South African primary money-market curve

Curve last updated on 2 May 2024 at 06.29.23 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight18.060008.06000Effective
1 month308.242008.24200Effective
3 months918.350008.35000Effective
6 months1828.708008.70800Effective
9 months2738.975008.97500Effective
1 year3659.325009.32500Effective

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
7 May 202418.059118.059110.999780.99978
8 May 202428.064468.064460.999560.99956
9 May 202438.069818.069810.999340.99934
10 May 202448.075158.075150.999120.99912
11 May 202458.080508.080500.998890.99889
12 May 202468.085858.085850.998670.99867
13 May 202478.091208.091200.998450.99845
14 May 202488.096558.096550.998230.99823
15 May 202498.101908.101900.998000.99800
16 May 2024108.107248.107240.997780.99778
17 May 2024118.112598.112590.997560.99756
18 May 2024128.117948.117940.997330.99733
19 May 2024138.123298.123290.997110.99711
20 May 2024148.128648.128640.996890.99689
21 May 2024158.133998.133990.996660.99666
22 May 2024168.139338.139330.996440.99644
23 May 2024178.144688.144680.996210.99621
24 May 2024188.150038.150030.995990.99599
25 May 2024198.155388.155380.995760.99576
26 May 2024208.160738.160730.995540.99554
27 May 2024218.166078.166070.995310.99531
28 May 2024228.171428.171420.995090.99509
29 May 2024238.176778.176770.994860.99486
30 May 2024248.182128.182120.994630.99463
31 May 2024258.187478.187470.994410.99441
1 June 2024268.192828.192820.994180.99418
2 June 2024278.198168.198160.993950.99395
3 June 2024288.203518.203510.993730.99373
4 June 2024298.208868.208860.993500.99350
5 June 2024308.214218.214210.993270.99327
6 June 2024318.215038.215030.993050.99305
7 June 2024328.215858.215850.992820.99282
8 June 2024338.216678.216670.992600.99260
9 June 2024348.217498.217490.992370.99237
10 June 2024358.218318.218310.992150.99215
11 June 2024368.219138.219130.991930.99193
12 June 2024378.219958.219950.991700.99170
13 June 2024388.220778.220770.991480.99148
14 June 2024398.221608.221600.991250.99125
15 June 2024408.222428.222420.991030.99103
16 June 2024418.223248.223240.990810.99081
17 June 2024428.224068.224060.990580.99058
18 June 2024438.224888.224880.990360.99036
19 June 2024448.225708.225700.990130.99013
20 June 2024458.226528.226520.989910.98991
21 June 2024468.227348.227340.989680.98968
22 June 2024478.228168.228160.989460.98946
23 June 2024488.228988.228980.989240.98924
24 June 2024498.229808.229800.989010.98901
25 June 2024508.230628.230620.988790.98879
26 June 2024518.231448.231440.988560.98856
27 June 2024528.232268.232260.988340.98834
28 June 2024538.233098.233090.988120.98812
29 June 2024548.233918.233910.987890.98789
30 June 2024558.234738.234730.987670.98767
1 July 2024568.235558.235550.987440.98744
2 July 2024578.236378.236370.987220.98722
3 July 2024588.237198.237190.987000.98700
4 July 2024598.238018.238010.986770.98677
5 July 2024608.238838.238830.986550.98655
6 July 2024618.239658.239650.986320.98632
7 July 2024628.240478.240470.986100.98610
8 July 2024638.241298.241290.985880.98588
9 July 2024648.242118.242110.985650.98565
10 July 2024658.242938.242930.985430.98543
11 July 2024668.243768.243760.985200.98520
12 July 2024678.244588.244580.984980.98498
13 July 2024688.245408.245400.984760.98476
14 July 2024698.246228.246220.984530.98453
15 July 2024708.247048.247040.984310.98431
16 July 2024718.247868.247860.984080.98408
17 July 2024728.248688.248680.983860.98386
18 July 2024738.249508.249500.983640.98364
19 July 2024748.250328.250320.983410.98341
20 July 2024758.251148.251140.983190.98319
21 July 2024768.251968.251960.982960.98296
22 July 2024778.252788.252780.982740.98274
23 July 2024788.253608.253600.982520.98252
24 July 2024798.254428.254420.982290.98229
25 July 2024808.255258.255250.982070.98207
26 July 2024818.256078.256070.981850.98185
27 July 2024828.256898.256890.981620.98162
28 July 2024838.257718.257710.981400.98140
29 July 2024848.258538.258530.981170.98117
30 July 2024858.259358.259350.980950.98095
31 July 2024868.260178.260170.980730.98073
1 August 2024878.260998.260990.980500.98050
2 August 2024888.261818.261810.980280.98028
3 August 2024898.262638.262630.980050.98005
4 August 2024908.263458.263450.979830.97983
5 August 2024918.264278.264270.979610.97961
6 August 2024928.267138.267130.979380.97938
7 August 2024938.269998.269990.979150.97915
8 August 2024948.272848.272840.978920.97892
9 August 2024958.275708.275700.978690.97869
10 August 2024968.278568.278560.978460.97846
11 August 2024978.281418.281410.978230.97823
12 August 2024988.284278.284270.978000.97800
13 August 2024998.287138.287130.977770.97777
14 August 20241008.289998.289990.977540.97754
15 August 20241018.292848.292840.977310.97731
16 August 20241028.295708.295700.977080.97708
17 August 20241038.298568.298560.976850.97685
18 August 20241048.301418.301410.976620.97662
19 August 20241058.304278.304270.976390.97639
20 August 20241068.307138.307130.976160.97616
21 August 20241078.309988.309980.975930.97593
22 August 20241088.312848.312840.975700.97570
23 August 20241098.315708.315700.975470.97547
24 August 20241108.318558.318550.975240.97524
25 August 20241118.321418.321410.975010.97501
26 August 20241128.324278.324270.974780.97478
27 August 20241138.327128.327120.974550.97455
28 August 20241148.329988.329980.974320.97432
29 August 20241158.332848.332840.974090.97409
30 August 20241168.335698.335690.973860.97386
31 August 20241178.338558.338550.973630.97363
1 September 20241188.341418.341410.973390.97339
2 September 20241198.344278.344270.973160.97316
3 September 20241208.347128.347120.972930.97293
4 September 20241218.349988.349980.972700.97270
5 September 20241228.352848.352840.972470.97247
6 September 20241238.355698.355690.972240.97224
7 September 20241248.358558.358550.972000.97200
8 September 20241258.361418.361410.971770.97177
9 September 20241268.364268.364260.971540.97154
10 September 20241278.367128.367120.971310.97131
11 September 20241288.369988.369980.971070.97107
12 September 20241298.372838.372830.970840.97084
13 September 20241308.375698.375690.970610.97061
14 September 20241318.378558.378550.970380.97038
15 September 20241328.381408.381400.970140.97014
16 September 20241338.384268.384260.969910.96991
17 September 20241348.387128.387120.969680.96968
18 September 20241358.389978.389970.969450.96945
19 September 20241368.392838.392830.969210.96921
20 September 20241378.395698.395690.968980.96898
21 September 20241388.398558.398550.968750.96875
22 September 20241398.401408.401400.968510.96851
23 September 20241408.404268.404260.968280.96828
24 September 20241418.407128.407120.968050.96805
25 September 20241428.409978.409970.967810.96781
26 September 20241438.412838.412830.967580.96758
27 September 20241448.415698.415690.967340.96734
28 September 20241458.418548.418540.967110.96711
29 September 20241468.421408.421400.966880.96688
30 September 20241478.424268.424260.966640.96664
1 October 20241488.427118.427110.966410.96641
2 October 20241498.429978.429970.966170.96617
3 October 20241508.432838.432830.965940.96594
4 October 20241518.435688.435680.965700.96570
5 October 20241528.438548.438540.965470.96547
6 October 20241538.441408.441400.965230.96523
7 October 20241548.444258.444250.965000.96500
8 October 20241558.447118.447110.964760.96476
9 October 20241568.449978.449970.964530.96453
10 October 20241578.452838.452830.964290.96429
11 October 20241588.455688.455680.964060.96406
12 October 20241598.458548.458540.963820.96382
13 October 20241608.461408.461400.963590.96359
14 October 20241618.464258.464250.963350.96335
15 October 20241628.467118.467110.963120.96312
16 October 20241638.469978.469970.962880.96288
17 October 20241648.472828.472820.962650.96265
18 October 20241658.475688.475680.962410.96241
19 October 20241668.478548.478540.962170.96217
20 October 20241678.481398.481390.961940.96194
21 October 20241688.484258.484250.961700.96170
22 October 20241698.487118.487110.961470.96147
23 October 20241708.489968.489960.961230.96123
24 October 20241718.492828.492820.960990.96099
25 October 20241728.495688.495680.960760.96076
26 October 20241738.498548.498540.960520.96052
27 October 20241748.501398.501390.960280.96028
28 October 20241758.504258.504250.960050.96005
29 October 20241768.507118.507110.959810.95981
30 October 20241778.509968.509960.959570.95957
31 October 20241788.512828.512820.959340.95934
1 November 20241798.515688.515680.959100.95910
2 November 20241808.518538.518530.958860.95886
3 November 20241818.521398.521390.958620.95862
4 November 20241828.524258.524250.958390.95839
5 November 20241838.526038.526030.958150.95815
6 November 20241848.527818.527810.957920.95792
7 November 20241858.529608.529600.957690.95769
8 November 20241868.531388.531380.957460.95746
9 November 20241878.533178.533170.957220.95722
10 November 20241888.534958.534950.956990.95699
11 November 20241898.536748.536740.956760.95676
12 November 20241908.538528.538520.956530.95653
13 November 20241918.540308.540300.956290.95629
14 November 20241928.542098.542090.956060.95606
15 November 20241938.543878.543870.955830.95583
16 November 20241948.545668.545660.955600.95560
17 November 20241958.547448.547440.955360.95536
18 November 20241968.549228.549220.955130.95513
19 November 20241978.551018.551010.954900.95490
20 November 20241988.552798.552790.954660.95466
21 November 20241998.554588.554580.954430.95443
22 November 20242008.556368.556360.954200.95420
23 November 20242018.558148.558140.953960.95396
24 November 20242028.559938.559930.953730.95373
25 November 20242038.561718.561710.953500.95350
26 November 20242048.563508.563500.953270.95327
27 November 20242058.565288.565280.953030.95303
28 November 20242068.567078.567070.952800.95280
29 November 20242078.568858.568850.952570.95257
30 November 20242088.570638.570630.952330.95233
1 December 20242098.572428.572420.952100.95210
2 December 20242108.574208.574200.951870.95187
3 December 20242118.575998.575990.951630.95163
4 December 20242128.577778.577770.951400.95140
5 December 20242138.579558.579550.951170.95117
6 December 20242148.581348.581340.950930.95093
7 December 20242158.583128.583120.950700.95070
8 December 20242168.584918.584910.950470.95047
9 December 20242178.586698.586690.950230.95023
10 December 20242188.588478.588470.950000.95000
11 December 20242198.590268.590260.949760.94976
12 December 20242208.592048.592040.949530.94953
13 December 20242218.593838.593830.949300.94930
14 December 20242228.595618.595610.949060.94906
15 December 20242238.597398.597390.948830.94883
16 December 20242248.599188.599180.948600.94860
17 December 20242258.600968.600960.948360.94836
18 December 20242268.602758.602750.948130.94813
19 December 20242278.604538.604530.947890.94789
20 December 20242288.606328.606320.947660.94766
21 December 20242298.608108.608100.947430.94743
22 December 20242308.609888.609880.947190.94719
23 December 20242318.611678.611670.946960.94696
24 December 20242328.613458.613450.946720.94672
25 December 20242338.615248.615240.946490.94649
26 December 20242348.617028.617020.946250.94625
27 December 20242358.618808.618800.946020.94602
28 December 20242368.620598.620590.945790.94579
29 December 20242378.622378.622370.945550.94555
30 December 20242388.624168.624160.945320.94532
31 December 20242398.625948.625940.945080.94508
1 January 20252408.627728.627720.944850.94485
2 January 20252418.629518.629510.944610.94461
3 January 20252428.631298.631290.944380.94438
4 January 20252438.633088.633080.944150.94415
5 January 20252448.634868.634860.943910.94391
6 January 20252458.636648.636640.943680.94368
7 January 20252468.638438.638430.943440.94344
8 January 20252478.640218.640210.943210.94321
9 January 20252488.642008.642000.942970.94297
10 January 20252498.643788.643780.942740.94274
11 January 20252508.645578.645570.942500.94250
12 January 20252518.647358.647350.942270.94227
13 January 20252528.649138.649130.942030.94203
14 January 20252538.650928.650920.941800.94180
15 January 20252548.652708.652700.941560.94156
16 January 20252558.654498.654490.941330.94133
17 January 20252568.656278.656270.941090.94109
18 January 20252578.658058.658050.940860.94086
19 January 20252588.659848.659840.940620.94062
20 January 20252598.661628.661620.940390.94039
21 January 20252608.663418.663410.940150.94015
22 January 20252618.665198.665190.939920.93992
23 January 20252628.666978.666970.939680.93968
24 January 20252638.668768.668760.939450.93945
25 January 20252648.670548.670540.939210.93921
26 January 20252658.672338.672330.938980.93898
27 January 20252668.674118.674110.938740.93874
28 January 20252678.675908.675900.938510.93851
29 January 20252688.677688.677680.938270.93827
30 January 20252698.679468.679460.938040.93804
31 January 20252708.681258.681250.937800.93780
1 February 20252718.683038.683030.937570.93757
2 February 20252728.684828.684820.937330.93733
3 February 20252738.686608.686600.937090.93709
4 February 20252748.689098.689090.936850.93685
5 February 20252758.691588.691580.936610.93661
6 February 20252768.694068.694060.936370.93637
7 February 20252778.696558.696550.936130.93613
8 February 20252788.699048.699040.935890.93589
9 February 20252798.701538.701530.935650.93565
10 February 20252808.704028.704020.935410.93541
11 February 20252818.706508.706500.935170.93517
12 February 20252828.708998.708990.934930.93493
13 February 20252838.711488.711480.934690.93469
14 February 20252848.713978.713970.934450.93445
15 February 20252858.716468.716460.934200.93420
16 February 20252868.718948.718940.933960.93396
17 February 20252878.721438.721430.933720.93372
18 February 20252888.723928.723920.933480.93348
19 February 20252898.726418.726410.933240.93324
20 February 20252908.728898.728890.933000.93300
21 February 20252918.731388.731380.932760.93276
22 February 20252928.733878.733870.932510.93251
23 February 20252938.736368.736360.932270.93227
24 February 20252948.738858.738850.932030.93203
25 February 20252958.741338.741330.931790.93179
26 February 20252968.743828.743820.931550.93155
27 February 20252978.746318.746310.931300.93130
28 February 20252988.748808.748800.931060.93106
1 March 20252998.751298.751290.930820.93082
2 March 20253008.753778.753770.930580.93058
3 March 20253018.756268.756260.930340.93034
4 March 20253028.758758.758750.930090.93009
5 March 20253038.761248.761240.929850.92985
6 March 20253048.763738.763730.929610.92961
7 March 20253058.766218.766210.929370.92937
8 March 20253068.768708.768700.929120.92912
9 March 20253078.771198.771190.928880.92888
10 March 20253088.773688.773680.928640.92864
11 March 20253098.776178.776170.928400.92840
12 March 20253108.778658.778650.928150.92815
13 March 20253118.781148.781140.927910.92791
14 March 20253128.783638.783630.927670.92767
15 March 20253138.786128.786120.927420.92742
16 March 20253148.788618.788610.927180.92718
17 March 20253158.791098.791090.926940.92694
18 March 20253168.793588.793580.926700.92670
19 March 20253178.796078.796070.926450.92645
20 March 20253188.798568.798560.926210.92621
21 March 20253198.801058.801050.925970.92597
22 March 20253208.803538.803530.925720.92572
23 March 20253218.806028.806020.925480.92548
24 March 20253228.808518.808510.925230.92523
25 March 20253238.811008.811000.924990.92499
26 March 20253248.813498.813490.924750.92475
27 March 20253258.815978.815970.924500.92450
28 March 20253268.818468.818460.924260.92426
29 March 20253278.820958.820950.924020.92402
30 March 20253288.823448.823440.923770.92377
31 March 20253298.825928.825920.923530.92353
1 April 20253308.828418.828410.923280.92328
2 April 20253318.830908.830900.923040.92304
3 April 20253328.833398.833390.922800.92280
4 April 20253338.835888.835880.922550.92255
5 April 20253348.838368.838360.922310.92231
6 April 20253358.840858.840850.922060.92206
7 April 20253368.843348.843340.921820.92182
8 April 20253378.845838.845830.921570.92157
9 April 20253388.848328.848320.921330.92133
10 April 20253398.850808.850800.921080.92108
11 April 20253408.853298.853290.920840.92084
12 April 20253418.855788.855780.920600.92060
13 April 20253428.858278.858270.920350.92035
14 April 20253438.860768.860760.920110.92011
15 April 20253448.863248.863240.919860.91986
16 April 20253458.865738.865730.919620.91962
17 April 20253468.868228.868220.919370.91937
18 April 20253478.870718.870710.919130.91913
19 April 20253488.873208.873200.918880.91888
20 April 20253498.875688.875680.918640.91864
21 April 20253508.878178.878170.918390.91839
22 April 20253518.880668.880660.918140.91814
23 April 20253528.883158.883150.917900.91790
24 April 20253538.885648.885640.917650.91765
25 April 20253548.888128.888120.917410.91741
26 April 20253558.890618.890610.917160.91716
27 April 20253568.893108.893100.916920.91692
28 April 20253578.895598.895590.916670.91667
29 April 20253588.898088.898080.916430.91643
30 April 20253598.900568.900560.916180.91618
1 May 20253608.903058.903050.915930.91593
2 May 20253618.905548.905540.915690.91569
3 May 20253628.908038.908030.915440.91544
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7 May 2059127848.915498.915490.044040.04404
6 May 2064146108.915498.915490.028190.02819