Saturday, January 18, 2025
Lesetja Kganyago Governor at South African Reserve Bank | Official Website

Market Practitioners Group suggests phased transition to ZARONIA in derivatives

The Market Practitioners Group (MPG) Derivatives Workstream has issued recommendations for a "ZARONIA-First" initiative in the derivatives market. This initiative proposes a phased transition of trading conventions from the Johannesburg Interbank Average Rate (Jibar) to the South African Rand Overnight Index Average (ZARONIA).

The aim of this initiative is to facilitate a shift in market liquidity towards ZARONIA, which is expected to bring benefits for various market participants as they adapt to the new rate.