South African primary bond curve

Curve last updated on 2 April 2024 at 07.31.42 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight18.060008.06000Effective
1 month308.242008.24200Effective
3 months918.350008.35000Effective
6 months1828.658008.65800Effective
9 months2738.892008.89200Effective
1 year3659.125009.12500Effective

Bond rates

SecurityBid/payOffer/receive
R186.ZA9.270009.27000
R2030.ZA10.6100010.61000
R213.ZA11.0900011.09000
R2032.ZA11.4550011.45500
R2035.ZA12.2800012.28000
R209.ZA12.3650012.36500
R2037.ZA12.6700012.67000
R2040.ZA12.9100012.91000
R214.ZA12.7250012.72500
R2044.ZA13.0000013.00000
R2048.ZA12.9100012.91000

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
27 April 202418.059118.059110.999780.99978
28 April 202428.064468.064460.999560.99956
29 April 202438.069818.069810.999340.99934
30 April 202448.075158.075150.999120.99912
1 May 202458.080508.080500.998890.99889
2 May 202468.085858.085850.998670.99867
3 May 202478.091208.091200.998450.99845
4 May 202488.096558.096550.998230.99823
5 May 202498.101908.101900.998000.99800
6 May 2024108.107248.107240.997780.99778
7 May 2024118.112598.112590.997560.99756
8 May 2024128.117948.117940.997330.99733
9 May 2024138.123298.123290.997110.99711
10 May 2024148.128648.128640.996890.99689
11 May 2024158.133998.133990.996660.99666
12 May 2024168.139338.139330.996440.99644
13 May 2024178.144688.144680.996210.99621
14 May 2024188.150038.150030.995990.99599
15 May 2024198.155388.155380.995760.99576
16 May 2024208.160738.160730.995540.99554
17 May 2024218.166078.166070.995310.99531
18 May 2024228.171428.171420.995090.99509
19 May 2024238.176778.176770.994860.99486
20 May 2024248.182128.182120.994630.99463
21 May 2024258.187478.187470.994410.99441
22 May 2024268.192828.192820.994180.99418
23 May 2024278.198168.198160.993950.99395
24 May 2024288.203518.203510.993730.99373
25 May 2024298.208868.208860.993500.99350
26 May 2024308.214218.214210.993270.99327
27 May 2024318.215038.215030.993050.99305
28 May 2024328.215858.215850.992820.99282
29 May 2024338.216678.216670.992600.99260
30 May 2024348.217498.217490.992370.99237
31 May 2024358.218318.218310.992150.99215
1 June 2024368.219138.219130.991930.99193
2 June 2024378.219958.219950.991700.99170
3 June 2024388.220778.220770.991480.99148
4 June 2024398.221608.221600.991250.99125
5 June 2024408.222428.222420.991030.99103
6 June 2024418.223248.223240.990810.99081
7 June 2024428.224068.224060.990580.99058
8 June 2024438.224888.224880.990360.99036
9 June 2024448.225708.225700.990130.99013
10 June 2024458.226528.226520.989910.98991
11 June 2024468.227348.227340.989680.98968
12 June 2024478.228168.228160.989460.98946
13 June 2024488.228988.228980.989240.98924
14 June 2024498.229808.229800.989010.98901
15 June 2024508.230628.230620.988790.98879
16 June 2024518.231448.231440.988560.98856
17 June 2024528.232268.232260.988340.98834
18 June 2024538.233098.233090.988120.98812
19 June 2024548.233918.233910.987890.98789
20 June 2024558.234738.234730.987670.98767
21 June 2024568.235558.235550.987440.98744
22 June 2024578.236378.236370.987220.98722
23 June 2024588.237198.237190.987000.98700
24 June 2024598.238018.238010.986770.98677
25 June 2024608.238838.238830.986550.98655
26 June 2024618.239658.239650.986320.98632
27 June 2024628.240478.240470.986100.98610
28 June 2024638.241298.241290.985880.98588
29 June 2024648.242118.242110.985650.98565
30 June 2024658.242938.242930.985430.98543
1 July 2024668.243768.243760.985200.98520
2 July 2024678.244588.244580.984980.98498
3 July 2024688.245408.245400.984760.98476
4 July 2024698.246228.246220.984530.98453
5 July 2024708.247048.247040.984310.98431
6 July 2024718.247868.247860.984080.98408
7 July 2024728.248688.248680.983860.98386
8 July 2024738.249508.249500.983640.98364
9 July 2024748.250328.250320.983410.98341
10 July 2024758.251148.251140.983190.98319
11 July 2024768.251968.251960.982960.98296
12 July 2024778.252788.252780.982740.98274
13 July 2024788.253608.253600.982520.98252
14 July 2024798.254428.254420.982290.98229
15 July 2024808.255258.255250.982070.98207
16 July 2024818.256078.256070.981850.98185
17 July 2024828.256898.256890.981620.98162
18 July 2024838.257718.257710.981400.98140
19 July 2024848.258538.258530.981170.98117
20 July 2024858.259358.259350.980950.98095
21 July 2024868.260178.260170.980730.98073
22 July 2024878.260998.260990.980500.98050
23 July 2024888.261818.261810.980280.98028
24 July 2024898.262638.262630.980050.98005
25 July 2024908.263458.263450.979830.97983
26 July 2024918.264278.264270.979610.97961
27 July 2024928.266608.266600.979380.97938
28 July 2024938.268938.268930.979150.97915
29 July 2024948.271268.271260.978920.97892
30 July 2024958.273598.273590.978700.97870
31 July 2024968.275928.275920.978470.97847
1 August 2024978.278258.278250.978240.97824
2 August 2024988.280588.280580.978010.97801
3 August 2024998.282928.282920.977780.97778
4 August 20241008.285258.285250.977560.97756
5 August 20241018.287588.287580.977330.97733
6 August 20241028.289918.289910.977100.97710
7 August 20241038.292248.292240.976870.97687
8 August 20241048.294578.294570.976640.97664
9 August 20241058.296908.296900.976410.97641
10 August 20241068.299238.299230.976190.97619
11 August 20241078.301568.301560.975960.97596
12 August 20241088.303898.303890.975730.97573
13 August 20241098.306228.306220.975500.97550
14 August 20241108.308558.308550.975270.97527
15 August 20241118.310888.310880.975040.97504
16 August 20241128.313218.313210.974810.97481
17 August 20241138.315548.315540.974580.97458
18 August 20241148.317878.317870.974360.97436
19 August 20241158.320208.320200.974130.97413
20 August 20241168.322538.322530.973900.97390
21 August 20241178.324868.324860.973670.97367
22 August 20241188.327198.327190.973440.97344
23 August 20241198.329528.329520.973210.97321
24 August 20241208.331858.331850.972980.97298
25 August 20241218.334188.334180.972750.97275
26 August 20241228.336518.336510.972520.97252
27 August 20241238.338848.338840.972290.97229
28 August 20241248.341178.341170.972060.97206
29 August 20241258.343508.343500.971830.97183
30 August 20241268.345838.345830.971600.97160
31 August 20241278.348168.348160.971370.97137
1 September 20241288.350498.350490.971140.97114
2 September 20241298.352828.352820.970910.97091
3 September 20241308.355158.355150.970680.97068
4 September 20241318.357488.357480.970450.97045
5 September 20241328.359818.359810.970220.97022
6 September 20241338.362148.362140.969990.96999
7 September 20241348.364478.364470.969760.96976
8 September 20241358.366808.366800.969530.96953
9 September 20241368.369138.369130.969300.96930
10 September 20241378.371468.371460.969070.96907
11 September 20241388.373798.373790.968840.96884
12 September 20241398.376128.376120.968610.96861
13 September 20241408.378458.378450.968370.96837
14 September 20241418.380788.380780.968140.96814
15 September 20241428.383118.383110.967910.96791
16 September 20241438.385448.385440.967680.96768
17 September 20241448.387778.387770.967450.96745
18 September 20241458.390108.390100.967220.96722
19 September 20241468.392438.392430.966990.96699
20 September 20241478.394768.394760.966760.96676
21 September 20241488.397098.397090.966520.96652
22 September 20241498.399438.399430.966290.96629
23 September 20241508.401768.401760.966060.96606
24 September 20241518.404098.404090.965830.96583
25 September 20241528.406428.406420.965600.96560
26 September 20241538.408758.408750.965370.96537
27 September 20241548.411088.411080.965130.96513
28 September 20241558.413418.413410.964900.96490
29 September 20241568.415748.415740.964670.96467
30 September 20241578.418078.418070.964440.96444
1 October 20241588.420408.420400.964210.96421
2 October 20241598.422738.422730.963970.96397
3 October 20241608.425068.425060.963740.96374
4 October 20241618.427398.427390.963510.96351
5 October 20241628.429728.429720.963280.96328
6 October 20241638.432058.432050.963040.96304
7 October 20241648.434388.434380.962810.96281
8 October 20241658.436718.436710.962580.96258
9 October 20241668.439048.439040.962350.96235
10 October 20241678.441378.441370.962110.96211
11 October 20241688.443708.443700.961880.96188
12 October 20241698.446038.446030.961650.96165
13 October 20241708.448368.448360.961420.96142
14 October 20241718.450698.450690.961180.96118
15 October 20241728.453028.453020.960950.96095
16 October 20241738.455358.455350.960720.96072
17 October 20241748.457688.457680.960480.96048
18 October 20241758.460018.460010.960250.96025
19 October 20241768.462348.462340.960020.96002
20 October 20241778.464678.464670.959780.95978
21 October 20241788.467008.467000.959550.95955
22 October 20241798.469338.469330.959320.95932
23 October 20241808.471668.471660.959080.95908
24 October 20241818.473998.473990.958850.95885
25 October 20241828.476328.476320.958620.95862
26 October 20241838.477788.477780.958390.95839
27 October 20241848.479238.479230.958160.95816
28 October 20241858.480698.480690.957930.95793
29 October 20241868.482148.482140.957700.95770
30 October 20241878.483608.483600.957470.95747
31 October 20241888.485068.485060.957240.95724
1 November 20241898.486518.486510.957010.95701
2 November 20241908.487978.487970.956780.95678
3 November 20241918.489428.489420.956550.95655
4 November 20241928.490888.490880.956320.95632
5 November 20241938.492348.492340.956090.95609
6 November 20241948.493798.493790.955860.95586
7 November 20241958.495258.495250.955630.95563
8 November 20241968.496708.496700.955400.95540
9 November 20241978.498168.498160.955170.95517
10 November 20241988.499618.499610.954940.95494
11 November 20241998.501078.501070.954710.95471
12 November 20242008.502538.502530.954480.95448
13 November 20242018.503988.503980.954250.95425
14 November 20242028.505448.505440.954020.95402
15 November 20242038.506898.506890.953790.95379
16 November 20242048.508358.508350.953560.95356
17 November 20242058.509808.509800.953330.95333
18 November 20242068.511268.511260.953100.95310
19 November 20242078.512728.512720.952870.95287
20 November 20242088.514178.514170.952640.95264
21 November 20242098.515638.515630.952410.95241
22 November 20242108.517088.517080.952180.95218
23 November 20242118.518548.518540.951950.95195
24 November 20242128.520008.520000.951720.95172
25 November 20242138.521458.521450.951490.95149
26 November 20242148.522918.522910.951260.95126
27 November 20242158.524368.524360.951030.95103
28 November 20242168.525828.525820.950800.95080
29 November 20242178.527278.527270.950570.95057
30 November 20242188.528738.528730.950340.95034
1 December 20242198.530198.530190.950110.95011
2 December 20242208.531648.531640.949880.94988
3 December 20242218.533108.533100.949650.94965
4 December 20242228.534558.534550.949420.94942
5 December 20242238.536018.536010.949190.94919
6 December 20242248.537468.537460.948950.94895
7 December 20242258.538928.538920.948720.94872
8 December 20242268.540388.540380.948490.94849
9 December 20242278.541838.541830.948260.94826
10 December 20242288.543298.543290.948030.94803
11 December 20242298.544748.544740.947800.94780
12 December 20242308.546208.546200.947570.94757
13 December 20242318.547668.547660.947340.94734
14 December 20242328.549118.549110.947110.94711
15 December 20242338.550578.550570.946880.94688
16 December 20242348.552028.552020.946650.94665
17 December 20242358.553488.553480.946420.94642
18 December 20242368.554938.554930.946190.94619
19 December 20242378.556398.556390.945960.94596
20 December 20242388.557858.557850.945730.94573
21 December 20242398.559308.559300.945500.94550
22 December 20242408.560768.560760.945270.94527
23 December 20242418.562218.562210.945030.94503
24 December 20242428.563678.563670.944800.94480
25 December 20242438.565128.565120.944570.94457
26 December 20242448.566588.566580.944340.94434
27 December 20242458.568048.568040.944110.94411
28 December 20242468.569498.569490.943880.94388
29 December 20242478.570958.570950.943650.94365
30 December 20242488.572408.572400.943420.94342
31 December 20242498.573868.573860.943190.94319
1 January 20252508.575328.575320.942960.94296
2 January 20252518.576778.576770.942730.94273
3 January 20252528.578238.578230.942490.94249
4 January 20252538.579688.579680.942260.94226
5 January 20252548.581148.581140.942030.94203
6 January 20252558.582598.582590.941800.94180
7 January 20252568.584058.584050.941570.94157
8 January 20252578.585518.585510.941340.94134
9 January 20252588.586968.586960.941110.94111
10 January 20252598.588428.588420.940880.94088
11 January 20252608.589878.589870.940650.94065
12 January 20252618.591338.591330.940420.94042
13 January 20252628.592788.592780.940180.94018
14 January 20252638.594248.594240.939950.93995
15 January 20252648.595708.595700.939720.93972
16 January 20252658.597158.597150.939490.93949
17 January 20252668.598618.598610.939260.93926
18 January 20252678.600068.600060.939030.93903
19 January 20252688.601528.601520.938800.93880
20 January 20252698.602978.602970.938570.93857
21 January 20252708.604438.604430.938330.93833
22 January 20252718.605898.605890.938100.93810
23 January 20252728.607348.607340.937870.93787
24 January 20252738.608808.608800.937640.93764
25 January 20252748.610148.610140.937410.93741
26 January 20252758.611488.611480.937180.93718
27 January 20252768.612838.612830.936950.93695
28 January 20252778.614178.614170.936720.93672
29 January 20252788.615518.615510.936490.93649
30 January 20252798.616868.616860.936260.93626
31 January 20252808.618208.618200.936030.93603
1 February 20252818.619548.619540.935800.93580
2 February 20252828.620898.620890.935560.93556
3 February 20252838.622238.622230.935330.93533
4 February 20252848.623578.623570.935100.93510
5 February 20252858.624928.624920.934870.93487
6 February 20252868.626268.626260.934640.93464
7 February 20252878.627608.627600.934410.93441
8 February 20252888.628958.628950.934180.93418
9 February 20252898.630298.630290.933950.93395
10 February 20252908.631638.631630.933720.93372
11 February 20252918.632988.632980.933490.93349
12 February 20252928.634328.634320.933260.93326
13 February 20252938.635668.635660.933030.93303
14 February 20252948.637018.637010.932800.93280
15 February 20252958.638358.638350.932560.93256
16 February 20252968.639698.639690.932330.93233
17 February 20252978.641048.641040.932100.93210
18 February 20252988.642388.642380.931870.93187
19 February 20252998.643728.643720.931640.93164
20 February 20253008.645078.645070.931410.93141
21 February 20253018.646418.646410.931180.93118
22 February 20253028.647758.647750.930950.93095
23 February 20253038.649108.649100.930720.93072
24 February 20253048.650448.650440.930490.93049
25 February 20253058.651788.651780.930260.93026
26 February 20253068.653138.653130.930020.93002
27 February 20253078.654478.654470.929790.92979
28 February 20253088.655818.655810.929560.92956
1 March 20253098.657168.657160.929330.92933
2 March 20253108.658508.658500.929100.92910
3 March 20253118.659848.659840.928870.92887
4 March 20253128.661198.661190.928640.92864
5 March 20253138.662538.662530.928410.92841
6 March 20253148.663878.663870.928180.92818
7 March 20253158.665228.665220.927950.92795
8 March 20253168.666568.666560.927710.92771
9 March 20253178.667908.667900.927480.92748
10 March 20253188.669258.669250.927250.92725
11 March 20253198.670598.670590.927020.92702
12 March 20253208.671938.671930.926790.92679
13 March 20253218.673288.673280.926560.92656
14 March 20253228.674628.674620.926330.92633
15 March 20253238.675968.675960.926100.92610
16 March 20253248.677318.677310.925870.92587
17 March 20253258.678658.678650.925630.92563
18 March 20253268.679998.679990.925400.92540
19 March 20253278.681348.681340.925170.92517
20 March 20253288.682688.682680.924940.92494
21 March 20253298.684028.684020.924710.92471
22 March 20253308.685378.685370.924480.92448
23 March 20253318.686718.686710.924250.92425
24 March 20253328.688058.688050.924020.92402
25 March 20253338.689408.689400.923790.92379
26 March 20253348.690748.690740.923550.92355
27 March 20253358.692088.692080.923320.92332
28 March 20253368.693438.693430.923090.92309
29 March 20253378.694778.694770.922860.92286
30 March 20253388.696118.696110.922630.92263
31 March 20253398.697468.697460.922400.92240
1 April 20253408.698808.698800.922170.92217
2 April 20253418.700148.700140.921930.92193
3 April 20253428.701498.701490.921700.92170
4 April 20253438.702838.702830.921470.92147
5 April 20253448.704178.704170.921240.92124
6 April 20253458.705528.705520.921010.92101
7 April 20253468.706868.706860.920780.92078
8 April 20253478.708208.708200.920550.92055
9 April 20253488.709558.709550.920320.92032
10 April 20253498.710898.710890.920080.92008
11 April 20253508.712238.712230.919850.91985
12 April 20253518.713588.713580.919620.91962
13 April 20253528.714928.714920.919390.91939
14 April 20253538.716268.716260.919160.91916
15 April 20253548.717618.717610.918930.91893
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17 April 20253568.720298.720290.918460.91846
18 April 20253578.721648.721640.918230.91823
19 April 20253588.722988.722980.918000.91800
20 April 20253598.724328.724320.917770.91777
21 April 20253608.725678.725670.917540.91754
22 April 20253618.727018.727010.917310.91731
23 April 20253628.728358.728350.917080.91708
24 April 20253638.729708.729700.916840.91684
25 April 20253648.731048.731040.916610.91661
26 April 20253658.732388.732380.916380.91638
27 May 20253968.750358.750350.909430.90943
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27 July 20254578.785708.785700.895830.89583
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25 September 20255178.820488.820480.882550.88255
25 October 20255478.837868.837860.875950.87595
25 November 20255788.855838.855830.869150.86915
26 December 20256098.873808.873800.862380.86238
25 January 20266398.891188.891180.855850.85585
25 February 20266708.909158.909150.849130.84913
27 March 20267008.926548.926540.842660.84266
26 April 20267308.943928.943920.836210.83621
25 April 202710949.242019.242010.758050.75805
24 April 202814599.707979.707970.678380.67838
25 April 2029182510.1752110.175210.601240.60124
25 April 2030219010.6485410.648540.527870.52787
26 October 2030237410.8995810.899580.492180.49218
26 April 2031255611.1425711.142570.458280.45828
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26 April 2033328712.0226612.022660.338680.33868
25 April 2034365112.4397412.439740.288140.28814
27 April 2035401812.7709512.770950.245160.24516
26 April 2036438312.7080712.708070.217400.21740
26 April 2037474813.5136613.513660.172410.17241
27 April 2038511413.7062613.706260.146550.14655
24 April 2039547613.8967613.896760.124320.12432
25 April 2044730414.4056714.405670.055980.05598
25 April 2049913013.9681113.968110.030380.03038
27 April 20541095813.9681113.968110.015090.01509
27 April 20591278413.9681113.968110.007500.00750
26 April 20641461013.9681113.968110.003730.00373