South African primary bond curve

Curve last updated on 1 July 2025 at 07.31.15 GMT/UTC

Inputs


Money-market rates


Period(Days)Bid/payOffer/receiveRate type
Overnight17.080007.08000Effective
1 month307.150007.15000Effective
3 months917.292007.29200Effective
6 months1827.358007.35800Effective
9 months2737.500007.50000Effective
1 year3657.667007.66700Effective


Bond rates


SecurityBid/payOffer/receive
R186.ZA7.735007.73500
R2030.ZA8.450008.45000
R213.ZA8.815008.81500
R2032.ZA9.155009.15500
R2035.ZA9.950009.95000
R209.ZA10.1950010.19500
R2037.ZA10.4550010.45500
R2040.ZA10.8700010.87000
R214.ZA10.8500010.85000
R2044.ZA11.1600011.16000
R2048.ZA11.1450011.14500


Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
6 July 202517.079317.079310.999810.99981
7 July 202527.081037.081030.999610.99961
8 July 202537.082757.082750.999420.99942
9 July 202547.084467.084460.999220.99922
10 July 202557.086187.086180.999030.99903
11 July 202567.087897.087890.998840.99884
12 July 202577.089617.089610.998640.99864
13 July 202587.091327.091320.998450.99845
14 July 202597.093047.093040.998250.99825
15 July 2025107.094767.094760.998060.99806
16 July 2025117.096477.096470.997860.99786
17 July 2025127.098197.098190.997670.99767
18 July 2025137.099907.099900.997470.99747
19 July 2025147.101627.101620.997280.99728
20 July 2025157.103347.103340.997090.99709
21 July 2025167.105057.105050.996890.99689
22 July 2025177.106777.106770.996700.99670
23 July 2025187.108487.108480.996500.99650
24 July 2025197.110207.110200.996310.99631
25 July 2025207.111917.111910.996110.99611
26 July 2025217.113637.113630.995920.99592
27 July 2025227.115357.115350.995720.99572
28 July 2025237.117067.117060.995530.99553
29 July 2025247.118787.118780.995330.99533
30 July 2025257.120497.120490.995130.99513
31 July 2025267.122217.122210.994940.99494
1 August 2025277.123937.123930.994740.99474
2 August 2025287.125647.125640.994550.99455
3 August 2025297.127367.127360.994350.99435
4 August 2025307.129077.129070.994160.99416
5 August 2025317.130677.130670.993960.99396
6 August 2025327.132277.132270.993770.99377
7 August 2025337.133867.133860.993570.99357
8 August 2025347.135467.135460.993380.99338
9 August 2025357.137067.137060.993180.99318
10 August 2025367.138667.138660.992980.99298
11 August 2025377.140257.140250.992790.99279
12 August 2025387.141857.141850.992590.99259
13 August 2025397.143457.143450.992400.99240
14 August 2025407.145057.145050.992200.99220
15 August 2025417.146647.146640.992000.99200
16 August 2025427.148247.148240.991810.99181
17 August 2025437.149847.149840.991610.99161
18 August 2025447.151447.151440.991420.99142
19 August 2025457.153037.153030.991220.99122
20 August 2025467.154637.154630.991020.99102
21 August 2025477.156237.156230.990830.99083
22 August 2025487.157827.157820.990630.99063
23 August 2025497.159427.159420.990430.99043
24 August 2025507.161027.161020.990240.99024
25 August 2025517.162627.162620.990040.99004
26 August 2025527.164217.164210.989850.98985
27 August 2025537.165817.165810.989650.98965
28 August 2025547.167417.167410.989450.98945
29 August 2025557.169017.169010.989260.98926
30 August 2025567.170607.170600.989060.98906
31 August 2025577.172207.172200.988860.98886
1 September 2025587.173807.173800.988670.98867
2 September 2025597.175397.175390.988470.98847
3 September 2025607.176997.176990.988270.98827
4 September 2025617.178597.178590.988070.98807
5 September 2025627.180197.180190.987880.98788
6 September 2025637.181787.181780.987680.98768
7 September 2025647.183387.183380.987480.98748
8 September 2025657.184987.184980.987290.98729
9 September 2025667.186587.186580.987090.98709
10 September 2025677.188177.188170.986890.98689
11 September 2025687.189777.189770.986690.98669
12 September 2025697.191377.191370.986500.98650
13 September 2025707.192967.192960.986300.98630
14 September 2025717.194567.194560.986100.98610
15 September 2025727.196167.196160.985910.98591
16 September 2025737.197767.197760.985710.98571
17 September 2025747.199357.199350.985510.98551
18 September 2025757.200957.200950.985310.98531
19 September 2025767.202557.202550.985110.98511
20 September 2025777.204157.204150.984920.98492
21 September 2025787.205747.205740.984720.98472
22 September 2025797.207347.207340.984520.98452
23 September 2025807.208947.208940.984320.98432
24 September 2025817.210547.210540.984130.98413
25 September 2025827.212137.212130.983930.98393
26 September 2025837.213737.213730.983730.98373
27 September 2025847.215337.215330.983530.98353
28 September 2025857.216927.216920.983330.98333
29 September 2025867.218527.218520.983140.98314
30 September 2025877.220127.220120.982940.98294
1 October 2025887.221727.221720.982740.98274
2 October 2025897.223317.223310.982540.98254
3 October 2025907.224917.224910.982340.98234
4 October 2025917.226517.226510.982140.98214
5 October 2025927.226517.226510.981950.98195
6 October 2025937.226507.226500.981760.98176
7 October 2025947.226507.226500.981560.98156
8 October 2025957.226507.226500.981370.98137
9 October 2025967.226497.226490.981170.98117
10 October 2025977.226497.226490.980980.98098
11 October 2025987.226497.226490.980780.98078
12 October 2025997.226487.226480.980590.98059
13 October 20251007.226487.226480.980400.98040
14 October 20251017.226487.226480.980200.98020
15 October 20251027.226487.226480.980010.98001
16 October 20251037.226477.226470.979810.97981
17 October 20251047.226477.226470.979620.97962
18 October 20251057.226477.226470.979430.97943
19 October 20251067.226467.226460.979230.97923
20 October 20251077.226467.226460.979040.97904
21 October 20251087.226467.226460.978840.97884
22 October 20251097.226457.226450.978650.97865
23 October 20251107.226457.226450.978460.97846
24 October 20251117.226457.226450.978260.97826
25 October 20251127.226447.226440.978070.97807
26 October 20251137.226447.226440.977880.97788
27 October 20251147.226447.226440.977680.97768
28 October 20251157.226447.226440.977490.97749
29 October 20251167.226437.226430.977300.97730
30 October 20251177.226437.226430.977100.97710
31 October 20251187.226437.226430.976910.97691
1 November 20251197.226427.226420.976720.97672
2 November 20251207.226427.226420.976520.97652
3 November 20251217.226427.226420.976330.97633
4 November 20251227.226417.226410.976140.97614
5 November 20251237.226417.226410.975940.97594
6 November 20251247.226417.226410.975750.97575
7 November 20251257.226417.226410.975560.97556
8 November 20251267.226407.226400.975360.97536
9 November 20251277.226407.226400.975170.97517
10 November 20251287.226407.226400.974980.97498
11 November 20251297.226397.226390.974780.97478
12 November 20251307.226397.226390.974590.97459
13 November 20251317.226397.226390.974400.97440
14 November 20251327.226387.226380.974200.97420
15 November 20251337.226387.226380.974010.97401
16 November 20251347.226387.226380.973820.97382
17 November 20251357.226387.226380.973630.97363
18 November 20251367.226377.226370.973430.97343
19 November 20251377.226377.226370.973240.97324
20 November 20251387.226377.226370.973050.97305
21 November 20251397.226367.226360.972860.97286
22 November 20251407.226367.226360.972660.97266
23 November 20251417.226367.226360.972470.97247
24 November 20251427.226357.226350.972280.97228
25 November 20251437.226357.226350.972090.97209
26 November 20251447.226357.226350.971890.97189
27 November 20251457.226357.226350.971700.97170
28 November 20251467.226347.226340.971510.97151
29 November 20251477.226347.226340.971320.97132
30 November 20251487.226347.226340.971120.97112
1 December 20251497.226337.226330.970930.97093
2 December 20251507.226337.226330.970740.97074
3 December 20251517.226337.226330.970550.97055
4 December 20251527.226327.226320.970360.97036
5 December 20251537.226327.226320.970160.97016
6 December 20251547.226327.226320.969970.96997
7 December 20251557.226327.226320.969780.96978
8 December 20251567.226317.226310.969590.96959
9 December 20251577.226317.226310.969400.96940
10 December 20251587.226317.226310.969200.96920
11 December 20251597.226307.226300.969010.96901
12 December 20251607.226307.226300.968820.96882
13 December 20251617.226307.226300.968630.96863
14 December 20251627.226297.226290.968440.96844
15 December 20251637.226297.226290.968240.96824
16 December 20251647.226297.226290.968050.96805
17 December 20251657.226297.226290.967860.96786
18 December 20251667.226287.226280.967670.96767
19 December 20251677.226287.226280.967480.96748
20 December 20251687.226287.226280.967290.96729
21 December 20251697.226277.226270.967100.96710
22 December 20251707.226277.226270.966900.96690
23 December 20251717.226277.226270.966710.96671
24 December 20251727.226267.226260.966520.96652
25 December 20251737.226267.226260.966330.96633
26 December 20251747.226267.226260.966140.96614
27 December 20251757.226257.226250.965950.96595
28 December 20251767.226257.226250.965760.96576
29 December 20251777.226257.226250.965560.96556
30 December 20251787.226257.226250.965370.96537
31 December 20251797.226247.226240.965180.96518
1 January 20261807.226247.226240.964990.96499
2 January 20261817.226247.226240.964800.96480
3 January 20261827.226237.226230.964610.96461
4 January 20261837.227017.227010.964410.96441
5 January 20261847.227797.227790.964220.96422
6 January 20261857.228577.228570.964030.96403
7 January 20261867.229357.229350.963830.96383
8 January 20261877.230137.230130.963640.96364
9 January 20261887.230917.230910.963440.96344
10 January 20261897.231697.231690.963250.96325
11 January 20261907.232477.232470.963050.96305
12 January 20261917.233257.233250.962860.96286
13 January 20261927.234037.234030.962660.96266
14 January 20261937.234817.234810.962470.96247
15 January 20261947.235597.235590.962270.96227
16 January 20261957.236377.236370.962080.96208
17 January 20261967.237157.237150.961880.96188
18 January 20261977.237937.237930.961690.96169
19 January 20261987.238717.238710.961490.96149
20 January 20261997.239497.239490.961300.96130
21 January 20262007.240277.240270.961100.96110
22 January 20262017.241057.241050.960910.96091
23 January 20262027.241837.241830.960710.96071
24 January 20262037.242617.242610.960520.96052
25 January 20262047.243397.243390.960330.96033
26 January 20262057.244177.244170.960130.96013
27 January 20262067.244957.244950.959940.95994
28 January 20262077.245737.245730.959740.95974
29 January 20262087.246517.246510.959550.95955
30 January 20262097.247297.247290.959350.95935
31 January 20262107.248077.248070.959160.95916
1 February 20262117.248857.248850.958960.95896
2 February 20262127.249637.249630.958770.95877
3 February 20262137.250417.250410.958570.95857
4 February 20262147.251197.251190.958380.95838
5 February 20262157.251977.251970.958180.95818
6 February 20262167.252757.252750.957990.95799
7 February 20262177.253527.253520.957790.95779
8 February 20262187.254307.254300.957600.95760
9 February 20262197.255087.255080.957400.95740
10 February 20262207.255867.255860.957210.95721
11 February 20262217.256647.256640.957010.95701
12 February 20262227.257427.257420.956820.95682
13 February 20262237.258207.258200.956620.95662
14 February 20262247.258987.258980.956430.95643
15 February 20262257.259767.259760.956230.95623
16 February 20262267.260547.260540.956040.95604
17 February 20262277.261327.261320.955850.95585
18 February 20262287.262107.262100.955650.95565
19 February 20262297.262887.262880.955460.95546
20 February 20262307.263667.263660.955260.95526
21 February 20262317.264447.264440.955070.95507
22 February 20262327.265227.265220.954870.95487
23 February 20262337.266007.266000.954680.95468
24 February 20262347.266787.266780.954480.95448
25 February 20262357.267567.267560.954290.95429
26 February 20262367.268347.268340.954090.95409
27 February 20262377.269127.269120.953900.95390
28 February 20262387.269907.269900.953700.95370
1 March 20262397.270687.270680.953510.95351
2 March 20262407.271467.271460.953310.95331
3 March 20262417.272247.272240.953120.95312
4 March 20262427.273027.273020.952920.95292
5 March 20262437.273807.273800.952730.95273
6 March 20262447.274587.274580.952530.95253
7 March 20262457.275367.275360.952340.95234
8 March 20262467.276147.276140.952140.95214
9 March 20262477.276927.276920.951950.95195
10 March 20262487.277707.277700.951750.95175
11 March 20262497.278487.278480.951560.95156
12 March 20262507.279267.279260.951360.95136
13 March 20262517.280047.280040.951170.95117
14 March 20262527.280827.280820.950980.95098
15 March 20262537.281607.281600.950780.95078
16 March 20262547.282387.282380.950590.95059
17 March 20262557.283167.283160.950390.95039
18 March 20262567.283937.283930.950200.95020
19 March 20262577.284717.284710.950000.95000
20 March 20262587.285497.285490.949810.94981
21 March 20262597.286277.286270.949610.94961
22 March 20262607.287057.287050.949420.94942
23 March 20262617.287837.287830.949220.94922
24 March 20262627.288617.288610.949030.94903
25 March 20262637.289397.289390.948830.94883
26 March 20262647.290177.290170.948640.94864
27 March 20262657.290957.290950.948440.94844
28 March 20262667.291737.291730.948250.94825
29 March 20262677.292517.292510.948050.94805
30 March 20262687.293297.293290.947860.94786
31 March 20262697.294077.294070.947660.94766
1 April 20262707.294857.294850.947470.94747
2 April 20262717.295637.295630.947270.94727
3 April 20262727.296417.296410.947080.94708
4 April 20262737.297197.297190.946880.94688
5 April 20262747.298177.298170.946690.94669
6 April 20262757.299157.299150.946490.94649
7 April 20262767.300137.300130.946300.94630
8 April 20262777.301117.301110.946100.94610
9 April 20262787.302097.302090.945900.94590
10 April 20262797.303077.303070.945710.94571
11 April 20262807.304057.304050.945510.94551
12 April 20262817.305037.305030.945310.94531
13 April 20262827.306017.306010.945120.94512
14 April 20262837.306987.306980.944920.94492
15 April 20262847.307967.307960.944720.94472
16 April 20262857.308947.308940.944530.94453
17 April 20262867.309927.309920.944330.94433
18 April 20262877.310907.310900.944140.94414
19 April 20262887.311887.311880.943940.94394
20 April 20262897.312867.312860.943740.94374
21 April 20262907.313847.313840.943550.94355
22 April 20262917.314827.314820.943350.94335
23 April 20262927.315807.315800.943150.94315
24 April 20262937.316787.316780.942960.94296
25 April 20262947.317767.317760.942760.94276
26 April 20262957.318747.318740.942560.94256
27 April 20262967.319727.319720.942370.94237
28 April 20262977.320707.320700.942170.94217
29 April 20262987.321687.321680.941970.94197
30 April 20262997.322657.322650.941780.94178
1 May 20263007.323637.323630.941580.94158
2 May 20263017.324617.324610.941390.94139
3 May 20263027.325597.325590.941190.94119
4 May 20263037.326577.326570.940990.94099
5 May 20263047.327557.327550.940800.94080
6 May 20263057.328537.328530.940600.94060
7 May 20263067.329517.329510.940400.94040
8 May 20263077.330497.330490.940210.94021
9 May 20263087.331477.331470.940010.94001
10 May 20263097.332457.332450.939810.93981
11 May 20263107.333437.333430.939620.93962
12 May 20263117.334417.334410.939420.93942
13 May 20263127.335397.335390.939220.93922
14 May 20263137.336377.336370.939030.93903
15 May 20263147.337357.337350.938830.93883
16 May 20263157.338337.338330.938630.93863
17 May 20263167.339307.339300.938440.93844
18 May 20263177.340287.340280.938240.93824
19 May 20263187.341267.341260.938040.93804
20 May 20263197.342247.342240.937850.93785
21 May 20263207.343227.343220.937650.93765
22 May 20263217.344207.344200.937450.93745
23 May 20263227.345187.345180.937260.93726
24 May 20263237.346167.346160.937060.93706
25 May 20263247.347147.347140.936860.93686
26 May 20263257.348127.348120.936670.93667
27 May 20263267.349107.349100.936470.93647
28 May 20263277.350087.350080.936270.93627
29 May 20263287.351067.351060.936080.93608
30 May 20263297.352047.352040.935880.93588
31 May 20263307.353027.353020.935680.93568
1 June 20263317.354007.354000.935490.93549
2 June 20263327.354977.354970.935290.93529
3 June 20263337.355957.355950.935090.93509
4 June 20263347.356937.356930.934900.93490
5 June 20263357.357917.357910.934700.93470
6 June 20263367.358897.358890.934500.93450
7 June 20263377.359877.359870.934300.93430
8 June 20263387.360857.360850.934110.93411
9 June 20263397.361837.361830.933910.93391
10 June 20263407.362817.362810.933710.93371
11 June 20263417.363797.363790.933520.93352
12 June 20263427.364777.364770.933320.93332
13 June 20263437.365757.365750.933120.93312
14 June 20263447.366737.366730.932930.93293
15 June 20263457.367717.367710.932730.93273
16 June 20263467.368697.368690.932530.93253
17 June 20263477.369677.369670.932340.93234
18 June 20263487.370647.370640.932140.93214
19 June 20263497.371627.371620.931940.93194
20 June 20263507.372607.372600.931750.93175
21 June 20263517.373587.373580.931550.93155
22 June 20263527.374567.374560.931350.93135
23 June 20263537.375547.375540.931150.93115
24 June 20263547.376527.376520.930960.93096
25 June 20263557.377507.377500.930760.93076
26 June 20263567.378487.378480.930560.93056
27 June 20263577.379467.379460.930370.93037
28 June 20263587.380447.380440.930170.93017
29 June 20263597.381427.381420.929970.92997
30 June 20263607.382407.382400.929780.92978
1 July 20263617.383387.383380.929580.92958
2 July 20263627.384367.384360.929380.92938
3 July 20263637.385347.385340.929180.92918
4 July 20263647.386327.386320.928990.92899
5 July 20263657.387297.387290.928790.92879
5 August 20263967.425557.425550.922600.92260
4 September 20264267.462567.462560.916590.91659
5 October 20264577.500817.500810.910360.91036
4 November 20264877.537837.537830.904320.90432
4 December 20265177.574857.574850.898260.89826
3 January 20275477.604247.604240.892290.89229
3 February 20275787.624327.624320.886270.88627
6 March 20276097.644407.644400.880250.88025
5 April 20276397.663837.663830.874440.87444
6 May 20276707.683917.683910.868450.86845
5 June 20277007.703347.703340.862660.86266
5 July 20277307.722777.722770.856880.85688
3 July 202810947.958547.958540.787780.78778
3 July 202914598.194958.194950.720670.72067
4 July 203018258.493378.493370.653990.65399
4 July 203121908.874668.874660.587150.58715
4 January 203223749.066329.066320.554500.55450
4 July 203225569.250859.250850.523190.52319
5 July 203329229.612639.612630.463230.46323
4 October 203330139.702599.702590.448910.44891
5 July 203432879.973439.973430.407320.40732
4 July 2035365110.2619710.261970.358270.35827
5 July 2036401810.5557610.555760.312860.31286
5 July 2037438311.0548411.054840.265140.26514
5 July 2038474811.3070111.307010.229730.22973
6 July 2039511411.5598811.559880.197970.19797
2 July 2040547611.5537711.553770.176690.17669
4 July 2045730412.3390012.339000.084660.08466
4 July 2050913012.2263912.226390.046970.04697
6 July 20551095812.2263912.226390.025460.02546
5 July 20601278412.2263912.226390.013810.01381
5 July 20651461012.2263912.226390.007490.00749