Thursday, March 24, 2011

Historical South African Interest Rates

Source = South African Reserve Bank Historical Data


South African Real Prime Overdraft Rate
1968 - 2011
Source = South African Reserve Bank


South African Real Prime Overdraft Rate
2002-2011


Prime vs Repo vs Inter-Bank
2001-2011

In the period 2001-2011, the Prime Rate is typically = Repo Rate + 3.5%, while the InterBank rate is typically = Repo - 1.5%, for a situation of Prime = Interbank + 5%.


South African Interest Rate Differentials
2001 - 2011

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