South African primary bond curve

Curve last updated on 3 February 2025 at 09.14.51 GMT/UTC

Inputs


Money-market rates


Period(Days)Bid/payOffer/receiveRate type
Overnight17.320007.32000Effective
1 month307.467007.46700Effective
3 months917.558007.55800Effective
6 months1827.750007.75000Effective
9 months2737.925007.92500Effective
1 year3658.117008.11700Effective


Bond rates


SecurityBid/payOffer/receive
R186.ZA8.230008.23000
R2030.ZA9.040009.04000
R213.ZA9.420009.42000
R2032.ZA9.725009.72500
R2035.ZA10.3750010.37500
R209.ZA10.6200010.62000
R2037.ZA10.8150010.81500
R2040.ZA11.1200011.12000
R214.ZA11.0500011.05000
R2044.ZA11.2750011.27500
R2048.ZA11.2350011.23500


Calculated output

Day-count convention : Actual/365
Date adjustment : None

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
14 February 202517.319277.319270.999800.99980
15 February 202527.323577.323570.999600.99960
16 February 202537.327887.327880.999400.99940
17 February 202547.332197.332190.999200.99920
18 February 202557.336507.336500.999000.99900
19 February 202567.340807.340800.998790.99879
20 February 202577.345117.345110.998590.99859
21 February 202587.349427.349420.998390.99839
22 February 202597.353737.353730.998190.99819
23 February 2025107.358037.358030.997990.99799
24 February 2025117.362347.362340.997780.99778
25 February 2025127.366657.366650.997580.99758
26 February 2025137.370957.370950.997380.99738
27 February 2025147.375267.375260.997180.99718
28 February 2025157.379577.379570.996970.99697
1 March 2025167.383887.383880.996770.99677
2 March 2025177.388187.388180.996560.99656
3 March 2025187.392497.392490.996360.99636
4 March 2025197.396807.396800.996160.99616
5 March 2025207.401117.401110.995950.99595
6 March 2025217.405417.405410.995750.99575
7 March 2025227.409727.409720.995540.99554
8 March 2025237.414037.414030.995340.99534
9 March 2025247.418347.418340.995130.99513
10 March 2025257.422647.422640.994930.99493
11 March 2025267.426957.426950.994720.99472
12 March 2025277.431267.431260.994520.99452
13 March 2025287.435577.435570.994310.99431
14 March 2025297.439877.439870.994110.99411
15 March 2025307.444187.444180.993900.99390
16 March 2025317.444897.444890.993700.99370
17 March 2025327.445617.445610.993490.99349
18 March 2025337.446327.446320.993290.99329
19 March 2025347.447037.447030.993090.99309
20 March 2025357.447757.447750.992880.99288
21 March 2025367.448467.448460.992680.99268
22 March 2025377.449177.449170.992480.99248
23 March 2025387.449887.449880.992270.99227
24 March 2025397.450607.450600.992070.99207
25 March 2025407.451317.451310.991870.99187
26 March 2025417.452027.452020.991660.99166
27 March 2025427.452747.452740.991460.99146
28 March 2025437.453457.453450.991260.99126
29 March 2025447.454167.454160.991050.99105
30 March 2025457.454887.454880.990850.99085
31 March 2025467.455597.455590.990650.99065
1 April 2025477.456307.456300.990440.99044
2 April 2025487.457017.457010.990240.99024
3 April 2025497.457737.457730.990040.99004
4 April 2025507.458447.458440.989840.98984
5 April 2025517.459157.459150.989630.98963
6 April 2025527.459877.459870.989430.98943
7 April 2025537.460587.460580.989230.98923
8 April 2025547.461297.461290.989020.98902
9 April 2025557.462017.462010.988820.98882
10 April 2025567.462727.462720.988620.98862
11 April 2025577.463437.463430.988410.98841
12 April 2025587.464147.464140.988210.98821
13 April 2025597.464867.464860.988010.98801
14 April 2025607.465577.465570.987800.98780
15 April 2025617.466287.466280.987600.98760
16 April 2025627.467007.467000.987400.98740
17 April 2025637.467717.467710.987190.98719
18 April 2025647.468427.468420.986990.98699
19 April 2025657.469147.469140.986790.98679
20 April 2025667.469857.469850.986580.98658
21 April 2025677.470567.470560.986380.98638
22 April 2025687.471277.471270.986180.98618
23 April 2025697.471997.471990.985970.98597
24 April 2025707.472707.472700.985770.98577
25 April 2025717.473417.473410.985570.98557
26 April 2025727.474137.474130.985360.98536
27 April 2025737.474847.474840.985160.98516
28 April 2025747.475557.475550.984960.98496
29 April 2025757.476277.476270.984760.98476
30 April 2025767.476987.476980.984550.98455
1 May 2025777.477697.477690.984350.98435
2 May 2025787.478407.478400.984150.98415
3 May 2025797.479127.479120.983940.98394
4 May 2025807.479837.479830.983740.98374
5 May 2025817.480547.480540.983540.98354
6 May 2025827.481267.481260.983330.98333
7 May 2025837.481977.481970.983130.98313
8 May 2025847.482687.482680.982930.98293
9 May 2025857.483407.483400.982720.98272
10 May 2025867.484117.484110.982520.98252
11 May 2025877.484827.484820.982320.98232
12 May 2025887.485537.485530.982110.98211
13 May 2025897.486257.486250.981910.98191
14 May 2025907.486967.486960.981710.98171
15 May 2025917.487677.487670.981510.98151
16 May 2025927.488957.488950.981300.98130
17 May 2025937.490237.490230.981100.98110
18 May 2025947.491517.491510.980890.98089
19 May 2025957.492797.492790.980690.98069
20 May 2025967.494077.494070.980480.98048
21 May 2025977.495347.495340.980280.98028
22 May 2025987.496627.496620.980070.98007
23 May 2025997.497907.497900.979870.97987
24 May 20251007.499187.499180.979660.97966
25 May 20251017.500467.500460.979460.97946
26 May 20251027.501747.501740.979250.97925
27 May 20251037.503017.503010.979050.97905
28 May 20251047.504297.504290.978840.97884
29 May 20251057.505577.505570.978640.97864
30 May 20251067.506857.506850.978440.97844
31 May 20251077.508137.508130.978230.97823
1 June 20251087.509417.509410.978030.97803
2 June 20251097.510687.510680.977820.97782
3 June 20251107.511967.511960.977620.97762
4 June 20251117.513247.513240.977410.97741
5 June 20251127.514527.514520.977210.97721
6 June 20251137.515807.515800.977000.97700
7 June 20251147.517087.517080.976800.97680
8 June 20251157.518357.518350.976590.97659
9 June 20251167.519637.519630.976390.97639
10 June 20251177.520917.520910.976180.97618
11 June 20251187.522197.522190.975980.97598
12 June 20251197.523477.523470.975770.97577
13 June 20251207.524757.524750.975560.97556
14 June 20251217.526027.526020.975360.97536
15 June 20251227.527307.527300.975150.97515
16 June 20251237.528587.528580.974950.97495
17 June 20251247.529867.529860.974740.97474
18 June 20251257.531147.531140.974540.97454
19 June 20251267.532427.532420.974330.97433
20 June 20251277.533697.533690.974130.97413
21 June 20251287.534977.534970.973920.97392
22 June 20251297.536257.536250.973720.97372
23 June 20251307.537537.537530.973510.97351
24 June 20251317.538817.538810.973310.97331
25 June 20251327.540097.540090.973100.97310
26 June 20251337.541367.541360.972890.97289
27 June 20251347.542647.542640.972690.97269
28 June 20251357.543927.543920.972480.97248
29 June 20251367.545207.545200.972280.97228
30 June 20251377.546487.546480.972070.97207
1 July 20251387.547767.547760.971870.97187
2 July 20251397.549047.549040.971660.97166
3 July 20251407.550317.550310.971460.97146
4 July 20251417.551597.551590.971250.97125
5 July 20251427.552877.552870.971040.97104
6 July 20251437.554157.554150.970840.97084
7 July 20251447.555437.555430.970630.97063
8 July 20251457.556717.556710.970430.97043
9 July 20251467.557987.557980.970220.97022
10 July 20251477.559267.559260.970010.97001
11 July 20251487.560547.560540.969810.96981
12 July 20251497.561827.561820.969600.96960
13 July 20251507.563107.563100.969400.96940
14 July 20251517.564387.564380.969190.96919
15 July 20251527.565657.565650.968980.96898
16 July 20251537.566937.566930.968780.96878
17 July 20251547.568217.568210.968570.96857
18 July 20251557.569497.569490.968370.96837
19 July 20251567.570777.570770.968160.96816
20 July 20251577.572057.572050.967950.96795
21 July 20251587.573327.573320.967750.96775
22 July 20251597.574607.574600.967540.96754
23 July 20251607.575887.575880.967340.96734
24 July 20251617.577167.577160.967130.96713
25 July 20251627.578447.578440.966920.96692
26 July 20251637.579727.579720.966720.96672
27 July 20251647.580997.580990.966510.96651
28 July 20251657.582277.582270.966300.96630
29 July 20251667.583557.583550.966100.96610
30 July 20251677.584837.584830.965890.96589
31 July 20251687.586117.586110.965690.96569
1 August 20251697.587397.587390.965480.96548
2 August 20251707.588667.588660.965270.96527
3 August 20251717.589947.589940.965070.96507
4 August 20251727.591227.591220.964860.96486
5 August 20251737.592507.592500.964650.96465
6 August 20251747.593787.593780.964450.96445
7 August 20251757.595067.595060.964240.96424
8 August 20251767.596337.596330.964030.96403
9 August 20251777.597617.597610.963830.96383
10 August 20251787.598897.598890.963620.96362
11 August 20251797.600177.600170.963410.96341
12 August 20251807.601457.601450.963210.96321
13 August 20251817.602737.602730.963000.96300
14 August 20251827.604007.604000.962790.96279
15 August 20251837.605057.605050.962590.96259
16 August 20251847.606097.606090.962380.96238
17 August 20251857.607147.607140.962180.96218
18 August 20251867.608187.608180.961970.96197
19 August 20251877.609227.609220.961770.96177
20 August 20251887.610277.610270.961560.96156
21 August 20251897.611317.611310.961350.96135
22 August 20251907.612367.612360.961150.96115
23 August 20251917.613407.613400.960940.96094
24 August 20251927.614447.614440.960740.96074
25 August 20251937.615497.615490.960530.96053
26 August 20251947.616537.616530.960330.96033
27 August 20251957.617587.617580.960120.96012
28 August 20251967.618627.618620.959910.95991
29 August 20251977.619677.619670.959710.95971
30 August 20251987.620717.620710.959500.95950
31 August 20251997.621757.621750.959300.95930
1 September 20252007.622807.622800.959090.95909
2 September 20252017.623847.623840.958890.95889
3 September 20252027.624897.624890.958680.95868
4 September 20252037.625937.625930.958470.95847
5 September 20252047.626977.626970.958270.95827
6 September 20252057.628027.628020.958060.95806
7 September 20252067.629067.629060.957860.95786
8 September 20252077.630117.630110.957650.95765
9 September 20252087.631157.631150.957450.95745
10 September 20252097.632197.632190.957240.95724
11 September 20252107.633247.633240.957030.95703
12 September 20252117.634287.634280.956830.95683
13 September 20252127.635337.635330.956620.95662
14 September 20252137.636377.636370.956420.95642
15 September 20252147.637417.637410.956210.95621
16 September 20252157.638467.638460.956000.95600
17 September 20252167.639507.639500.955800.95580
18 September 20252177.640557.640550.955590.95559
19 September 20252187.641597.641590.955390.95539
20 September 20252197.642637.642630.955180.95518
21 September 20252207.643687.643680.954970.95497
22 September 20252217.644727.644720.954770.95477
23 September 20252227.645777.645770.954560.95456
24 September 20252237.646817.646810.954360.95436
25 September 20252247.647857.647850.954150.95415
26 September 20252257.648907.648900.953940.95394
27 September 20252267.649947.649940.953740.95374
28 September 20252277.650997.650990.953530.95353
29 September 20252287.652037.652030.953330.95333
30 September 20252297.653077.653070.953120.95312
1 October 20252307.654127.654120.952910.95291
2 October 20252317.655167.655160.952710.95271
3 October 20252327.656217.656210.952500.95250
4 October 20252337.657257.657250.952290.95229
5 October 20252347.658297.658290.952090.95209
6 October 20252357.659347.659340.951880.95188
7 October 20252367.660387.660380.951680.95168
8 October 20252377.661437.661430.951470.95147
9 October 20252387.662477.662470.951260.95126
10 October 20252397.663517.663510.951060.95106
11 October 20252407.664567.664560.950850.95085
12 October 20252417.665607.665600.950650.95065
13 October 20252427.666657.666650.950440.95044
14 October 20252437.667697.667690.950230.95023
15 October 20252447.668737.668730.950030.95003
16 October 20252457.669787.669780.949820.94982
17 October 20252467.670827.670820.949610.94961
18 October 20252477.671877.671870.949410.94941
19 October 20252487.672917.672910.949200.94920
20 October 20252497.673957.673950.949000.94900
21 October 20252507.675007.675000.948790.94879
22 October 20252517.676047.676040.948580.94858
23 October 20252527.677097.677090.948380.94838
24 October 20252537.678137.678130.948170.94817
25 October 20252547.679187.679180.947960.94796
26 October 20252557.680227.680220.947760.94776
27 October 20252567.681267.681260.947550.94755
28 October 20252577.682317.682310.947350.94735
29 October 20252587.683357.683350.947140.94714
30 October 20252597.684407.684400.946930.94693
31 October 20252607.685447.685440.946730.94673
1 November 20252617.686487.686480.946520.94652
2 November 20252627.687537.687530.946310.94631
3 November 20252637.688577.688570.946110.94611
4 November 20252647.689627.689620.945900.94590
5 November 20252657.690667.690660.945690.94569
6 November 20252667.691707.691700.945490.94549
7 November 20252677.692757.692750.945280.94528
8 November 20252687.693797.693790.945070.94507
9 November 20252697.694847.694840.944870.94487
10 November 20252707.695887.695880.944660.94466
11 November 20252717.696927.696920.944460.94446
12 November 20252727.697977.697970.944250.94425
13 November 20252737.699017.699010.944040.94404
14 November 20252747.700167.700160.943840.94384
15 November 20252757.701307.701300.943630.94363
16 November 20252767.702457.702450.943420.94342
17 November 20252777.703597.703590.943210.94321
18 November 20252787.704747.704740.943010.94301
19 November 20252797.705887.705880.942800.94280
20 November 20252807.707037.707030.942590.94259
21 November 20252817.708177.708170.942380.94238
22 November 20252827.709327.709320.942180.94218
23 November 20252837.710467.710460.941970.94197
24 November 20252847.711617.711610.941760.94176
25 November 20252857.712767.712760.941550.94155
26 November 20252867.713907.713900.941350.94135
27 November 20252877.715057.715050.941140.94114
28 November 20252887.716197.716190.940930.94093
29 November 20252897.717347.717340.940730.94073
30 November 20252907.718487.718480.940520.94052
1 December 20252917.719637.719630.940310.94031
2 December 20252927.720777.720770.940100.94010
3 December 20252937.721927.721920.939900.93990
4 December 20252947.723067.723060.939690.93969
5 December 20252957.724217.724210.939480.93948
6 December 20252967.725357.725350.939270.93927
7 December 20252977.726507.726500.939070.93907
8 December 20252987.727647.727640.938860.93886
9 December 20252997.728797.728790.938650.93865
10 December 20253007.729937.729930.938440.93844
11 December 20253017.731087.731080.938240.93824
12 December 20253027.732237.732230.938030.93803
13 December 20253037.733377.733370.937820.93782
14 December 20253047.734527.734520.937610.93761
15 December 20253057.735667.735660.937400.93740
16 December 20253067.736817.736810.937200.93720
17 December 20253077.737957.737950.936990.93699
18 December 20253087.739107.739100.936780.93678
19 December 20253097.740247.740240.936570.93657
20 December 20253107.741397.741390.936370.93637
21 December 20253117.742537.742530.936160.93616
22 December 20253127.743687.743680.935950.93595
23 December 20253137.744827.744820.935740.93574
24 December 20253147.745977.745970.935540.93554
25 December 20253157.747117.747110.935330.93533
26 December 20253167.748267.748260.935120.93512
27 December 20253177.749407.749400.934910.93491
28 December 20253187.750557.750550.934700.93470
29 December 20253197.751707.751700.934500.93450
30 December 20253207.752847.752840.934290.93429
31 December 20253217.753997.753990.934080.93408
1 January 20263227.755137.755130.933870.93387
2 January 20263237.756287.756280.933660.93366
3 January 20263247.757427.757420.933460.93346
4 January 20263257.758577.758570.933250.93325
5 January 20263267.759717.759710.933040.93304
6 January 20263277.760867.760860.932830.93283
7 January 20263287.762007.762000.932630.93263
8 January 20263297.763157.763150.932420.93242
9 January 20263307.764297.764290.932210.93221
10 January 20263317.765447.765440.932000.93200
11 January 20263327.766587.766580.931790.93179
12 January 20263337.767737.767730.931590.93159
13 January 20263347.768877.768870.931380.93138
14 January 20263357.770027.770020.931170.93117
15 January 20263367.771177.771170.930960.93096
16 January 20263377.772317.772310.930750.93075
17 January 20263387.773467.773460.930550.93055
18 January 20263397.774607.774600.930340.93034
19 January 20263407.775757.775750.930130.93013
20 January 20263417.776897.776890.929920.92992
21 January 20263427.778047.778040.929710.92971
22 January 20263437.779187.779180.929510.92951
23 January 20263447.780337.780330.929300.92930
24 January 20263457.781477.781470.929090.92909
25 January 20263467.782627.782620.928880.92888
26 January 20263477.783767.783760.928670.92867
27 January 20263487.784917.784910.928460.92846
28 January 20263497.786057.786050.928260.92826
29 January 20263507.787207.787200.928050.92805
30 January 20263517.788347.788340.927840.92784
31 January 20263527.789497.789490.927630.92763
1 February 20263537.790647.790640.927420.92742
2 February 20263547.791787.791780.927220.92722
3 February 20263557.792937.792930.927010.92701
4 February 20263567.794077.794070.926800.92680
5 February 20263577.795227.795220.926590.92659
6 February 20263587.796367.796360.926380.92638
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8 February 20263607.798657.798650.925970.92597
9 February 20263617.799807.799800.925760.92576
10 February 20263627.800947.800940.925550.92555
11 February 20263637.802097.802090.925340.92534
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13 February 20263657.804387.804380.924920.92492
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13 February 20277308.123158.123150.850050.85005
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11 February 202914598.665168.665160.707250.70725
12 February 203018258.941058.941050.639510.63951
12 February 203121909.327179.327170.571420.57142
15 August 203123749.507659.507650.538810.53881
13 February 203225569.684839.684830.507530.50753
13 February 203329229.991109.991100.449400.44940
15 May 2033301310.0654110.065410.435670.43567
13 February 2034328710.2891710.289170.395900.39590
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13 February 2038474811.4660111.466010.225030.22503
14 February 2039511411.6545811.654580.195360.19536
11 February 2040547611.8223711.822370.169710.16971
12 February 2045730412.1247912.124790.088360.08836
12 February 2050913011.9273311.927330.050620.05062
14 February 20551095811.9273311.927330.027850.02785
14 February 20601278411.9273311.927330.015340.01534
13 February 20651461011.9273311.927330.008440.00844