Money Market Publishing Agent Report

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Money Market Publishing Agent Report

Strate plays a pivotal role in the dematerialised domestic money market environment through the provision of trade settlement and registry services. As South Africa’s principal CSD and financial market infrastructure, Strate is uniquely well-positioned to publish post-trade money market data to the market and support the SARB in creating greater market transparency.

The Money Market Publishing Agent Report includes:

The daily publication of settlement data on primary and secondary market activity related to the published Jibar rates with a one-business-day lag. This data does not contain counterparty information.
The daily publication of summary statistics of NCD trades concluded across all contributing banks. The statistics include the following for each standard maturity (1, 3, 9 and 12 months):
1. the volume-weighted average rate of all the trades concluded the previous day
2. the rate occurring at the 10^th, 25^th, 75^th and 90^th percentiles of volume
3. the aggregate volume of all the trades concluded the previous day by contributing banks
The quarterly publication of outstanding redemption profiles of NCD and FRN issuances.

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