South African primary money-market curve

Curve last updated on 1 July 2024 at 06.55.41 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight18.070008.07000Effective
1 month308.242008.24200Effective
3 months918.350008.35000Effective
6 months1828.575008.57500Effective
9 months2738.733008.73300Effective
1 year3658.917008.91700Effective

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
28 July 202418.069118.069110.999780.99978
29 July 202428.074118.074110.999560.99956
30 July 202438.079128.079120.999340.99934
31 July 202448.084128.084120.999110.99911
1 August 202458.089128.089120.998890.99889
2 August 202468.094138.094130.998670.99867
3 August 202478.099138.099130.998450.99845
4 August 202488.104138.104130.998230.99823
5 August 202498.109148.109140.998000.99800
6 August 2024108.114148.114140.997780.99778
7 August 2024118.119148.119140.997560.99756
8 August 2024128.124158.124150.997330.99733
9 August 2024138.129158.129150.997110.99711
10 August 2024148.134158.134150.996890.99689
11 August 2024158.139168.139160.996660.99666
12 August 2024168.144168.144160.996440.99644
13 August 2024178.149168.149160.996210.99621
14 August 2024188.154178.154170.995990.99599
15 August 2024198.159178.159170.995760.99576
16 August 2024208.164178.164170.995540.99554
17 August 2024218.169188.169180.995310.99531
18 August 2024228.174188.174180.995090.99509
19 August 2024238.179188.179180.994860.99486
20 August 2024248.184198.184190.994630.99463
21 August 2024258.189198.189190.994410.99441
22 August 2024268.194198.194190.994180.99418
23 August 2024278.199208.199200.993950.99395
24 August 2024288.204208.204200.993730.99373
25 August 2024298.209218.209210.993500.99350
26 August 2024308.214218.214210.993270.99327
27 August 2024318.215038.215030.993050.99305
28 August 2024328.215858.215850.992820.99282
29 August 2024338.216678.216670.992600.99260
30 August 2024348.217498.217490.992370.99237
31 August 2024358.218318.218310.992150.99215
1 September 2024368.219138.219130.991930.99193
2 September 2024378.219958.219950.991700.99170
3 September 2024388.220778.220770.991480.99148
4 September 2024398.221608.221600.991250.99125
5 September 2024408.222428.222420.991030.99103
6 September 2024418.223248.223240.990810.99081
7 September 2024428.224068.224060.990580.99058
8 September 2024438.224888.224880.990360.99036
9 September 2024448.225708.225700.990130.99013
10 September 2024458.226528.226520.989910.98991
11 September 2024468.227348.227340.989680.98968
12 September 2024478.228168.228160.989460.98946
13 September 2024488.228988.228980.989240.98924
14 September 2024498.229808.229800.989010.98901
15 September 2024508.230628.230620.988790.98879
16 September 2024518.231448.231440.988560.98856
17 September 2024528.232268.232260.988340.98834
18 September 2024538.233098.233090.988120.98812
19 September 2024548.233918.233910.987890.98789
20 September 2024558.234738.234730.987670.98767
21 September 2024568.235558.235550.987440.98744
22 September 2024578.236378.236370.987220.98722
23 September 2024588.237198.237190.987000.98700
24 September 2024598.238018.238010.986770.98677
25 September 2024608.238838.238830.986550.98655
26 September 2024618.239658.239650.986320.98632
27 September 2024628.240478.240470.986100.98610
28 September 2024638.241298.241290.985880.98588
29 September 2024648.242118.242110.985650.98565
30 September 2024658.242938.242930.985430.98543
1 October 2024668.243768.243760.985200.98520
2 October 2024678.244588.244580.984980.98498
3 October 2024688.245408.245400.984760.98476
4 October 2024698.246228.246220.984530.98453
5 October 2024708.247048.247040.984310.98431
6 October 2024718.247868.247860.984080.98408
7 October 2024728.248688.248680.983860.98386
8 October 2024738.249508.249500.983640.98364
9 October 2024748.250328.250320.983410.98341
10 October 2024758.251148.251140.983190.98319
11 October 2024768.251968.251960.982960.98296
12 October 2024778.252788.252780.982740.98274
13 October 2024788.253608.253600.982520.98252
14 October 2024798.254428.254420.982290.98229
15 October 2024808.255258.255250.982070.98207
16 October 2024818.256078.256070.981850.98185
17 October 2024828.256898.256890.981620.98162
18 October 2024838.257718.257710.981400.98140
19 October 2024848.258538.258530.981170.98117
20 October 2024858.259358.259350.980950.98095
21 October 2024868.260178.260170.980730.98073
22 October 2024878.260998.260990.980500.98050
23 October 2024888.261818.261810.980280.98028
24 October 2024898.262638.262630.980050.98005
25 October 2024908.263458.263450.979830.97983
26 October 2024918.264278.264270.979610.97961
27 October 2024928.265738.265730.979380.97938
28 October 2024938.267188.267180.979160.97916
29 October 2024948.268648.268640.978930.97893
30 October 2024958.270108.270100.978710.97871
31 October 2024968.271558.271550.978480.97848
1 November 2024978.273018.273010.978250.97825
2 November 2024988.274468.274460.978030.97803
3 November 2024998.275928.275920.977800.97780
4 November 20241008.277378.277370.977580.97758
5 November 20241018.278838.278830.977350.97735
6 November 20241028.280298.280290.977130.97713
7 November 20241038.281748.281740.976900.97690
8 November 20241048.283208.283200.976670.97667
9 November 20241058.284658.284650.976450.97645
10 November 20241068.286118.286110.976220.97622
11 November 20241078.287568.287560.976000.97600
12 November 20241088.289028.289020.975770.97577
13 November 20241098.290488.290480.975550.97555
14 November 20241108.291938.291930.975320.97532
15 November 20241118.293398.293390.975090.97509
16 November 20241128.294848.294840.974870.97487
17 November 20241138.296308.296300.974640.97464
18 November 20241148.297758.297750.974420.97442
19 November 20241158.299218.299210.974190.97419
20 November 20241168.300678.300670.973960.97396
21 November 20241178.302128.302120.973740.97374
22 November 20241188.303588.303580.973510.97351
23 November 20241198.305038.305030.973290.97329
24 November 20241208.306498.306490.973060.97306
25 November 20241218.307948.307940.972830.97283
26 November 20241228.309408.309400.972610.97261
27 November 20241238.310868.310860.972380.97238
28 November 20241248.312318.312310.972160.97216
29 November 20241258.313778.313770.971930.97193
30 November 20241268.315228.315220.971700.97170
1 December 20241278.316688.316680.971480.97148
2 December 20241288.318138.318130.971250.97125
3 December 20241298.319598.319590.971020.97102
4 December 20241308.321058.321050.970800.97080
5 December 20241318.322508.322500.970570.97057
6 December 20241328.323968.323960.970350.97035
7 December 20241338.325418.325410.970120.97012
8 December 20241348.326878.326870.969890.96989
9 December 20241358.328328.328320.969670.96967
10 December 20241368.329788.329780.969440.96944
11 December 20241378.331238.331230.969210.96921
12 December 20241388.332698.332690.968990.96899
13 December 20241398.334158.334150.968760.96876
14 December 20241408.335608.335600.968530.96853
15 December 20241418.337068.337060.968310.96831
16 December 20241428.338518.338510.968080.96808
17 December 20241438.339978.339970.967850.96785
18 December 20241448.341428.341420.967630.96763
19 December 20241458.342888.342880.967400.96740
20 December 20241468.344348.344340.967170.96717
21 December 20241478.345798.345790.966950.96695
22 December 20241488.347258.347250.966720.96672
23 December 20241498.348708.348700.966490.96649
24 December 20241508.350168.350160.966270.96627
25 December 20241518.351618.351610.966040.96604
26 December 20241528.353078.353070.965810.96581
27 December 20241538.354538.354530.965590.96559
28 December 20241548.355988.355980.965360.96536
29 December 20241558.357448.357440.965130.96513
30 December 20241568.358898.358890.964910.96491
31 December 20241578.360358.360350.964680.96468
1 January 20251588.361808.361800.964450.96445
2 January 20251598.363268.363260.964220.96422
3 January 20251608.364728.364720.964000.96400
4 January 20251618.366178.366170.963770.96377
5 January 20251628.367638.367630.963540.96354
6 January 20251638.369088.369080.963320.96332
7 January 20251648.370548.370540.963090.96309
8 January 20251658.371998.371990.962860.96286
9 January 20251668.373458.373450.962630.96263
10 January 20251678.374918.374910.962410.96241
11 January 20251688.376368.376360.962180.96218
12 January 20251698.377828.377820.961950.96195
13 January 20251708.379278.379270.961730.96173
14 January 20251718.380738.380730.961500.96150
15 January 20251728.382188.382180.961270.96127
16 January 20251738.383648.383640.961040.96104
17 January 20251748.385108.385100.960820.96082
18 January 20251758.386558.386550.960590.96059
19 January 20251768.388018.388010.960360.96036
20 January 20251778.389468.389460.960130.96013
21 January 20251788.390928.390920.959910.95991
22 January 20251798.392378.392370.959680.95968
23 January 20251808.393838.393830.959450.95945
24 January 20251818.395298.395290.959220.95922
25 January 20251828.396748.396740.959000.95900
26 January 20251838.397438.397430.958770.95877
27 January 20251848.398128.398120.958550.95855
28 January 20251858.398818.398810.958320.95832
29 January 20251868.399518.399510.958100.95810
30 January 20251878.400208.400200.957880.95788
31 January 20251888.400898.400890.957650.95765
1 February 20251898.401588.401580.957430.95743
2 February 20251908.402278.402270.957200.95720
3 February 20251918.402968.402960.956980.95698
4 February 20251928.403658.403650.956760.95676
5 February 20251938.404348.404340.956530.95653
6 February 20251948.405038.405030.956310.95631
7 February 20251958.405728.405720.956090.95609
8 February 20251968.406428.406420.955860.95586
9 February 20251978.407118.407110.955640.95564
10 February 20251988.407808.407800.955420.95542
11 February 20251998.408498.408490.955190.95519
12 February 20252008.409188.409180.954970.95497
13 February 20252018.409878.409870.954740.95474
14 February 20252028.410568.410560.954520.95452
15 February 20252038.411258.411250.954300.95430
16 February 20252048.411948.411940.954070.95407
17 February 20252058.412648.412640.953850.95385
18 February 20252068.413338.413330.953630.95363
19 February 20252078.414028.414020.953400.95340
20 February 20252088.414718.414710.953180.95318
21 February 20252098.415408.415400.952960.95296
22 February 20252108.416098.416090.952730.95273
23 February 20252118.416788.416780.952510.95251
24 February 20252128.417478.417470.952290.95229
25 February 20252138.418168.418160.952060.95206
26 February 20252148.418868.418860.951840.95184
27 February 20252158.419558.419550.951620.95162
28 February 20252168.420248.420240.951390.95139
1 March 20252178.420938.420930.951170.95117
2 March 20252188.421628.421620.950950.95095
3 March 20252198.422318.422310.950720.95072
4 March 20252208.423008.423000.950500.95050
5 March 20252218.423698.423690.950280.95028
6 March 20252228.424388.424380.950050.95005
7 March 20252238.425088.425080.949830.94983
8 March 20252248.425778.425770.949610.94961
9 March 20252258.426468.426460.949380.94938
10 March 20252268.427158.427150.949160.94916
11 March 20252278.427848.427840.948940.94894
12 March 20252288.428538.428530.948710.94871
13 March 20252298.429228.429220.948490.94849
14 March 20252308.429918.429910.948270.94827
15 March 20252318.430608.430600.948040.94804
16 March 20252328.431308.431300.947820.94782
17 March 20252338.431998.431990.947600.94760
18 March 20252348.432688.432680.947370.94737
19 March 20252358.433378.433370.947150.94715
20 March 20252368.434068.434060.946930.94693
21 March 20252378.434758.434750.946700.94670
22 March 20252388.435448.435440.946480.94648
23 March 20252398.436138.436130.946260.94626
24 March 20252408.436828.436820.946040.94604
25 March 20252418.437528.437520.945810.94581
26 March 20252428.438218.438210.945590.94559
27 March 20252438.438908.438900.945370.94537
28 March 20252448.439598.439590.945140.94514
29 March 20252458.440288.440280.944920.94492
30 March 20252468.440978.440970.944700.94470
31 March 20252478.441668.441660.944480.94448
1 April 20252488.442358.442350.944250.94425
2 April 20252498.443048.443040.944030.94403
3 April 20252508.443748.443740.943810.94381
4 April 20252518.444438.444430.943580.94358
5 April 20252528.445128.445120.943360.94336
6 April 20252538.445818.445810.943140.94314
7 April 20252548.446508.446500.942920.94292
8 April 20252558.447198.447190.942690.94269
9 April 20252568.447888.447880.942470.94247
10 April 20252578.448578.448570.942250.94225
11 April 20252588.449268.449260.942030.94203
12 April 20252598.449958.449950.941800.94180
13 April 20252608.450658.450650.941580.94158
14 April 20252618.451348.451340.941360.94136
15 April 20252628.452038.452030.941130.94113
16 April 20252638.452728.452720.940910.94091
17 April 20252648.453418.453410.940690.94069
18 April 20252658.454108.454100.940470.94047
19 April 20252668.454798.454790.940240.94024
20 April 20252678.455488.455480.940020.94002
21 April 20252688.456178.456170.939800.93980
22 April 20252698.456878.456870.939580.93958
23 April 20252708.457568.457560.939350.93935
24 April 20252718.458258.458250.939130.93913
25 April 20252728.458948.458940.938910.93891
26 April 20252738.459638.459630.938690.93869
27 April 20252748.460528.460520.938460.93846
28 April 20252758.461418.461410.938240.93824
29 April 20252768.462308.462300.938020.93802
30 April 20252778.463198.463190.937790.93779
1 May 20252788.464088.464080.937570.93757
2 May 20252798.464988.464980.937340.93734
3 May 20252808.465878.465870.937120.93712
4 May 20252818.466768.466760.936900.93690
5 May 20252828.467658.467650.936670.93667
6 May 20252838.468548.468540.936450.93645
7 May 20252848.469438.469430.936230.93623
8 May 20252858.470328.470320.936000.93600
9 May 20252868.471218.471210.935780.93578
10 May 20252878.472108.472100.935550.93555
11 May 20252888.472998.472990.935330.93533
12 May 20252898.473888.473880.935110.93511
13 May 20252908.474788.474780.934880.93488
14 May 20252918.475678.475670.934660.93466
15 May 20252928.476568.476560.934440.93444
16 May 20252938.477458.477450.934210.93421
17 May 20252948.478348.478340.933990.93399
18 May 20252958.479238.479230.933760.93376
19 May 20252968.480128.480120.933540.93354
20 May 20252978.481018.481010.933320.93332
21 May 20252988.481908.481900.933090.93309
22 May 20252998.482798.482790.932870.93287
23 May 20253008.483688.483680.932650.93265
24 May 20253018.484588.484580.932420.93242
25 May 20253028.485478.485470.932200.93220
26 May 20253038.486368.486360.931980.93198
27 May 20253048.487258.487250.931750.93175
28 May 20253058.488148.488140.931530.93153
29 May 20253068.489038.489030.931310.93131
30 May 20253078.489928.489920.931080.93108
31 May 20253088.490818.490810.930860.93086
1 June 20253098.491708.491700.930630.93063
2 June 20253108.492598.492590.930410.93041
3 June 20253118.493488.493480.930190.93019
4 June 20253128.494388.494380.929960.92996
5 June 20253138.495278.495270.929740.92974
6 June 20253148.496168.496160.929520.92952
7 June 20253158.497058.497050.929290.92929
8 June 20253168.497948.497940.929070.92907
9 June 20253178.498838.498830.928850.92885
10 June 20253188.499728.499720.928620.92862
11 June 20253198.500618.500610.928400.92840
12 June 20253208.501508.501500.928180.92818
13 June 20253218.502398.502390.927950.92795
14 June 20253228.503288.503280.927730.92773
15 June 20253238.504188.504180.927510.92751
16 June 20253248.505078.505070.927280.92728
17 June 20253258.505968.505960.927060.92706
18 June 20253268.506858.506850.926840.92684
19 June 20253278.507748.507740.926610.92661
20 June 20253288.508638.508630.926390.92639
21 June 20253298.509528.509520.926170.92617
22 June 20253308.510418.510410.925940.92594
23 June 20253318.511308.511300.925720.92572
24 June 20253328.512198.512190.925500.92550
25 June 20253338.513088.513080.925270.92527
26 June 20253348.513988.513980.925050.92505
27 June 20253358.514878.514870.924830.92483
28 June 20253368.515768.515760.924600.92460
29 June 20253378.516658.516650.924380.92438
30 June 20253388.517548.517540.924160.92416
1 July 20253398.518438.518430.923930.92393
2 July 20253408.519328.519320.923710.92371
3 July 20253418.520218.520210.923490.92349
4 July 20253428.521108.521100.923260.92326
5 July 20253438.521998.521990.923040.92304
6 July 20253448.522888.522880.922820.92282
7 July 20253458.523788.523780.922590.92259
8 July 20253468.524678.524670.922370.92237
9 July 20253478.525568.525560.922150.92215
10 July 20253488.526458.526450.921920.92192
11 July 20253498.527348.527340.921700.92170
12 July 20253508.528238.528230.921480.92148
13 July 20253518.529128.529120.921250.92125
14 July 20253528.530018.530010.921030.92103
15 July 20253538.530908.530900.920810.92081
16 July 20253548.531798.531790.920580.92058
17 July 20253558.532688.532680.920360.92036
18 July 20253568.533588.533580.920140.92014
19 July 20253578.534478.534470.919920.91992
20 July 20253588.535368.535360.919690.91969
21 July 20253598.536258.536250.919470.91947
22 July 20253608.537148.537140.919250.91925
23 July 20253618.538038.538030.919020.91902
24 July 20253628.538928.538920.918800.91880
25 July 20253638.539818.539810.918580.91858
26 July 20253648.540708.540700.918350.91835
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