ID: MARKET_RATES

Attributes

• Base period
• Label
• Unit of measure
• Source identifier
• Comment

Dimensions

1. Mnemonic

The Comment is shown after the Mnemonic code.

• 10 years and longer (daily average bond yields) CMJD004 _{Daily average yield on government bonds with an outstanding maturity of 10 years and longer}
• 10.5% 2026 (R186) (closing yields) MMSD426 _{Government stock – 10,5 % 2026 (R186) Daily percentage (closing yields)}
• 3-5 years (daily average bond yields) CMJD002 _{Daily average yield on government bonds within the 3 – 5 years maturity range}
• 5-10 years (daily average bond yields) CMJD003 _{Daily average yield on government bonds within the 5 – 10 year maturity range}
• 6.25% 2036 (R209) (closing yields) MMRD709 _{Government stock – 6.25% 2036 (R209) (closing yields)}
• 7.75% 2023 (R2023) (closing yields) MMSD427 _{Government stock – 7.75% 2023 (R2023) Daily percentage (closing yields) 6.75% 2021 (R208) (closing yields) The R208 government bond matured on 31 March 2021 and is therefore no longer published. The rate on the R2023 bond is published in its place.}
• 8.00% 2030 (R2030) (closing yields) MMRD708 _{Government stock – 8.00% 2030 (R2030) Daily percentage (closing yields). The R2023 government bond matured on 28 February 2023 and is therefore no longer published. The rate on the R2030 is published in its place.}
• Gold Price GDPL201 _{Information for London gold price (quoted in US Dollars) per fine ounce (average of the day’s a.m and p.m price fixings)}
• Gold Price GDPL203 _{Information for London gold price (quoted in rands) per fine ounce (average of the day’s a.m and p.m price fixings)}
• Jibar – 3 months MMSD502 _{The 3-month JIBAR (Johannnesburg Interbank Average rate) is an average of 3 month NCD rates. The rate is calculated after all the rates are received by participating banks. Prior to November 2012 known as the Johannesburg Interbank Agreed rate.}
• NCD’s – 12 months (closing rates) MMSD410 _{Negotiable Certificates of Deposits 12 months: The rate at which negotiable certificates of deposits are issued in the market for a twelve month maturity period}
• NCD’s – 3 months (closing rates) MMSD408 _{Negotiable Certificates of Deposits 3 months: The rate at which negotiable certificates of deposits are issued in the market for a three month maturity period}
• NCD’s – 6 months (closing rates) MMSD409 _{Negotiable Certificates of Deposits 6 months: The rate at which negotiable certificates of deposits are issued in the market for a six month maturity period}
• Nominal effective exchange rate EER4504 _{The weighted average exchange rate of the rand is based on trade in and consumption of manufactured goods between South Africa and its most important trading partners. The methodology applied is described in an article in the June 2020 Quarterly Bulletin. As from 1 January 2015, the weighted average exchange rate of the rand is calculated against twenty currencies. The weights of the five major currencies are in brackets: Euro (30,68), Chinese yuan (24,53), US dollar (10,56), Japanese yen (4,95), Indian rupee (4,85). Index: 2015=100}
• Overnight FX rate MMSD721 _{Implied rate on one-day rand funding in the foreign exchange swap market (Overnight FX rate)}
• Prime lending rate (predominant rate) MMSD001 _{Benchmark rate at which private banks lend out to the public.}
• Rand per British Pound EXCZ001 _{Weighted average of the banks’ daily rates at approximately 10:30 am. Weights are based on the banks’ foreign exchange transactions.}
• Rand per Euro EXCZ002 _{Weighted average of the banks’ daily rates at approximately 10:30 am. Weights are based on the banks’ foreign exchange transactions.}
• Rand per Japanese Yen EXCZ120 _{Weighted average of the banks’ daily rates at approximately 10:30 am. Weights are based on the banks’ foreign exchange transactions.}
• Rand per US Dollar EXCX135 _{Weighted average of the banks’ daily rates at approximately 10:30 am. Weights are based on the banks’ foreign exchange transactions.}
• Repo rate MMSD008 _{Repurchase rate: Rate at which the private (sector) banks borrow rands from the SA Reserve Bank}
• Sabor MMSD719 _{South African Benchmark Overnight rate on deposits (SABOR)}
• Treasury bills – 182 day (tender rates) MMSD403 _{The average rate at which 182 day Treasury Bills are allotted during the weekly Treasury Bill auction}
• Treasury bills – 273 day (tender rates) MMSD404 _{The average rate at which 273 day Treasury Bills are allotted during the weekly Treasury Bill auction}
• Treasury bills – 364 day (tender rates) MMSD406 _{The average rate at which 364 day Treasury Bills are allotted during the weekly Treasury Bill auction}
• Treasury bills – 91 day (tender rates) MMSD402 _{The average rate at which 91 day Treasury Bills are allotted during the weekly Treasury Bill auction}
• ZARIBOR ZARIBOR _{ZAR Interbank Offered Rate (ZARIBOR)}
• ZARONIA MMRD855 _{South African Overnight Index Average (ZARONIA)}

2. Frequency

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

3. Aggregation

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