South African primary money-market curve

Curve last updated on 2 September 2024 at 10.53.56 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight18.070008.07000Effective
1 month308.125008.12500Effective
3 months918.233008.23300Effective
6 months1828.233008.23300Effective
9 months2738.267008.26700Effective
1 year3658.325008.32500Effective

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
11 September 202418.069118.069110.999780.99978
12 September 202428.070108.070100.999560.99956
13 September 202438.071108.071100.999340.99934
14 September 202448.072108.072100.999120.99912
15 September 202458.073098.073090.998890.99889
16 September 202468.074098.074090.998670.99867
17 September 202478.075088.075080.998450.99845
18 September 202488.076088.076080.998230.99823
19 September 202498.077088.077080.998010.99801
20 September 2024108.078078.078070.997790.99779
21 September 2024118.079078.079070.997570.99757
22 September 2024128.080068.080060.997350.99735
23 September 2024138.081068.081060.997130.99713
24 September 2024148.082068.082060.996900.99690
25 September 2024158.083058.083050.996680.99668
26 September 2024168.084058.084050.996460.99646
27 September 2024178.085048.085040.996240.99624
28 September 2024188.086048.086040.996020.99602
29 September 2024198.087048.087040.995800.99580
30 September 2024208.088038.088030.995580.99558
1 October 2024218.089038.089030.995360.99536
2 October 2024228.090028.090020.995140.99514
3 October 2024238.091028.091020.994910.99491
4 October 2024248.092018.092010.994690.99469
5 October 2024258.093018.093010.994470.99447
6 October 2024268.094018.094010.994250.99425
7 October 2024278.095008.095000.994030.99403
8 October 2024288.096008.096000.993810.99381
9 October 2024298.096998.096990.993590.99359
10 October 2024308.097998.097990.993370.99337
11 October 2024318.098848.098840.993150.99315
12 October 2024328.099688.099680.992920.99292
13 October 2024338.100538.100530.992700.99270
14 October 2024348.101388.101380.992480.99248
15 October 2024358.102228.102220.992260.99226
16 October 2024368.103078.103070.992040.99204
17 October 2024378.103928.103920.991820.99182
18 October 2024388.104768.104760.991600.99160
19 October 2024398.105618.105610.991380.99138
20 October 2024408.106468.106460.991160.99116
21 October 2024418.107308.107300.990930.99093
22 October 2024428.108158.108150.990710.99071
23 October 2024438.109008.109000.990490.99049
24 October 2024448.109858.109850.990270.99027
25 October 2024458.110698.110690.990050.99005
26 October 2024468.111548.111540.989830.98983
27 October 2024478.112398.112390.989610.98961
28 October 2024488.113238.113230.989390.98939
29 October 2024498.114088.114080.989170.98917
30 October 2024508.114938.114930.988950.98895
31 October 2024518.115778.115770.988720.98872
1 November 2024528.116628.116620.988500.98850
2 November 2024538.117478.117470.988280.98828
3 November 2024548.118318.118310.988060.98806
4 November 2024558.119168.119160.987840.98784
5 November 2024568.120018.120010.987620.98762
6 November 2024578.120858.120850.987400.98740
7 November 2024588.121708.121700.987180.98718
8 November 2024598.122558.122550.986960.98696
9 November 2024608.123398.123390.986740.98674
10 November 2024618.124248.124240.986510.98651
11 November 2024628.125098.125090.986290.98629
12 November 2024638.125938.125930.986070.98607
13 November 2024648.126788.126780.985850.98585
14 November 2024658.127638.127630.985630.98563
15 November 2024668.128478.128470.985410.98541
16 November 2024678.129328.129320.985190.98519
17 November 2024688.130178.130170.984970.98497
18 November 2024698.131018.131010.984750.98475
19 November 2024708.131868.131860.984530.98453
20 November 2024718.132718.132710.984300.98430
21 November 2024728.133558.133550.984080.98408
22 November 2024738.134408.134400.983860.98386
23 November 2024748.135258.135250.983640.98364
24 November 2024758.136098.136090.983420.98342
25 November 2024768.136948.136940.983200.98320
26 November 2024778.137798.137790.982980.98298
27 November 2024788.138648.138640.982760.98276
28 November 2024798.139488.139480.982540.98254
29 November 2024808.140338.140330.982320.98232
30 November 2024818.141188.141180.982100.98210
1 December 2024828.142028.142020.981870.98187
2 December 2024838.142878.142870.981650.98165
3 December 2024848.143728.143720.981430.98143
4 December 2024858.144568.144560.981210.98121
5 December 2024868.145418.145410.980990.98099
6 December 2024878.146268.146260.980770.98077
7 December 2024888.147108.147100.980550.98055
8 December 2024898.147958.147950.980330.98033
9 December 2024908.148808.148800.980110.98011
10 December 2024918.149648.149640.979890.97989
11 December 2024928.148758.148750.979670.97967
12 December 2024938.147868.147860.979450.97945
13 December 2024948.146978.146970.979240.97924
14 December 2024958.146088.146080.979020.97902
15 December 2024968.145188.145180.978800.97880
16 December 2024978.144298.144290.978590.97859
17 December 2024988.143408.143400.978370.97837
18 December 2024998.142518.142510.978160.97816
19 December 20241008.141628.141620.977940.97794
20 December 20241018.140738.140730.977730.97773
21 December 20241028.139838.139830.977510.97751
22 December 20241038.138948.138940.977290.97729
23 December 20241048.138058.138050.977080.97708
24 December 20241058.137168.137160.976860.97686
25 December 20241068.136278.136270.976650.97665
26 December 20241078.135388.135380.976430.97643
27 December 20241088.134488.134480.976220.97622
28 December 20241098.133598.133590.976000.97600
29 December 20241108.132708.132700.975790.97579
30 December 20241118.131818.131810.975570.97557
31 December 20241128.130928.130920.975360.97536
1 January 20251138.130038.130030.975140.97514
2 January 20251148.129138.129130.974930.97493
3 January 20251158.128248.128240.974720.97472
4 January 20251168.127358.127350.974500.97450
5 January 20251178.126468.126460.974290.97429
6 January 20251188.125578.125570.974070.97407
7 January 20251198.124678.124670.973860.97386
8 January 20251208.123788.123780.973650.97365
9 January 20251218.122898.122890.973430.97343
10 January 20251228.122008.122000.973220.97322
11 January 20251238.121118.121110.973000.97300
12 January 20251248.120228.120220.972790.97279
13 January 20251258.119328.119320.972580.97258
14 January 20251268.118438.118430.972360.97236
15 January 20251278.117548.117540.972150.97215
16 January 20251288.116658.116650.971940.97194
17 January 20251298.115768.115760.971720.97172
18 January 20251308.114878.114870.971510.97151
19 January 20251318.113978.113970.971300.97130
20 January 20251328.113088.113080.971090.97109
21 January 20251338.112198.112190.970870.97087
22 January 20251348.111308.111300.970660.97066
23 January 20251358.110418.110410.970450.97045
24 January 20251368.109528.109520.970240.97024
25 January 20251378.108628.108620.970020.97002
26 January 20251388.107738.107730.969810.96981
27 January 20251398.106848.106840.969600.96960
28 January 20251408.105958.105950.969390.96939
29 January 20251418.105068.105060.969180.96918
30 January 20251428.104168.104160.968960.96896
31 January 20251438.103278.103270.968750.96875
1 February 20251448.102388.102380.968540.96854
2 February 20251458.101498.101490.968330.96833
3 February 20251468.100608.100600.968120.96812
4 February 20251478.099718.099710.967910.96791
5 February 20251488.098818.098810.967690.96769
6 February 20251498.097928.097920.967480.96748
7 February 20251508.097038.097030.967270.96727
8 February 20251518.096148.096140.967060.96706
9 February 20251528.095258.095250.966850.96685
10 February 20251538.094368.094360.966640.96664
11 February 20251548.093468.093460.966430.96643
12 February 20251558.092578.092570.966220.96622
13 February 20251568.091688.091680.966010.96601
14 February 20251578.090798.090790.965800.96580
15 February 20251588.089908.089900.965590.96559
16 February 20251598.089018.089010.965380.96538
17 February 20251608.088118.088110.965170.96517
18 February 20251618.087228.087220.964960.96496
19 February 20251628.086338.086330.964750.96475
20 February 20251638.085448.085440.964540.96454
21 February 20251648.084558.084550.964330.96433
22 February 20251658.083668.083660.964120.96412
23 February 20251668.082768.082760.963910.96391
24 February 20251678.081878.081870.963700.96370
25 February 20251688.080988.080980.963490.96349
26 February 20251698.080098.080090.963280.96328
27 February 20251708.079208.079200.963070.96307
28 February 20251718.078308.078300.962860.96286
1 March 20251728.077418.077410.962650.96265
2 March 20251738.076528.076520.962440.96244
3 March 20251748.075638.075630.962230.96223
4 March 20251758.074748.074740.962030.96203
5 March 20251768.073858.073850.961820.96182
6 March 20251778.072958.072950.961610.96161
7 March 20251788.072068.072060.961400.96140
8 March 20251798.071178.071170.961190.96119
9 March 20251808.070288.070280.960980.96098
10 March 20251818.069398.069390.960770.96077
11 March 20251828.068508.068500.960570.96057
12 March 20251838.067988.067980.960360.96036
13 March 20251848.067468.067460.960150.96015
14 March 20251858.066958.066950.959940.95994
15 March 20251868.066438.066430.959730.95973
16 March 20251878.065918.065910.959520.95952
17 March 20251888.065408.065400.959310.95931
18 March 20251898.064888.064880.959100.95910
19 March 20251908.064368.064360.958890.95889
20 March 20251918.063858.063850.958680.95868
21 March 20251928.063338.063330.958470.95847
22 March 20251938.062818.062810.958260.95826
23 March 20251948.062308.062300.958050.95805
24 March 20251958.061788.061780.957840.95784
25 March 20251968.061268.061260.957640.95764
26 March 20251978.060758.060750.957430.95743
27 March 20251988.060238.060230.957220.95722
28 March 20251998.059718.059710.957010.95701
29 March 20252008.059208.059200.956800.95680
30 March 20252018.058688.058680.956590.95659
31 March 20252028.058168.058160.956380.95638
1 April 20252038.057658.057650.956180.95618
2 April 20252048.057138.057130.955970.95597
3 April 20252058.056618.056610.955760.95576
4 April 20252068.056108.056100.955550.95555
5 April 20252078.055588.055580.955340.95534
6 April 20252088.055068.055060.955130.95513
7 April 20252098.054558.054550.954930.95493
8 April 20252108.054038.054030.954720.95472
9 April 20252118.053518.053510.954510.95451
10 April 20252128.053008.053000.954300.95430
11 April 20252138.052488.052480.954100.95410
12 April 20252148.051968.051960.953890.95389
13 April 20252158.051458.051450.953680.95368
14 April 20252168.050938.050930.953470.95347
15 April 20252178.050418.050410.953270.95327
16 April 20252188.049908.049900.953060.95306
17 April 20252198.049388.049380.952850.95285
18 April 20252208.048868.048860.952640.95264
19 April 20252218.048358.048350.952440.95244
20 April 20252228.047838.047830.952230.95223
21 April 20252238.047328.047320.952020.95202
22 April 20252248.046808.046800.951820.95182
23 April 20252258.046288.046280.951610.95161
24 April 20252268.045778.045770.951400.95140
25 April 20252278.045258.045250.951200.95120
26 April 20252288.044738.044730.950990.95099
27 April 20252298.044228.044220.950780.95078
28 April 20252308.043708.043700.950580.95058
29 April 20252318.043188.043180.950370.95037
30 April 20252328.042678.042670.950160.95016
1 May 20252338.042158.042150.949960.94996
2 May 20252348.041638.041630.949750.94975
3 May 20252358.041128.041120.949550.94955
4 May 20252368.040608.040600.949340.94934
5 May 20252378.040088.040080.949130.94913
6 May 20252388.039578.039570.948930.94893
7 May 20252398.039058.039050.948720.94872
8 May 20252408.038538.038530.948520.94852
9 May 20252418.038028.038020.948310.94831
10 May 20252428.037508.037500.948110.94811
11 May 20252438.036988.036980.947900.94790
12 May 20252448.036478.036470.947690.94769
13 May 20252458.035958.035950.947490.94749
14 May 20252468.035438.035430.947280.94728
15 May 20252478.034928.034920.947080.94708
16 May 20252488.034408.034400.946870.94687
17 May 20252498.033888.033880.946670.94667
18 May 20252508.033378.033370.946460.94646
19 May 20252518.032858.032850.946260.94626
20 May 20252528.032338.032330.946050.94605
21 May 20252538.031828.031820.945850.94585
22 May 20252548.031308.031300.945640.94564
23 May 20252558.030788.030780.945440.94544
24 May 20252568.030278.030270.945230.94523
25 May 20252578.029758.029750.945030.94503
26 May 20252588.029238.029230.944830.94483
27 May 20252598.028728.028720.944620.94462
28 May 20252608.028208.028200.944420.94442
29 May 20252618.027688.027680.944210.94421
30 May 20252628.027178.027170.944010.94401
31 May 20252638.026658.026650.943800.94380
1 June 20252648.026138.026130.943600.94360
2 June 20252658.025628.025620.943400.94340
3 June 20252668.025108.025100.943190.94319
4 June 20252678.024588.024580.942990.94299
5 June 20252688.024078.024070.942790.94279
6 June 20252698.023558.023550.942580.94258
7 June 20252708.023038.023030.942380.94238
8 June 20252718.022528.022520.942170.94217
9 June 20252728.022008.022000.941970.94197
10 June 20252738.021488.021480.941770.94177
11 June 20252748.021218.021210.941560.94156
12 June 20252758.020948.020940.941360.94136
13 June 20252768.020678.020670.941150.94115
14 June 20252778.020408.020400.940950.94095
15 June 20252788.020138.020130.940740.94074
16 June 20252798.019868.019860.940540.94054
17 June 20252808.019598.019590.940330.94033
18 June 20252818.019328.019320.940130.94013
19 June 20252828.019058.019050.939920.93992
20 June 20252838.018788.018780.939720.93972
21 June 20252848.018518.018510.939520.93952
22 June 20252858.018248.018240.939310.93931
23 June 20252868.017978.017970.939110.93911
24 June 20252878.017698.017690.938900.93890
25 June 20252888.017428.017420.938700.93870
26 June 20252898.017158.017150.938490.93849
27 June 20252908.016888.016880.938290.93829
28 June 20252918.016618.016610.938090.93809
29 June 20252928.016348.016340.937880.93788
30 June 20252938.016078.016070.937680.93768
1 July 20252948.015808.015800.937470.93747
2 July 20252958.015538.015530.937270.93727
3 July 20252968.015268.015260.937070.93707
4 July 20252978.014998.014990.936860.93686
5 July 20252988.014728.014720.936660.93666
6 July 20252998.014458.014450.936460.93646
7 July 20253008.014188.014180.936250.93625
8 July 20253018.013908.013900.936050.93605
9 July 20253028.013638.013630.935850.93585
10 July 20253038.013368.013360.935640.93564
11 July 20253048.013098.013090.935440.93544
12 July 20253058.012828.012820.935240.93524
13 July 20253068.012558.012550.935030.93503
14 July 20253078.012288.012280.934830.93483
15 July 20253088.012018.012010.934630.93463
16 July 20253098.011748.011740.934420.93442
17 July 20253108.011478.011470.934220.93422
18 July 20253118.011208.011200.934020.93402
19 July 20253128.010938.010930.933820.93382
20 July 20253138.010668.010660.933610.93361
21 July 20253148.010398.010390.933410.93341
22 July 20253158.010118.010110.933210.93321
23 July 20253168.009848.009840.933000.93300
24 July 20253178.009578.009570.932800.93280
25 July 20253188.009308.009300.932600.93260
26 July 20253198.009038.009030.932400.93240
27 July 20253208.008768.008760.932190.93219
28 July 20253218.008498.008490.931990.93199
29 July 20253228.008228.008220.931790.93179
30 July 20253238.007958.007950.931590.93159
31 July 20253248.007688.007680.931390.93139
1 August 20253258.007418.007410.931180.93118
2 August 20253268.007148.007140.930980.93098
3 August 20253278.006878.006870.930780.93078
4 August 20253288.006608.006600.930580.93058
5 August 20253298.006328.006320.930380.93038
6 August 20253308.006058.006050.930170.93017
7 August 20253318.005788.005780.929970.92997
8 August 20253328.005518.005510.929770.92977
9 August 20253338.005248.005240.929570.92957
10 August 20253348.004978.004970.929370.92937
11 August 20253358.004708.004700.929170.92917
12 August 20253368.004438.004430.928960.92896
13 August 20253378.004168.004160.928760.92876
14 August 20253388.003898.003890.928560.92856
15 August 20253398.003628.003620.928360.92836
16 August 20253408.003358.003350.928160.92816
17 August 20253418.003088.003080.927960.92796
18 August 20253428.002808.002800.927760.92776
19 August 20253438.002538.002530.927560.92756
20 August 20253448.002268.002260.927360.92736
21 August 20253458.001998.001990.927150.92715
22 August 20253468.001728.001720.926950.92695
23 August 20253478.001458.001450.926750.92675
24 August 20253488.001188.001180.926550.92655
25 August 20253498.000918.000910.926350.92635
26 August 20253508.000648.000640.926150.92615
27 August 20253518.000378.000370.925950.92595
28 August 20253528.000108.000100.925750.92575
29 August 20253537.999837.999830.925550.92555
30 August 20253547.999567.999560.925350.92535
31 August 20253557.999297.999290.925150.92515
1 September 20253567.999017.999010.924950.92495
2 September 20253577.998747.998740.924750.92475
3 September 20253587.998477.998470.924550.92455
4 September 20253597.998207.998200.924350.92435
5 September 20253607.997937.997930.924150.92415
6 September 20253617.997667.997660.923950.92395
7 September 20253627.997397.997390.923750.92375
8 September 20253637.997127.997120.923550.92355
9 September 20253647.996857.996850.923350.92335
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