South African primary bond curve

Curve last updated on 6 May 2023 at 08.09.53 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight17.580007.58000Effective
1 month307.833007.83300Effective
3 months917.967007.96700Effective
6 months1828.717008.71700Effective
9 months2739.067009.06700Effective
1 year3659.350009.35000Effective

Bond rates

SecurityBid/payOffer/receive
R186.ZA8.770008.77000
R2030.ZA10.1100010.11000
R213.ZA10.5500010.55000
R2032.ZA10.7950010.79500
R2035.ZA11.3600011.36000
R209.ZA11.3950011.39500
R2037.ZA11.6400011.64000
R2040.ZA11.8550011.85500
R214.ZA11.7450011.74500
R2044.ZA11.9200011.92000
R2048.ZA11.8550011.85500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
8 June 202317.579217.579210.999790.99979
9 June 202327.587107.587100.999580.99958
10 June 202337.594987.594980.999380.99938
11 June 202347.602877.602870.999170.99917
12 June 202357.610767.610760.998960.99896
13 June 202367.618647.618640.998750.99875
14 June 202377.626537.626530.998540.99854
15 June 202387.634417.634410.998330.99833
16 June 202397.642307.642300.998120.99812
17 June 2023107.650187.650180.997910.99791
18 June 2023117.658077.658070.997690.99769
19 June 2023127.665957.665950.997480.99748
20 June 2023137.673847.673840.997270.99727
21 June 2023147.681727.681720.997060.99706
22 June 2023157.689617.689610.996840.99684
23 June 2023167.697507.697500.996630.99663
24 June 2023177.705387.705380.996420.99642
25 June 2023187.713277.713270.996200.99620
26 June 2023197.721157.721150.995990.99599
27 June 2023207.729047.729040.995770.99577
28 June 2023217.736927.736920.995560.99556
29 June 2023227.744817.744810.995340.99534
30 June 2023237.752697.752690.995130.99513
1 July 2023247.760587.760580.994910.99491
2 July 2023257.768477.768470.994690.99469
3 July 2023267.776357.776350.994480.99448
4 July 2023277.784247.784240.994260.99426
5 July 2023287.792127.792120.994040.99404
6 July 2023297.800017.800010.993820.99382
7 July 2023307.807897.807890.993600.99360
8 July 2023317.809227.809220.993390.99339
9 July 2023327.810557.810550.993180.99318
10 July 2023337.811887.811880.992960.99296
11 July 2023347.813217.813210.992750.99275
12 July 2023357.814537.814530.992530.99253
13 July 2023367.815867.815860.992320.99232
14 July 2023377.817197.817190.992110.99211
15 July 2023387.818527.818520.991890.99189
16 July 2023397.819857.819850.991680.99168
17 July 2023407.821177.821170.991470.99147
18 July 2023417.822507.822500.991250.99125
19 July 2023427.823837.823830.991040.99104
20 July 2023437.825167.825160.990820.99082
21 July 2023447.826497.826490.990610.99061
22 July 2023457.827817.827810.990400.99040
23 July 2023467.829147.829140.990180.99018
24 July 2023477.830477.830470.989970.98997
25 July 2023487.831807.831800.989750.98975
26 July 2023497.833137.833130.989540.98954
27 July 2023507.834467.834460.989330.98933
28 July 2023517.835787.835780.989110.98911
29 July 2023527.837117.837110.988900.98890
30 July 2023537.838447.838440.988680.98868
31 July 2023547.839777.839770.988470.98847
1 August 2023557.841107.841100.988250.98825
2 August 2023567.842427.842420.988040.98804
3 August 2023577.843757.843750.987830.98783
4 August 2023587.845087.845080.987610.98761
5 August 2023597.846417.846410.987400.98740
6 August 2023607.847747.847740.987180.98718
7 August 2023617.849067.849060.986970.98697
8 August 2023627.850397.850390.986750.98675
9 August 2023637.851727.851720.986540.98654
10 August 2023647.853057.853050.986320.98632
11 August 2023657.854387.854380.986110.98611
12 August 2023667.855717.855710.985900.98590
13 August 2023677.857037.857030.985680.98568
14 August 2023687.858367.858360.985470.98547
15 August 2023697.859697.859690.985250.98525
16 August 2023707.861027.861020.985040.98504
17 August 2023717.862357.862350.984820.98482
18 August 2023727.863677.863670.984610.98461
19 August 2023737.865007.865000.984390.98439
20 August 2023747.866337.866330.984180.98418
21 August 2023757.867667.867660.983960.98396
22 August 2023767.868997.868990.983750.98375
23 August 2023777.870317.870310.983530.98353
24 August 2023787.871647.871640.983320.98332
25 August 2023797.872977.872970.983100.98310
26 August 2023807.874307.874300.982890.98289
27 August 2023817.875637.875630.982670.98267
28 August 2023827.876967.876960.982460.98246
29 August 2023837.878287.878280.982240.98224
30 August 2023847.879617.879610.982030.98203
31 August 2023857.880947.880940.981810.98181
1 September 2023867.882277.882270.981600.98160
2 September 2023877.883607.883600.981380.98138
3 September 2023887.884927.884920.981170.98117
4 September 2023897.886257.886250.980950.98095
5 September 2023907.887587.887580.980740.98074
6 September 2023917.888917.888910.980520.98052
7 September 2023927.895997.895990.980290.98029
8 September 2023937.903067.903060.980060.98006
9 September 2023947.910147.910140.979830.97983
10 September 2023957.917217.917210.979600.97960
11 September 2023967.924297.924290.979370.97937
12 September 2023977.931377.931370.979140.97914
13 September 2023987.938447.938440.978910.97891
14 September 2023997.945527.945520.978680.97868
15 September 20231007.952607.952600.978450.97845
16 September 20231017.959677.959670.978220.97822
17 September 20231027.966757.966750.977980.97798
18 September 20231037.973837.973830.977750.97775
19 September 20231047.980907.980900.977520.97752
20 September 20231057.987987.987980.977280.97728
21 September 20231067.995067.995060.977050.97705
22 September 20231078.002138.002130.976810.97681
23 September 20231088.009218.009210.976580.97658
24 September 20231098.016298.016290.976350.97635
25 September 20231108.023368.023360.976110.97611
26 September 20231118.030448.030440.975870.97587
27 September 20231128.037528.037520.975640.97564
28 September 20231138.044598.044590.975400.97540
29 September 20231148.051678.051670.975170.97517
30 September 20231158.058758.058750.974930.97493
1 October 20231168.065828.065820.974690.97469
2 October 20231178.072908.072900.974450.97445
3 October 20231188.079978.079970.974220.97422
4 October 20231198.087058.087050.973980.97398
5 October 20231208.094138.094130.973740.97374
6 October 20231218.101208.101200.973500.97350
7 October 20231228.108288.108280.973260.97326
8 October 20231238.115368.115360.973020.97302
9 October 20231248.122438.122430.972780.97278
10 October 20231258.129518.129510.972540.97254
11 October 20231268.136598.136590.972300.97230
12 October 20231278.143668.143660.972060.97206
13 October 20231288.150748.150740.971820.97182
14 October 20231298.157828.157820.971580.97158
15 October 20231308.164898.164890.971340.97134
16 October 20231318.171978.171970.971100.97110
17 October 20231328.179058.179050.970850.97085
18 October 20231338.186128.186120.970610.97061
19 October 20231348.193208.193200.970370.97037
20 October 20231358.200288.200280.970130.97013
21 October 20231368.207358.207350.969880.96988
22 October 20231378.214438.214430.969640.96964
23 October 20231388.221518.221510.969390.96939
24 October 20231398.228588.228580.969150.96915
25 October 20231408.235668.235660.968900.96890
26 October 20231418.242738.242730.968660.96866
27 October 20231428.249818.249810.968410.96841
28 October 20231438.256898.256890.968170.96817
29 October 20231448.263968.263960.967920.96792
30 October 20231458.271048.271040.967680.96768
31 October 20231468.278128.278120.967430.96743
1 November 20231478.285198.285190.967180.96718
2 November 20231488.292278.292270.966940.96694
3 November 20231498.299358.299350.966690.96669
4 November 20231508.306428.306420.966440.96644
5 November 20231518.313508.313500.966190.96619
6 November 20231528.320588.320580.965940.96594
7 November 20231538.327658.327650.965690.96569
8 November 20231548.334738.334730.965450.96545
9 November 20231558.341818.341810.965200.96520
10 November 20231568.348888.348880.964950.96495
11 November 20231578.355968.355960.964700.96470
12 November 20231588.363048.363040.964450.96445
13 November 20231598.370118.370110.964200.96420
14 November 20231608.377198.377190.963940.96394
15 November 20231618.384268.384260.963690.96369
16 November 20231628.391348.391340.963440.96344
17 November 20231638.398428.398420.963190.96319
18 November 20231648.405498.405490.962940.96294
19 November 20231658.412578.412570.962680.96268
20 November 20231668.419658.419650.962430.96243
21 November 20231678.426728.426720.962180.96218
22 November 20231688.433808.433800.961930.96193
23 November 20231698.440888.440880.961670.96167
24 November 20231708.447958.447950.961420.96142
25 November 20231718.455038.455030.961160.96116
26 November 20231728.462118.462110.960910.96091
27 November 20231738.469188.469180.960650.96065
28 November 20231748.476268.476260.960400.96040
29 November 20231758.483348.483340.960140.96014
30 November 20231768.490418.490410.959890.95989
1 December 20231778.497498.497490.959630.95963
2 December 20231788.504578.504570.959370.95937
3 December 20231798.511648.511640.959120.95912
4 December 20231808.518728.518720.958860.95886
5 December 20231818.525808.525800.958600.95860
6 December 20231828.532878.532870.958350.95835
7 December 20231838.535518.535510.958110.95811
8 December 20231848.538148.538140.957870.95787
9 December 20231858.540788.540780.957630.95763
10 December 20231868.543428.543420.957400.95740
11 December 20231878.546058.546050.957160.95716
12 December 20231888.548698.548690.956920.95692
13 December 20231898.551338.551330.956690.95669
14 December 20231908.553968.553960.956450.95645
15 December 20231918.556608.556600.956210.95621
16 December 20231928.559248.559240.955970.95597
17 December 20231938.561878.561870.955740.95574
18 December 20231948.564518.564510.955500.95550
19 December 20231958.567158.567150.955260.95526
20 December 20231968.569788.569780.955020.95502
21 December 20231978.572428.572420.954790.95479
22 December 20231988.575058.575050.954550.95455
23 December 20231998.577698.577690.954310.95431
24 December 20232008.580338.580330.954070.95407
25 December 20232018.582968.582960.953830.95383
26 December 20232028.585608.585600.953600.95360
27 December 20232038.588248.588240.953360.95336
28 December 20232048.590878.590870.953120.95312
29 December 20232058.593518.593510.952880.95288
30 December 20232068.596158.596150.952640.95264
31 December 20232078.598788.598780.952400.95240
1 January 20242088.601428.601420.952170.95217
2 January 20242098.604058.604050.951930.95193
3 January 20242108.606698.606690.951690.95169
4 January 20242118.609338.609330.951450.95145
5 January 20242128.611968.611960.951210.95121
6 January 20242138.614608.614600.950970.95097
7 January 20242148.617248.617240.950730.95073
8 January 20242158.619878.619870.950490.95049
9 January 20242168.622518.622510.950250.95025
10 January 20242178.625158.625150.950010.95001
11 January 20242188.627788.627780.949770.94977
12 January 20242198.630428.630420.949540.94954
13 January 20242208.633068.633060.949300.94930
14 January 20242218.635698.635690.949060.94906
15 January 20242228.638338.638330.948820.94882
16 January 20242238.640968.640960.948580.94858
17 January 20242248.643608.643600.948340.94834
18 January 20242258.646248.646240.948100.94810
19 January 20242268.648878.648870.947860.94786
20 January 20242278.651518.651510.947620.94762
21 January 20242288.654158.654150.947380.94738
22 January 20242298.656788.656780.947140.94714
23 January 20242308.659428.659420.946900.94690
24 January 20242318.662068.662060.946660.94666
25 January 20242328.664698.664690.946420.94642
26 January 20242338.667338.667330.946170.94617
27 January 20242348.669968.669960.945930.94593
28 January 20242358.672608.672600.945690.94569
29 January 20242368.675248.675240.945450.94545
30 January 20242378.677878.677870.945210.94521
31 January 20242388.680518.680510.944970.94497
1 February 20242398.683158.683150.944730.94473
2 February 20242408.685788.685780.944490.94449
3 February 20242418.688428.688420.944250.94425
4 February 20242428.691068.691060.944010.94401
5 February 20242438.693698.693690.943760.94376
6 February 20242448.696338.696330.943520.94352
7 February 20242458.698978.698970.943280.94328
8 February 20242468.701608.701600.943040.94304
9 February 20242478.704248.704240.942800.94280
10 February 20242488.706878.706870.942560.94256
11 February 20242498.709518.709510.942320.94232
12 February 20242508.712158.712150.942070.94207
13 February 20242518.714788.714780.941830.94183
14 February 20242528.717428.717420.941590.94159
15 February 20242538.720068.720060.941350.94135
16 February 20242548.722698.722690.941110.94111
17 February 20242558.725338.725330.940860.94086
18 February 20242568.727978.727970.940620.94062
19 February 20242578.730608.730600.940380.94038
20 February 20242588.733248.733240.940140.94014
21 February 20242598.735878.735870.939890.93989
22 February 20242608.738518.738510.939650.93965
23 February 20242618.741158.741150.939410.93941
24 February 20242628.743788.743780.939170.93917
25 February 20242638.746428.746420.938920.93892
26 February 20242648.749068.749060.938680.93868
27 February 20242658.751698.751690.938440.93844
28 February 20242668.754338.754330.938190.93819
29 February 20242678.756978.756970.937950.93795
1 March 20242688.759608.759600.937710.93771
2 March 20242698.762248.762240.937460.93746
3 March 20242708.764888.764880.937220.93722
4 March 20242718.767518.767510.936980.93698
5 March 20242728.770158.770150.936730.93673
6 March 20242738.772788.772780.936490.93649
7 March 20242748.774588.774580.936250.93625
8 March 20242758.776388.776380.936020.93602
9 March 20242768.778188.778180.935780.93578
10 March 20242778.779988.779980.935540.93554
11 March 20242788.781788.781780.935300.93530
12 March 20242798.783588.783580.935060.93506
13 March 20242808.785388.785380.934830.93483
14 March 20242818.787188.787180.934590.93459
15 March 20242828.788988.788980.934350.93435
16 March 20242838.790788.790780.934110.93411
17 March 20242848.792588.792580.933870.93387
18 March 20242858.794388.794380.933640.93364
19 March 20242868.796188.796180.933400.93340
20 March 20242878.797988.797980.933160.93316
21 March 20242888.799788.799780.932920.93292
22 March 20242898.801588.801580.932680.93268
23 March 20242908.803388.803380.932450.93245
24 March 20242918.805188.805180.932210.93221
25 March 20242928.806988.806980.931970.93197
26 March 20242938.808788.808780.931730.93173
27 March 20242948.810588.810580.931490.93149
28 March 20242958.812388.812380.931250.93125
29 March 20242968.814188.814180.931020.93102
30 March 20242978.815988.815980.930780.93078
31 March 20242988.817788.817780.930540.93054
1 April 20242998.819588.819580.930300.93030
2 April 20243008.821388.821380.930060.93006
3 April 20243018.823188.823180.929820.92982
4 April 20243028.824988.824980.929580.92958
5 April 20243038.826788.826780.929350.92935
6 April 20243048.828578.828570.929110.92911
7 April 20243058.830378.830370.928870.92887
8 April 20243068.832178.832170.928630.92863
9 April 20243078.833978.833970.928390.92839
10 April 20243088.835778.835770.928150.92815
11 April 20243098.837578.837570.927910.92791
12 April 20243108.839378.839370.927670.92767
13 April 20243118.841178.841170.927440.92744
14 April 20243128.842978.842970.927200.92720
15 April 20243138.844778.844770.926960.92696
16 April 20243148.846578.846570.926720.92672
17 April 20243158.848378.848370.926480.92648
18 April 20243168.850178.850170.926240.92624
19 April 20243178.851978.851970.926000.92600
20 April 20243188.853778.853770.925760.92576
21 April 20243198.855578.855570.925520.92552
22 April 20243208.857378.857370.925280.92528
23 April 20243218.859178.859170.925050.92505
24 April 20243228.860978.860970.924810.92481
25 April 20243238.862778.862770.924570.92457
26 April 20243248.864578.864570.924330.92433
27 April 20243258.866378.866370.924090.92409
28 April 20243268.868178.868170.923850.92385
29 April 20243278.869978.869970.923610.92361
30 April 20243288.871778.871770.923370.92337
1 May 20243298.873578.873570.923130.92313
2 May 20243308.875378.875370.922890.92289
3 May 20243318.877178.877170.922650.92265
4 May 20243328.878978.878970.922410.92241
5 May 20243338.880778.880770.922170.92217
6 May 20243348.882578.882570.921930.92193
7 May 20243358.884378.884370.921690.92169
8 May 20243368.886178.886170.921460.92146
9 May 20243378.887968.887960.921220.92122
10 May 20243388.889768.889760.920980.92098
11 May 20243398.891568.891560.920740.92074
12 May 20243408.893368.893360.920500.92050
13 May 20243418.895168.895160.920260.92026
14 May 20243428.896968.896960.920020.92002
15 May 20243438.898768.898760.919780.91978
16 May 20243448.900568.900560.919540.91954
17 May 20243458.902368.902360.919300.91930
18 May 20243468.904168.904160.919060.91906
19 May 20243478.905968.905960.918820.91882
20 May 20243488.907768.907760.918580.91858
21 May 20243498.909568.909560.918340.91834
22 May 20243508.911368.911360.918100.91810
23 May 20243518.913168.913160.917860.91786
24 May 20243528.914968.914960.917620.91762
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