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South African Money Market Rates

What this page covers

Most floating-rate lending in South Africa is priced off a benchmark rather than off the repo rate directly. Which benchmark, and what it actually measures, decides how a loan behaves when policy moves.

ZARONIAthe successor rate
JIBARbeing phased out
3.50prime over repo
7.25%the repo rate
The benchmarks
RateWhat it measuresStatusTypical use
ZARONIAOvernight unsecured deposits, actual transactionsThe successor benchmarkNew floating-rate contracts
JIBARInterbank rates from quoted bids and offersBeing phased outLegacy loans and derivatives
SABOROvernight interbank funding, volume weightedPublished dailyA reference measure
Repo rateThe Reserve Bank's policy rateSet by the MPCPolicy, and the base for prime
PrimeRepo plus 3.5 percentage pointsBank conventionRetail lending
Where each sits
RateApproximate levelRelationship to repo
Repo7.25%The policy rate itself
ZARONIAAbout 7.20%Just below repo
3-month JIBARAbout 7.60%Repo plus a term premium
Prime10.75%Repo plus 3.50
Bond rate, typical home loanPrime minus 0.50 to prime plus 1.00Priced off prime
The JIBAR transition
MilestoneWhat it means
ZARONIA publishedFrom November 2022, as an observed rate
Designated successorThe Market Practitioners Group recommendation
New contractsExpected to reference ZARONIA
Legacy contractsRequire fallback language or conversion
Key differenceZARONIA is overnight and backward looking; JIBAR is term and forward looking

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How these figures work

The figures on this page come from the body that publishes them and change on a schedule rather than continuously, which is what makes them worth keeping in one place. The shift from JIBAR to ZARONIA mirrors the global move from LIBOR to overnight rates, for the same reason: a rate built on actual transactions is harder to manipulate than one built on quotes.

A backward-looking overnight rate means the interest on a period is only known at the end of it, which changes how a borrower budgets.

★ What this means in practice

Retail borrowers are mostly unaffected, because prime is a bank convention tied to the repo rate rather than to JIBAR.

✕ Common mistakes

  • The shift from JIBAR to ZARONIA mirrors the global move from LIBOR to ov. The shift from JIBAR to ZARONIA mirrors the global move from LIBOR to overnight rates, for the same reason: a rate built on actual transactions is harder to manipulate than one built on quotes.
  • A backward-looking overnight rate means the interest on a period is only. A backward-looking overnight rate means the interest on a period is only known at the end of it, which changes how a borrower budgets.
  • Retail borrowers are mostly unaffected, because prime is a bank conventi. Retail borrowers are mostly unaffected, because prime is a bank convention tied to the repo rate rather than to JIBAR.
  • Taking a figure without its date. A number from a reference page is only as good as when it was last checked, which is why the date sits at the top of this one.

Notes on reading these figures

  • The shift from JIBAR to ZARONIA mirrors the global move from LIBOR to overnight rates, for the same reason: a rate built on actual transactions is harder to manipulate than one built on quotes.
  • A backward-looking overnight rate means the interest on a period is only known at the end of it, which changes how a borrower budgets.
  • Retail borrowers are mostly unaffected, because prime is a bank convention tied to the repo rate rather than to JIBAR.

To put these figures to work, The SARB Repo Rate History runs the arithmetic on your own numbers; Prime Lending Rate History covers the same ground in ordinary language; Interest Rate Differential Calculator goes into the detail this table only summarises; What is the carry trade? is the related figure worth reading beside it; and South African Bond Yields covers what this page leaves out.

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Terms used on this page

Definitions
ZARONIA
An overnight rate built from actual transactions, replacing JIBAR.
JIBAR
The interbank rate built from quoted bids and offers.
SABOR
The South African benchmark overnight rate on deposits.
Term premium
The extra yield in a three-month rate over an overnight one.
Fallback language
Contract wording that says what happens when a benchmark ends.

Frequently asked questions

What is ZARONIA?

An overnight rate calculated from actual transactions, designated as the successor to JIBAR.

Why is JIBAR being replaced?

It is built from quoted bids and offers rather than real trades, which makes it easier to influence. The global move away from LIBOR was for the same reason.

Does this affect my home loan?

Not directly. Retail lending is priced off prime, which is a bank convention tied to the repo rate.

Why is prime 3.5 above repo?

It is a long-standing bank convention rather than a rule, and it has held for more than two decades.

What is the difference between overnight and term rates?

An overnight rate covers one day. A three-month rate includes a term premium for the uncertainty over that period.

Where are these rates published?

ZARONIA and SABOR by the Reserve Bank, JIBAR through the JSE.