Transition from JIBAR to ZARONIA
Move to new benchmark rate for money markets by phasing out JIBAR benchmark rate.

No data available for the deliverable: Move to new benchmark rate for money markets by phasing out JIBAR benchmark rate.

Summary

The reform involves a phased transition plan, industry consultation, with International Swaps and Derivatives Association (ISDA) fallback protocols and new conventions for cash market instruments, with JIBAR set to cease by December 2026.

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Is it working?

The transition is progressing, with strong regulatory support and industry engagement. Full completion is expected by the end of 2026. The reform is closely monitored, with regular updates and industry feedback.

Actions

The derivatives market is transitioning smoothly, but adoption in the cash market is slower. Legacy contract remediation and liquidity building are ongoing.

Are there plans?

The ISDA fallback protocol was launched in April 2025, cash market conventions published and regulatory exemptions granted for ZARONIA-linked instruments.

Is it on the agenda?

The transition is a top priority for the SARB, FSCA and Market Practitioners Group, with clear timelines and industry guidance.

Goals

To ensure a smooth transition from the JIBAR benchmark to ZARONIA, aligning with global best practice and reducing systemic risk.

Summary

The reform involves a phased transition plan, industry consultation, with International Swaps and Derivatives Association (ISDA) fallback protocols and new conventions for cash market instruments, with JIBAR set to cease by December 2026.

Canvas not supported.

Is it working?

The transition is progressing, with strong regulatory support and industry engagement. Full completion is expected by the end of 2026. The reform is closely monitored, with regular updates and industry feedback.

Actions

The derivatives market is transitioning smoothly, but adoption in the cash market is slower. Legacy contract remediation and liquidity building are ongoing.

Are there plans?

The ISDA fallback protocol was launched in April 2025, cash market conventions published and regulatory exemptions granted for ZARONIA-linked instruments.

Is it on the agenda?

The transition is a top priority for the SARB, FSCA and Market Practitioners Group, with clear timelines and industry guidance.

Goals

To ensure a smooth transition from the JIBAR benchmark to ZARONIA, aligning with global best practice and reducing systemic risk.

No data available for the deliverable: Move to new benchmark rate for money markets by phasing out JIBAR benchmark rate.

No data available for the deliverable: Move to new benchmark rate for money markets by phasing out JIBAR benchmark rate.

No data available for the deliverable: Move to new benchmark rate for money markets by phasing out JIBAR benchmark rate.

No data available for the deliverable: Move to new benchmark rate for money markets by phasing out JIBAR benchmark rate.

Analyst: Tinashe Kambadza
Status: In progress
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