South African primary bond curve

Curve last updated on 1 September 2023 at 09.55.39 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight18.060008.06000Effective
1 month308.275008.27500Effective
3 months918.358008.35800Effective
6 months1828.617008.61700Effective
9 months2738.792008.79200Effective
1 year3658.950008.95000Effective

Bond rates

SecurityBid/payOffer/receive
R186.ZA8.865008.86500
R2030.ZA10.1450010.14500
R213.ZA10.6400010.64000
R2032.ZA10.9200010.92000
R2035.ZA11.6000011.60000
R209.ZA11.6750011.67500
R2037.ZA11.9450011.94500
R2040.ZA12.2300012.23000
R214.ZA12.0800012.08000
R2044.ZA12.3150012.31500
R2048.ZA12.2150012.21500


Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
29 September 202318.059118.059110.999780.99978
30 September 202328.065598.065590.999560.99956
1 October 202338.072078.072070.999340.99934
2 October 202348.078558.078550.999120.99912
3 October 202358.085028.085020.998890.99889
4 October 202368.091508.091500.998670.99867
5 October 202378.097988.097980.998450.99845
6 October 202388.104468.104460.998230.99823
7 October 202398.110948.110940.998000.99800
8 October 2023108.117428.117420.997780.99778
9 October 2023118.123908.123900.997550.99755
10 October 2023128.130378.130370.997330.99733
11 October 2023138.136858.136850.997110.99711
12 October 2023148.143338.143330.996880.99688
13 October 2023158.149818.149810.996660.99666
14 October 2023168.156298.156290.996430.99643
15 October 2023178.162778.162770.996210.99621
16 October 2023188.169248.169240.995980.99598
17 October 2023198.175728.175720.995750.99575
18 October 2023208.182208.182200.995530.99553
19 October 2023218.188688.188680.995300.99530
20 October 2023228.195168.195160.995070.99507
21 October 2023238.201648.201640.994850.99485
22 October 2023248.208128.208120.994620.99462
23 October 2023258.214598.214590.994390.99439
24 October 2023268.221078.221070.994160.99416
25 October 2023278.227558.227550.993930.99393
26 October 2023288.234038.234030.993700.99370
27 October 2023298.240518.240510.993470.99347
28 October 2023308.246998.246990.993240.99324
29 October 2023318.247408.247400.993020.99302
30 October 2023328.247818.247810.992800.99280
31 October 2023338.248228.248220.992570.99257
1 November 2023348.248638.248630.992350.99235
2 November 2023358.249058.249050.992120.99212
3 November 2023368.249468.249460.991900.99190
4 November 2023378.249878.249870.991670.99167
5 November 2023388.250288.250280.991450.99145
6 November 2023398.250698.250690.991220.99122
7 November 2023408.251118.251110.991000.99100
8 November 2023418.251528.251520.990770.99077
9 November 2023428.251938.251930.990550.99055
10 November 2023438.252348.252340.990330.99033
11 November 2023448.252758.252750.990100.99010
12 November 2023458.253168.253160.989880.98988
13 November 2023468.253588.253580.989650.98965
14 November 2023478.253998.253990.989430.98943
15 November 2023488.254408.254400.989200.98920
16 November 2023498.254818.254810.988980.98898
17 November 2023508.255228.255220.988760.98876
18 November 2023518.255648.255640.988530.98853
19 November 2023528.256058.256050.988310.98831
20 November 2023538.256468.256460.988080.98808
21 November 2023548.256878.256870.987860.98786
22 November 2023558.257288.257280.987630.98763
23 November 2023568.257698.257690.987410.98741
24 November 2023578.258118.258110.987190.98719
25 November 2023588.258528.258520.986960.98696
26 November 2023598.258938.258930.986740.98674
27 November 2023608.259348.259340.986510.98651
28 November 2023618.259758.259750.986290.98629
29 November 2023628.260178.260170.986070.98607
30 November 2023638.260588.260580.985840.98584
1 December 2023648.260998.260990.985620.98562
2 December 2023658.261408.261400.985400.98540
3 December 2023668.261818.261810.985170.98517
4 December 2023678.262238.262230.984950.98495
5 December 2023688.262648.262640.984720.98472
6 December 2023698.263058.263050.984500.98450
7 December 2023708.263468.263460.984280.98428
8 December 2023718.263878.263870.984050.98405
9 December 2023728.264288.264280.983830.98383
10 December 2023738.264708.264700.983610.98361
11 December 2023748.265118.265110.983380.98338
12 December 2023758.265528.265520.983160.98316
13 December 2023768.265938.265930.982940.98294
14 December 2023778.266348.266340.982710.98271
15 December 2023788.266768.266760.982490.98249
16 December 2023798.267178.267170.982270.98227
17 December 2023808.267588.267580.982040.98204
18 December 2023818.267998.267990.981820.98182
19 December 2023828.268408.268400.981600.98160
20 December 2023838.268828.268820.981370.98137
21 December 2023848.269238.269230.981150.98115
22 December 2023858.269648.269640.980930.98093
23 December 2023868.270058.270050.980700.98070
24 December 2023878.270468.270460.980480.98048
25 December 2023888.270878.270870.980260.98026
26 December 2023898.271298.271290.980030.98003
27 December 2023908.271708.271700.979810.97981
28 December 2023918.272118.272110.979590.97959
29 December 2023928.273928.273920.979360.97936
30 December 2023938.275738.275730.979130.97913
31 December 2023948.277558.277550.978910.97891
1 January 2024958.279368.279360.978680.97868
2 January 2024968.281178.281170.978450.97845
3 January 2024978.282988.282980.978230.97823
4 January 2024988.284808.284800.978000.97800
5 January 2024998.286618.286610.977770.97777
6 January 20241008.288428.288420.977550.97755
7 January 20241018.290238.290230.977320.97732
8 January 20241028.292048.292040.977090.97709
9 January 20241038.293868.293860.976870.97687
10 January 20241048.295678.295670.976640.97664
11 January 20241058.297488.297480.976410.97641
12 January 20241068.299298.299290.976190.97619
13 January 20241078.301108.301100.975960.97596
14 January 20241088.302928.302920.975730.97573
15 January 20241098.304738.304730.975500.97550
16 January 20241108.306548.306540.975280.97528
17 January 20241118.308358.308350.975050.97505
18 January 20241128.310178.310170.974820.97482
19 January 20241138.311988.311980.974600.97460
20 January 20241148.313798.313790.974370.97437
21 January 20241158.315608.315600.974140.97414
22 January 20241168.317418.317410.973910.97391
23 January 20241178.319238.319230.973690.97369
24 January 20241188.321048.321040.973460.97346
25 January 20241198.322858.322850.973230.97323
26 January 20241208.324668.324660.973000.97300
27 January 20241218.326478.326470.972770.97277
28 January 20241228.328298.328290.972550.97255
29 January 20241238.330108.330100.972320.97232
30 January 20241248.331918.331910.972090.97209
31 January 20241258.333728.333720.971860.97186
1 February 20241268.335538.335530.971640.97164
2 February 20241278.337358.337350.971410.97141
3 February 20241288.339168.339160.971180.97118
4 February 20241298.340978.340970.970950.97095
5 February 20241308.342788.342780.970720.97072
6 February 20241318.344608.344600.970500.97050
7 February 20241328.346418.346410.970270.97027
8 February 20241338.348228.348220.970040.97004
9 February 20241348.350038.350030.969810.96981
10 February 20241358.351848.351840.969580.96958
11 February 20241368.353668.353660.969350.96935
12 February 20241378.355478.355470.969130.96913
13 February 20241388.357288.357280.968900.96890
14 February 20241398.359098.359090.968670.96867
15 February 20241408.360908.360900.968440.96844
16 February 20241418.362728.362720.968210.96821
17 February 20241428.364538.364530.967980.96798
18 February 20241438.366348.366340.967750.96775
19 February 20241448.368158.368150.967530.96753
20 February 20241458.369978.369970.967300.96730
21 February 20241468.371788.371780.967070.96707
22 February 20241478.373598.373590.966840.96684
23 February 20241488.375408.375400.966610.96661
24 February 20241498.377218.377210.966380.96638
25 February 20241508.379038.379030.966150.96615
26 February 20241518.380848.380840.965920.96592
27 February 20241528.382658.382650.965690.96569
28 February 20241538.384468.384460.965460.96546
29 February 20241548.386278.386270.965240.96524
1 March 20241558.388098.388090.965010.96501
2 March 20241568.389908.389900.964780.96478
3 March 20241578.391718.391710.964550.96455
4 March 20241588.393528.393520.964320.96432
5 March 20241598.395348.395340.964090.96409
6 March 20241608.397158.397150.963860.96386
7 March 20241618.398968.398960.963630.96363
8 March 20241628.400778.400770.963400.96340
9 March 20241638.402588.402580.963170.96317
10 March 20241648.404408.404400.962940.96294
11 March 20241658.406218.406210.962710.96271
12 March 20241668.408028.408020.962480.96248
13 March 20241678.409838.409830.962250.96225
14 March 20241688.411648.411640.962020.96202
15 March 20241698.413468.413460.961790.96179
16 March 20241708.415278.415270.961560.96156
17 March 20241718.417088.417080.961330.96133
18 March 20241728.418898.418890.961100.96110
19 March 20241738.420718.420710.960870.96087
20 March 20241748.422528.422520.960640.96064
21 March 20241758.424338.424330.960410.96041
22 March 20241768.426148.426140.960180.96018
23 March 20241778.427958.427950.959950.95995
24 March 20241788.429778.429770.959720.95972
25 March 20241798.431588.431580.959490.95949
26 March 20241808.433398.433390.959260.95926
27 March 20241818.435208.435200.959030.95903
28 March 20241828.437018.437010.958800.95880
29 March 20241838.437878.437870.958580.95858
30 March 20241848.438738.438730.958350.95835
31 March 20241858.439598.439590.958130.95813
1 April 20241868.440448.440440.957900.95790
2 April 20241878.441308.441300.957670.95767
3 April 20241888.442168.442160.957450.95745
4 April 20241898.443018.443010.957220.95722
5 April 20241908.443878.443870.957000.95700
6 April 20241918.444738.444730.956770.95677
7 April 20241928.445588.445580.956550.95655
8 April 20241938.446448.446440.956320.95632
9 April 20241948.447308.447300.956100.95610
10 April 20241958.448168.448160.955870.95587
11 April 20241968.449018.449010.955640.95564
12 April 20241978.449878.449870.955420.95542
13 April 20241988.450738.450730.955190.95519
14 April 20241998.451588.451580.954970.95497
15 April 20242008.452448.452440.954740.95474
16 April 20242018.453308.453300.954520.95452
17 April 20242028.454158.454150.954290.95429
18 April 20242038.455018.455010.954060.95406
19 April 20242048.455878.455870.953840.95384
20 April 20242058.456738.456730.953610.95361
21 April 20242068.457588.457580.953390.95339
22 April 20242078.458448.458440.953160.95316
23 April 20242088.459308.459300.952940.95294
24 April 20242098.460158.460150.952710.95271
25 April 20242108.461018.461010.952490.95249
26 April 20242118.461878.461870.952260.95226
27 April 20242128.462728.462720.952040.95204
28 April 20242138.463588.463580.951810.95181
29 April 20242148.464448.464440.951580.95158
30 April 20242158.465308.465300.951360.95136
1 May 20242168.466158.466150.951130.95113
2 May 20242178.467018.467010.950910.95091
3 May 20242188.467878.467870.950680.95068
4 May 20242198.468728.468720.950460.95046
5 May 20242208.469588.469580.950230.95023
6 May 20242218.470448.470440.950010.95001
7 May 20242228.471298.471290.949780.94978
8 May 20242238.472158.472150.949560.94956
9 May 20242248.473018.473010.949330.94933
10 May 20242258.473878.473870.949100.94910
11 May 20242268.474728.474720.948880.94888
12 May 20242278.475588.475580.948650.94865
13 May 20242288.476448.476440.948430.94843
14 May 20242298.477298.477290.948200.94820
15 May 20242308.478158.478150.947980.94798
16 May 20242318.479018.479010.947750.94775
17 May 20242328.479868.479860.947530.94753
18 May 20242338.480728.480720.947300.94730
19 May 20242348.481588.481580.947080.94708
20 May 20242358.482448.482440.946850.94685
21 May 20242368.483298.483290.946630.94663
22 May 20242378.484158.484150.946400.94640
23 May 20242388.485018.485010.946180.94618
24 May 20242398.485868.485860.945950.94595
25 May 20242408.486728.486720.945730.94573
26 May 20242418.487588.487580.945500.94550
27 May 20242428.488438.488430.945280.94528
28 May 20242438.489298.489290.945050.94505
29 May 20242448.490158.490150.944820.94482
30 May 20242458.491018.491010.944600.94460
31 May 20242468.491868.491860.944370.94437
1 June 20242478.492728.492720.944150.94415
2 June 20242488.493588.493580.943920.94392
3 June 20242498.494438.494430.943700.94370
4 June 20242508.495298.495290.943470.94347
5 June 20242518.496158.496150.943250.94325
6 June 20242528.497008.497000.943020.94302
7 June 20242538.497868.497860.942800.94280
8 June 20242548.498728.498720.942570.94257
9 June 20242558.499588.499580.942350.94235
10 June 20242568.500438.500430.942120.94212
11 June 20242578.501298.501290.941900.94190
12 June 20242588.502158.502150.941670.94167
13 June 20242598.503008.503000.941450.94145
14 June 20242608.503868.503860.941220.94122
15 June 20242618.504728.504720.941000.94100
16 June 20242628.505578.505570.940770.94077
17 June 20242638.506438.506430.940550.94055
18 June 20242648.507298.507290.940320.94032
19 June 20242658.508158.508150.940100.94010
20 June 20242668.509008.509000.939870.93987
21 June 20242678.509868.509860.939650.93965
22 June 20242688.510728.510720.939420.93942
23 June 20242698.511578.511570.939200.93920
24 June 20242708.512438.512430.938970.93897
25 June 20242718.513298.513290.938750.93875
26 June 20242728.514148.514140.938520.93852
27 June 20242738.515008.515000.938300.93830
28 June 20242748.515628.515620.938080.93808
29 June 20242758.516248.516240.937850.93785
30 June 20242768.516868.516860.937630.93763
1 July 20242778.517478.517470.937410.93741
2 July 20242788.518098.518090.937180.93718
3 July 20242798.518718.518710.936960.93696
4 July 20242808.519338.519330.936740.93674
5 July 20242818.519958.519950.936510.93651
6 July 20242828.520578.520570.936290.93629
7 July 20242838.521188.521180.936070.93607
8 July 20242848.521808.521800.935840.93584
9 July 20242858.522428.522420.935620.93562
10 July 20242868.523048.523040.935400.93540
11 July 20242878.523668.523660.935180.93518
12 July 20242888.524288.524280.934950.93495
13 July 20242898.524898.524890.934730.93473
14 July 20242908.525518.525510.934510.93451
15 July 20242918.526138.526130.934280.93428
16 July 20242928.526758.526750.934060.93406
17 July 20242938.527378.527370.933840.93384
18 July 20242948.527998.527990.933620.93362
19 July 20242958.528608.528600.933390.93339
20 July 20242968.529228.529220.933170.93317
21 July 20242978.529848.529840.932950.93295
22 July 20242988.530468.530460.932720.93272
23 July 20242998.531088.531080.932500.93250
24 July 20243008.531708.531700.932280.93228
25 July 20243018.532318.532310.932060.93206
26 July 20243028.532938.532930.931830.93183
27 July 20243038.533558.533550.931610.93161
28 July 20243048.534178.534170.931390.93139
29 July 20243058.534798.534790.931170.93117
30 July 20243068.535418.535410.930940.93094
31 July 20243078.536028.536020.930720.93072
1 August 20243088.536648.536640.930500.93050
2 August 20243098.537268.537260.930280.93028
3 August 20243108.537888.537880.930050.93005
4 August 20243118.538508.538500.929830.92983
5 August 20243128.539128.539120.929610.92961
6 August 20243138.539738.539730.929390.92939
7 August 20243148.540358.540350.929160.92916
8 August 20243158.540978.540970.928940.92894
9 August 20243168.541598.541590.928720.92872
10 August 20243178.542218.542210.928500.92850
11 August 20243188.542838.542830.928270.92827
12 August 20243198.543448.543440.928050.92805
13 August 20243208.544068.544060.927830.92783
14 August 20243218.544688.544680.927610.92761
15 August 20243228.545308.545300.927390.92739
16 August 20243238.545928.545920.927160.92716
17 August 20243248.546548.546540.926940.92694
18 August 20243258.547158.547150.926720.92672
19 August 20243268.547778.547770.926500.92650
20 August 20243278.548398.548390.926280.92628
21 August 20243288.549018.549010.926050.92605
22 August 20243298.549638.549630.925830.92583
23 August 20243308.550258.550250.925610.92561
24 August 20243318.550868.550860.925390.92539
25 August 20243328.551488.551480.925160.92516
26 August 20243338.552108.552100.924940.92494
27 August 20243348.552728.552720.924720.92472
28 August 20243358.553348.553340.924500.92450
29 August 20243368.553968.553960.924280.92428
30 August 20243378.554578.554570.924060.92406
31 August 20243388.555198.555190.923830.92383
1 September 20243398.555818.555810.923610.92361
2 September 20243408.556438.556430.923390.92339
3 September 20243418.557058.557050.923170.92317
4 September 20243428.557678.557670.922950.92295
5 September 20243438.558288.558280.922720.92272
6 September 20243448.558908.558900.922500.92250
7 September 20243458.559528.559520.922280.92228
8 September 20243468.560148.560140.922060.92206
9 September 20243478.560768.560760.921840.92184
10 September 20243488.561388.561380.921620.92162
11 September 20243498.561998.561990.921390.92139
12 September 20243508.562618.562610.921170.92117
13 September 20243518.563238.563230.920950.92095
14 September 20243528.563858.563850.920730.92073
15 September 20243538.564478.564470.920510.92051
16 September 20243548.565098.565090.920290.92029
17 September 20243558.565708.565700.920070.92007
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29 May 20256098.571898.571890.866740.86674
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28 September 2063146108.571898.571890.032350.03235