Rates

This page outlines data we make available through EconData, focusing on rates. This “Rates” Category falls under our EconData South African Reserve Bank Category Scheme. In these dataflow docs, we outline the dimensions in the series keys we use, and detail the codes used in those concepts.

CPD Interest Rates

ID: CPD_RATES

“CPD” stands for the Corporation for Public Deposits.

  • Interest charged
  • Interest earned

Market Rates

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ID: MARKET_RATES

Series name

  • 3-5 years (daily average bond yields) CMJD002
  • 5-10 years (daily average bond yields) CMJD003
  • 10 years and longer (daily average bond yields) CMJD004
  • Nominal effective exchange rate EER4504
  • Rand per US Dollar EXCX135
  • Rand per British Pound EXCZ001
  • Rand per Euro EXCZ002
  • Rand per Japanese Yen EXCZ120
  • US Dollar GDPL201
  • Rand GDPL203
  • Prime lending rate (predominant rate) MMSD001
  • Repo rate MMSD008
  • Treasury bills – 91 day (tender rates) MMSD402
  • Treasury bills – 182 day (tender rates) MMSD403
  • Treasury bills – 273 day (tender rates) MMSD404
  • Treasury bills – 364 day (tender rates) MMSD406
  • NCD’s – 3 months (closing rates) MMSD408
  • NCD’s – 6 months (closing rates) MMSD409
  • NCD’s – 12 months (closing rates) MMSD410
  • 10,5% 2026 (R186) (closing yields) MMSD426
  • 7.75% 2023 (R2023) (closing yields) MMSD427
  • Jibar – 3 months MMSD502
  • Sabor MMSD719
  • Overnight FX rate MMSD721

Frequency

The frequency does not vary within series; at the moment we only have “Daily” D and “Daily – businessweek” B.

Aggregation

At the moment, we have only loaded “Average” A.

Exchange Rate Forecasts

We have developed a suite of foreign exchange forecasting models. Click on this paragraph for details on the dimensions in this dataflow.

ID: FX_FCAST

Dimensions of the data key in the following h2 headings:

1. Series name

(Indirect exchange rates.)

  • EURZAR
  • GBPZAR
  • USDZAR

2. Model

  • Random Walk Model RWALK
  • ARIMA ARIMA
  • Exponential Smoothing Model ETS
  • Local Linear Trend Model LLT
  • Local Linear Trend (monthly) Model MLLT
  • Error Correction Model ECM
  • Vector Error Correction Model VECM
  • Fair Value FAIRVAL

3. Frequency

  • Daily – businessweek B
  • Monthly M

SARB Categories