/ 21 June 2002

JSE gears up for world-class freefloat indices

The Johannesburg stock exchange steps up its efforts to sell itself to the world on Monday, when its shares move onto new indices based on freefloats.

Freefloat indices include only those shares in a company that are potentially available to be invested in. They strip out shares which are owned for long-term strategic reasons and held up in cross-holdings or held by company directors or executives.

The JSE, once home to dozens of pyramid companies with complex cross-shareholdings, has seen firms unwind these structures in recent years to please foreign investors.

The continent’s biggest stock exchange, capitalised at around R1,8-trillion, wants to make it easier for offshore investors to buy its shares by introducing the new indices along with international index compiler FTSE.

For the past few years, the JSE Securities Exchange has been on a frantic drive to stem an exodus of its blue chips to the deeper capital markets of Europe, as bourses worldwide vie for business.

The 115-year-old market’s most recent move was the switch to the London Stock Exchange’s SETS trading system last month.

”We believe that by embracing global standards it will make us more attractive to international investors, who are used to using FTSE methodology on which to base their decisions,” said Nicky Newton-King, the JSE’s director for new business.

From Monday, the JSE will also adopt FTSE’s global classification system, meaning some companies like Sappi will move to new sectors. The paper and pulp group will now be a basic industrial stock, rather than a resource.

”There’s already been an effect on the market, with some fairly active trade in the stocks affected,” said Sid Rebe of big domestic broker Barnard Jacobs Mellet. ”The market is anticipating further reweighting this afternoon.”

Later on Friday, investors will settle their June futures contracts in the so-called quarterly futures close-out.

The head of trading at one large brokerage said about 20% of portfolios would have to be adjusted to fit in with the new index series.

While much of the repositioning had already been done, some funds — like the R7,5-billion he estimated to be in passive index funds — would still need to rejig their books.

”So there will probably be some funnies,” he cautioned.

Mining giants Anglo American and BHP Billiton and Swiss-based luxury goods group Richemont would benefit from slightly heavier weightings in the new index of top 40 shares, he said.

The weightings of Anglo American Platinum, Impala Platinum and AngloGold — which are each controlled by big shareholders — will ebb slightly.

”But its part of a global trend, so it’s the correct way to go,” the head trader said. – Reuters