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The Market Practitioners Group (MPG) Derivatives Workstream has published a white paper that proposes market conventions for non-linear derivative products that will use the newly launched South African Rand Overnight Index Average (ZARONIA) as an alternative reference rate to the Johannesburg Interbank Average Rate (Jibar).
Market participants are requested to provide comments to the MPG Secretariat (mpgsecretariat@resbank.co.za) before 10 January 2025.
