Preheat the oven to 200°C, 400°F, Gas Mark 6.
Halve the tomatoes and place cut-side up in a roasting tin. Drizzle over the olive oil, half the balsamic, rosemary and season generously. Roast in the oven for 30 minutes.
Remove the roasting tin from the oven and push the tomatoes to the sides of the tin. Place the mackerel in the tin and scatter over the capers. Return to the oven and roast for 10-15 minutes or until the mackerel is just cooked through. If the tomatoes are still not blackened and softened, remove the mackerel to some foil and wrap tightly. Return the tomatoes to the oven for another 10 minutes.
When the tomatoes are done, drizzle with the remaining balsamic. Spoon carefully over the salad, and top with the mackerel fillets.