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
expand
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.)
EURZARGBPZARUSDZAR
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
