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FTSE/JSE Africa Indexes

FTSE Russell and the Johannesburg Stock Exchange (JSE) have developed a long-standing partnership that combines FTSE Russell's world-class multi-asset capabilities with the regional expertise of the JSE in Africa. A diverse range of FTSE/JSE equity and fixed income indexes designed to represent the perspective of both domestic and international investors are the result of this collaboration.

The FTSE/JSE Africa Index Series represents the South African equity market and its market segments. Market capitalization-weighted and alternatively-weighted indexes are available, including equally-weighted, shareholder-weighted, and capped indexes.

The FTSE/JSE Responsible Investment Index Series represents South African companies meeting ESG (Environmental, Social, and Governance) criteria as defined by the FTSE ESG Model. Companies in the FTSE All World Index that are also included in the FTSE/JSE Shareholder-Weighted All Share Index are eligible for inclusion, subject to criteria based on the FTSE ESG Model.

The FTSE/JSE Fixed Income Index Series represents the performance of South African bonds. The series includes the FTSE/JSE All Bond Index (ALBI), which comprises the top 20 conventional-listed “vanilla” bonds with fixed, semi-annual coupons and the FTSE/JSE Inflation-Linked Index (CILI). A comprehensive range of sector and maturity sub-indexes are available for both the ALBI and CILI.

The FTSE/JSE Multi-Asset Composite Index Series is a range of fully integrated multi-asset benchmarks designed to provide broad measures of cross-asset market performance. The series includes a set of indexes covering different local and global asset classes; including South African equity, fixed income, and property, as well as versions that include global equity and fixed income exposures. The indexes are designed to meet local market regulatory frameworks and are consistent with Regulation 28 of the Pension Fund Act.

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.