If you are on the same PNR then you will (a) have your luggage checked through to your final destination, and (b) get all your boarding passes issued at the same time.

There is a potential snag, however. I assume that you booked this ticket before US left *A. Whilst I'm certain that interlining your luggage won't be an issue, it may be that the US agent can't print your SAA boarding passes. Timing will be ok if you are on time at JFK, and worst case will be having your BPs printed in JFK.

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