure
Tradable Indices
The tradable indices are also included with all ShareMagic™ downloads on an end-of-day basis. The JSE tradable indices are:
- Topi (Top 40)
- Resi 10
- Indi 25
- Fini 15
- Findi 30
- GLDX
Users of ShareMagic™ CORPORATE
should note that additional JSE charges apply (which must be paid directly to the JSE) if the tradable indices are used as part of an investment product offering.
Specialist Indices
Due to individual licensing costs, the specialist indices are only offered to users of ShareMagic™ CORPORATE
by arrangement. The JSE's specialist indices include the Shariah, RAFI 40, Capi, Swix and Style indices.
Data History
The JSE Actuaries Indices were replaced in 2002 by the FTSE/JSE Africa Index Series. Historical data back to 1995 was created for statistical purposes and is available as part of the ShareMagic™ and ProfileData downloads where applicable. Additional history, calculated by ProfileData, is available back to 1960 for certain headline indices.
Record Types
In addition to the daily closing value for each index, additional data fields are available for JSE indices as follows:
- Open
- High
- Low
- Volume
- Value Traded
- Total Return Index (TRI)
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