South African primary money-market curve

Curve last updated on 2 April 2024 at 07.31.34 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

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
20 April 202418.059118.059110.999780.99978
21 April 202428.064468.064460.999560.99956
22 April 202438.069818.069810.999340.99934
23 April 202448.075158.075150.999120.99912
24 April 202458.080508.080500.998890.99889
25 April 202468.085858.085850.998670.99867
26 April 202478.091208.091200.998450.99845
27 April 202488.096558.096550.998230.99823
28 April 202498.101908.101900.998000.99800
29 April 2024108.107248.107240.997780.99778
30 April 2024118.112598.112590.997560.99756
1 May 2024128.117948.117940.997330.99733
2 May 2024138.123298.123290.997110.99711
3 May 2024148.128648.128640.996890.99689
4 May 2024158.133998.133990.996660.99666
5 May 2024168.139338.139330.996440.99644
6 May 2024178.144688.144680.996210.99621
7 May 2024188.150038.150030.995990.99599
8 May 2024198.155388.155380.995760.99576
9 May 2024208.160738.160730.995540.99554
10 May 2024218.166078.166070.995310.99531
11 May 2024228.171428.171420.995090.99509
12 May 2024238.176778.176770.994860.99486
13 May 2024248.182128.182120.994630.99463
14 May 2024258.187478.187470.994410.99441
15 May 2024268.192828.192820.994180.99418
16 May 2024278.198168.198160.993950.99395
17 May 2024288.203518.203510.993730.99373
18 May 2024298.208868.208860.993500.99350
19 May 2024308.214218.214210.993270.99327
20 May 2024318.215038.215030.993050.99305
21 May 2024328.215858.215850.992820.99282
22 May 2024338.216678.216670.992600.99260
23 May 2024348.217498.217490.992370.99237
24 May 2024358.218318.218310.992150.99215
25 May 2024368.219138.219130.991930.99193
26 May 2024378.219958.219950.991700.99170
27 May 2024388.220778.220770.991480.99148
28 May 2024398.221608.221600.991250.99125
29 May 2024408.222428.222420.991030.99103
30 May 2024418.223248.223240.990810.99081
31 May 2024428.224068.224060.990580.99058
1 June 2024438.224888.224880.990360.99036
2 June 2024448.225708.225700.990130.99013
3 June 2024458.226528.226520.989910.98991
4 June 2024468.227348.227340.989680.98968
5 June 2024478.228168.228160.989460.98946
6 June 2024488.228988.228980.989240.98924
7 June 2024498.229808.229800.989010.98901
8 June 2024508.230628.230620.988790.98879
9 June 2024518.231448.231440.988560.98856
10 June 2024528.232268.232260.988340.98834
11 June 2024538.233098.233090.988120.98812
12 June 2024548.233918.233910.987890.98789
13 June 2024558.234738.234730.987670.98767
14 June 2024568.235558.235550.987440.98744
15 June 2024578.236378.236370.987220.98722
16 June 2024588.237198.237190.987000.98700
17 June 2024598.238018.238010.986770.98677
18 June 2024608.238838.238830.986550.98655
19 June 2024618.239658.239650.986320.98632
20 June 2024628.240478.240470.986100.98610
21 June 2024638.241298.241290.985880.98588
22 June 2024648.242118.242110.985650.98565
23 June 2024658.242938.242930.985430.98543
24 June 2024668.243768.243760.985200.98520
25 June 2024678.244588.244580.984980.98498
26 June 2024688.245408.245400.984760.98476
27 June 2024698.246228.246220.984530.98453
28 June 2024708.247048.247040.984310.98431
29 June 2024718.247868.247860.984080.98408
30 June 2024728.248688.248680.983860.98386
1 July 2024738.249508.249500.983640.98364
2 July 2024748.250328.250320.983410.98341
3 July 2024758.251148.251140.983190.98319
4 July 2024768.251968.251960.982960.98296
5 July 2024778.252788.252780.982740.98274
6 July 2024788.253608.253600.982520.98252
7 July 2024798.254428.254420.982290.98229
8 July 2024808.255258.255250.982070.98207
9 July 2024818.256078.256070.981850.98185
10 July 2024828.256898.256890.981620.98162
11 July 2024838.257718.257710.981400.98140
12 July 2024848.258538.258530.981170.98117
13 July 2024858.259358.259350.980950.98095
14 July 2024868.260178.260170.980730.98073
15 July 2024878.260998.260990.980500.98050
16 July 2024888.261818.261810.980280.98028
17 July 2024898.262638.262630.980050.98005
18 July 2024908.263458.263450.979830.97983
19 July 2024918.264278.264270.979610.97961
20 July 2024928.266608.266600.979380.97938
21 July 2024938.268938.268930.979150.97915
22 July 2024948.271268.271260.978920.97892
23 July 2024958.273598.273590.978700.97870
24 July 2024968.275928.275920.978470.97847
25 July 2024978.278258.278250.978240.97824
26 July 2024988.280588.280580.978010.97801
27 July 2024998.282928.282920.977780.97778
28 July 20241008.285258.285250.977560.97756
29 July 20241018.287588.287580.977330.97733
30 July 20241028.289918.289910.977100.97710
31 July 20241038.292248.292240.976870.97687
1 August 20241048.294578.294570.976640.97664
2 August 20241058.296908.296900.976410.97641
3 August 20241068.299238.299230.976190.97619
4 August 20241078.301568.301560.975960.97596
5 August 20241088.303898.303890.975730.97573
6 August 20241098.306228.306220.975500.97550
7 August 20241108.308558.308550.975270.97527
8 August 20241118.310888.310880.975040.97504
9 August 20241128.313218.313210.974810.97481
10 August 20241138.315548.315540.974580.97458
11 August 20241148.317878.317870.974360.97436
12 August 20241158.320208.320200.974130.97413
13 August 20241168.322538.322530.973900.97390
14 August 20241178.324868.324860.973670.97367
15 August 20241188.327198.327190.973440.97344
16 August 20241198.329528.329520.973210.97321
17 August 20241208.331858.331850.972980.97298
18 August 20241218.334188.334180.972750.97275
19 August 20241228.336518.336510.972520.97252
20 August 20241238.338848.338840.972290.97229
21 August 20241248.341178.341170.972060.97206
22 August 20241258.343508.343500.971830.97183
23 August 20241268.345838.345830.971600.97160
24 August 20241278.348168.348160.971370.97137
25 August 20241288.350498.350490.971140.97114
26 August 20241298.352828.352820.970910.97091
27 August 20241308.355158.355150.970680.97068
28 August 20241318.357488.357480.970450.97045
29 August 20241328.359818.359810.970220.97022
30 August 20241338.362148.362140.969990.96999
31 August 20241348.364478.364470.969760.96976
1 September 20241358.366808.366800.969530.96953
2 September 20241368.369138.369130.969300.96930
3 September 20241378.371468.371460.969070.96907
4 September 20241388.373798.373790.968840.96884
5 September 20241398.376128.376120.968610.96861
6 September 20241408.378458.378450.968370.96837
7 September 20241418.380788.380780.968140.96814
8 September 20241428.383118.383110.967910.96791
9 September 20241438.385448.385440.967680.96768
10 September 20241448.387778.387770.967450.96745
11 September 20241458.390108.390100.967220.96722
12 September 20241468.392438.392430.966990.96699
13 September 20241478.394768.394760.966760.96676
14 September 20241488.397098.397090.966520.96652
15 September 20241498.399438.399430.966290.96629
16 September 20241508.401768.401760.966060.96606
17 September 20241518.404098.404090.965830.96583
18 September 20241528.406428.406420.965600.96560
19 September 20241538.408758.408750.965370.96537
20 September 20241548.411088.411080.965130.96513
21 September 20241558.413418.413410.964900.96490
22 September 20241568.415748.415740.964670.96467
23 September 20241578.418078.418070.964440.96444
24 September 20241588.420408.420400.964210.96421
25 September 20241598.422738.422730.963970.96397
26 September 20241608.425068.425060.963740.96374
27 September 20241618.427398.427390.963510.96351
28 September 20241628.429728.429720.963280.96328
29 September 20241638.432058.432050.963040.96304
30 September 20241648.434388.434380.962810.96281
1 October 20241658.436718.436710.962580.96258
2 October 20241668.439048.439040.962350.96235
3 October 20241678.441378.441370.962110.96211
4 October 20241688.443708.443700.961880.96188
5 October 20241698.446038.446030.961650.96165
6 October 20241708.448368.448360.961420.96142
7 October 20241718.450698.450690.961180.96118
8 October 20241728.453028.453020.960950.96095
9 October 20241738.455358.455350.960720.96072
10 October 20241748.457688.457680.960480.96048
11 October 20241758.460018.460010.960250.96025
12 October 20241768.462348.462340.960020.96002
13 October 20241778.464678.464670.959780.95978
14 October 20241788.467008.467000.959550.95955
15 October 20241798.469338.469330.959320.95932
16 October 20241808.471668.471660.959080.95908
17 October 20241818.473998.473990.958850.95885
18 October 20241828.476328.476320.958620.95862
19 October 20241838.477788.477780.958390.95839
20 October 20241848.479238.479230.958160.95816
21 October 20241858.480698.480690.957930.95793
22 October 20241868.482148.482140.957700.95770
23 October 20241878.483608.483600.957470.95747
24 October 20241888.485068.485060.957240.95724
25 October 20241898.486518.486510.957010.95701
26 October 20241908.487978.487970.956780.95678
27 October 20241918.489428.489420.956550.95655
28 October 20241928.490888.490880.956320.95632
29 October 20241938.492348.492340.956090.95609
30 October 20241948.493798.493790.955860.95586
31 October 20241958.495258.495250.955630.95563
1 November 20241968.496708.496700.955400.95540
2 November 20241978.498168.498160.955170.95517
3 November 20241988.499618.499610.954940.95494
4 November 20241998.501078.501070.954710.95471
5 November 20242008.502538.502530.954480.95448
6 November 20242018.503988.503980.954250.95425
7 November 20242028.505448.505440.954020.95402
8 November 20242038.506898.506890.953790.95379
9 November 20242048.508358.508350.953560.95356
10 November 20242058.509808.509800.953330.95333
11 November 20242068.511268.511260.953100.95310
12 November 20242078.512728.512720.952870.95287
13 November 20242088.514178.514170.952640.95264
14 November 20242098.515638.515630.952410.95241
15 November 20242108.517088.517080.952180.95218
16 November 20242118.518548.518540.951950.95195
17 November 20242128.520008.520000.951720.95172
18 November 20242138.521458.521450.951490.95149
19 November 20242148.522918.522910.951260.95126
20 November 20242158.524368.524360.951030.95103
21 November 20242168.525828.525820.950800.95080
22 November 20242178.527278.527270.950570.95057
23 November 20242188.528738.528730.950340.95034
24 November 20242198.530198.530190.950110.95011
25 November 20242208.531648.531640.949880.94988
26 November 20242218.533108.533100.949650.94965
27 November 20242228.534558.534550.949420.94942
28 November 20242238.536018.536010.949190.94919
29 November 20242248.537468.537460.948950.94895
30 November 20242258.538928.538920.948720.94872
1 December 20242268.540388.540380.948490.94849
2 December 20242278.541838.541830.948260.94826
3 December 20242288.543298.543290.948030.94803
4 December 20242298.544748.544740.947800.94780
5 December 20242308.546208.546200.947570.94757
6 December 20242318.547668.547660.947340.94734
7 December 20242328.549118.549110.947110.94711
8 December 20242338.550578.550570.946880.94688
9 December 20242348.552028.552020.946650.94665
10 December 20242358.553488.553480.946420.94642
11 December 20242368.554938.554930.946190.94619
12 December 20242378.556398.556390.945960.94596
13 December 20242388.557858.557850.945730.94573
14 December 20242398.559308.559300.945500.94550
15 December 20242408.560768.560760.945270.94527
16 December 20242418.562218.562210.945030.94503
17 December 20242428.563678.563670.944800.94480
18 December 20242438.565128.565120.944570.94457
19 December 20242448.566588.566580.944340.94434
20 December 20242458.568048.568040.944110.94411
21 December 20242468.569498.569490.943880.94388
22 December 20242478.570958.570950.943650.94365
23 December 20242488.572408.572400.943420.94342
24 December 20242498.573868.573860.943190.94319
25 December 20242508.575328.575320.942960.94296
26 December 20242518.576778.576770.942730.94273
27 December 20242528.578238.578230.942490.94249
28 December 20242538.579688.579680.942260.94226
29 December 20242548.581148.581140.942030.94203
30 December 20242558.582598.582590.941800.94180
31 December 20242568.584058.584050.941570.94157
1 January 20252578.585518.585510.941340.94134
2 January 20252588.586968.586960.941110.94111
3 January 20252598.588428.588420.940880.94088
4 January 20252608.589878.589870.940650.94065
5 January 20252618.591338.591330.940420.94042
6 January 20252628.592788.592780.940180.94018
7 January 20252638.594248.594240.939950.93995
8 January 20252648.595708.595700.939720.93972
9 January 20252658.597158.597150.939490.93949
10 January 20252668.598618.598610.939260.93926
11 January 20252678.600068.600060.939030.93903
12 January 20252688.601528.601520.938800.93880
13 January 20252698.602978.602970.938570.93857
14 January 20252708.604438.604430.938330.93833
15 January 20252718.605898.605890.938100.93810
16 January 20252728.607348.607340.937870.93787
17 January 20252738.608808.608800.937640.93764
18 January 20252748.610148.610140.937410.93741
19 January 20252758.611488.611480.937180.93718
20 January 20252768.612838.612830.936950.93695
21 January 20252778.614178.614170.936720.93672
22 January 20252788.615518.615510.936490.93649
23 January 20252798.616868.616860.936260.93626
24 January 20252808.618208.618200.936030.93603
25 January 20252818.619548.619540.935800.93580
26 January 20252828.620898.620890.935560.93556
27 January 20252838.622238.622230.935330.93533
28 January 20252848.623578.623570.935100.93510
29 January 20252858.624928.624920.934870.93487
30 January 20252868.626268.626260.934640.93464
31 January 20252878.627608.627600.934410.93441
1 February 20252888.628958.628950.934180.93418
2 February 20252898.630298.630290.933950.93395
3 February 20252908.631638.631630.933720.93372
4 February 20252918.632988.632980.933490.93349
5 February 20252928.634328.634320.933260.93326
6 February 20252938.635668.635660.933030.93303
7 February 20252948.637018.637010.932800.93280
8 February 20252958.638358.638350.932560.93256
9 February 20252968.639698.639690.932330.93233
10 February 20252978.641048.641040.932100.93210
11 February 20252988.642388.642380.931870.93187
12 February 20252998.643728.643720.931640.93164
13 February 20253008.645078.645070.931410.93141
14 February 20253018.646418.646410.931180.93118
15 February 20253028.647758.647750.930950.93095
16 February 20253038.649108.649100.930720.93072
17 February 20253048.650448.650440.930490.93049
18 February 20253058.651788.651780.930260.93026
19 February 20253068.653138.653130.930020.93002
20 February 20253078.654478.654470.929790.92979
21 February 20253088.655818.655810.929560.92956
22 February 20253098.657168.657160.929330.92933
23 February 20253108.658508.658500.929100.92910
24 February 20253118.659848.659840.928870.92887
25 February 20253128.661198.661190.928640.92864
26 February 20253138.662538.662530.928410.92841
27 February 20253148.663878.663870.928180.92818
28 February 20253158.665228.665220.927950.92795
1 March 20253168.666568.666560.927710.92771
2 March 20253178.667908.667900.927480.92748
3 March 20253188.669258.669250.927250.92725
4 March 20253198.670598.670590.927020.92702
5 March 20253208.671938.671930.926790.92679
6 March 20253218.673288.673280.926560.92656
7 March 20253228.674628.674620.926330.92633
8 March 20253238.675968.675960.926100.92610
9 March 20253248.677318.677310.925870.92587
10 March 20253258.678658.678650.925630.92563
11 March 20253268.679998.679990.925400.92540
12 March 20253278.681348.681340.925170.92517
13 March 20253288.682688.682680.924940.92494
14 March 20253298.684028.684020.924710.92471
15 March 20253308.685378.685370.924480.92448
16 March 20253318.686718.686710.924250.92425
17 March 20253328.688058.688050.924020.92402
18 March 20253338.689408.689400.923790.92379
19 March 20253348.690748.690740.923550.92355
20 March 20253358.692088.692080.923320.92332
21 March 20253368.693438.693430.923090.92309
22 March 20253378.694778.694770.922860.92286
23 March 20253388.696118.696110.922630.92263
24 March 20253398.697468.697460.922400.92240
25 March 20253408.698808.698800.922170.92217
26 March 20253418.700148.700140.921930.92193
27 March 20253428.701498.701490.921700.92170
28 March 20253438.702838.702830.921470.92147
29 March 20253448.704178.704170.921240.92124
30 March 20253458.705528.705520.921010.92101
31 March 20253468.706868.706860.920780.92078
1 April 20253478.708208.708200.920550.92055
2 April 20253488.709558.709550.920320.92032
3 April 20253498.710898.710890.920080.92008
4 April 20253508.712238.712230.919850.91985
5 April 20253518.713588.713580.919620.91962
6 April 20253528.714928.714920.919390.91939
7 April 20253538.716268.716260.919160.91916
8 April 20253548.717618.717610.918930.91893
9 April 20253558.718958.718950.918700.91870
10 April 20253568.720298.720290.918460.91846
11 April 20253578.721648.721640.918230.91823
12 April 20253588.722988.722980.918000.91800
13 April 20253598.724328.724320.917770.91777
14 April 20253608.725678.725670.917540.91754
15 April 20253618.727018.727010.917310.91731
16 April 20253628.728358.728350.917080.91708
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18 February 20266708.732388.732380.851890.85189
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18 April 202710948.732388.732380.769720.76972
17 April 202814598.732388.732380.705350.70535
18 April 202918258.732388.732380.646220.64622
18 April 203021908.732388.732380.592180.59218
19 October 203023748.732388.732380.566680.56668
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19 July 203230138.732388.732380.486340.48634
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18 April 203436518.732388.732380.417500.41750
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17 April 203954768.732388.732380.269790.26979
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18 April 204991308.732388.732380.112560.11256
20 April 2054109588.732388.732380.072680.07268
20 April 2059127848.732388.732380.046960.04696
19 April 2064146108.732388.732380.030340.03034