South African primary money-market curve

Curve last updated on 3 June 2024 at 07.07.47 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight18.060008.06000Effective
1 month308.233008.23300Effective
3 months918.342008.34200Effective
6 months1828.683008.68300Effective
9 months2738.933008.93300Effective
1 year3659.200009.20000Effective

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
20 June 202418.059118.059110.999780.99978
21 June 202428.064158.064150.999560.99956
22 June 202438.069198.069190.999340.99934
23 June 202448.074238.074230.999120.99912
24 June 202458.079278.079270.998890.99889
25 June 202468.084318.084310.998670.99867
26 June 202478.089358.089350.998450.99845
27 June 202488.094398.094390.998230.99823
28 June 202498.099438.099430.998000.99800
29 June 2024108.104478.104470.997780.99778
30 June 2024118.109518.109510.997560.99756
1 July 2024128.114558.114550.997340.99734
2 July 2024138.119598.119590.997110.99711
3 July 2024148.124638.124630.996890.99689
4 July 2024158.129678.129670.996660.99666
5 July 2024168.134718.134710.996440.99644
6 July 2024178.139758.139750.996220.99622
7 July 2024188.144798.144790.995990.99599
8 July 2024198.149838.149830.995770.99577
9 July 2024208.154878.154870.995540.99554
10 July 2024218.159918.159910.995320.99532
11 July 2024228.164958.164950.995090.99509
12 July 2024238.169998.169990.994870.99487
13 July 2024248.175038.175030.994640.99464
14 July 2024258.180078.180070.994410.99441
15 July 2024268.185118.185110.994190.99419
16 July 2024278.190158.190150.993960.99396
17 July 2024288.195198.195190.993730.99373
18 July 2024298.200238.200230.993510.99351
19 July 2024308.205278.205270.993280.99328
20 July 2024318.206118.206110.993050.99305
21 July 2024328.206958.206950.992830.99283
22 July 2024338.207798.207790.992610.99261
23 July 2024348.208628.208620.992380.99238
24 July 2024358.209468.209460.992160.99216
25 July 2024368.210308.210300.991930.99193
26 July 2024378.211148.211140.991710.99171
27 July 2024388.211988.211980.991490.99149
28 July 2024398.212828.212820.991260.99126
29 July 2024408.213668.213660.991040.99104
30 July 2024418.214508.214500.990820.99082
31 July 2024428.215348.215340.990590.99059
1 August 2024438.216178.216170.990370.99037
2 August 2024448.217018.217010.990140.99014
3 August 2024458.217858.217850.989920.98992
4 August 2024468.218698.218690.989700.98970
5 August 2024478.219538.219530.989470.98947
6 August 2024488.220378.220370.989250.98925
7 August 2024498.221218.221210.989020.98902
8 August 2024508.222058.222050.988800.98880
9 August 2024518.222888.222880.988580.98858
10 August 2024528.223728.223720.988350.98835
11 August 2024538.224568.224560.988130.98813
12 August 2024548.225408.225400.987900.98790
13 August 2024558.226248.226240.987680.98768
14 August 2024568.227088.227080.987460.98746
15 August 2024578.227928.227920.987230.98723
16 August 2024588.228768.228760.987010.98701
17 August 2024598.229598.229590.986790.98679
18 August 2024608.230438.230430.986560.98656
19 August 2024618.231278.231270.986340.98634
20 August 2024628.232118.232110.986110.98611
21 August 2024638.232958.232950.985890.98589
22 August 2024648.233798.233790.985670.98567
23 August 2024658.234638.234630.985440.98544
24 August 2024668.235478.235470.985220.98522
25 August 2024678.236318.236310.985000.98500
26 August 2024688.237148.237140.984770.98477
27 August 2024698.237988.237980.984550.98455
28 August 2024708.238828.238820.984320.98432
29 August 2024718.239668.239660.984100.98410
30 August 2024728.240508.240500.983880.98388
31 August 2024738.241348.241340.983650.98365
1 September 2024748.242188.242180.983430.98343
2 September 2024758.243028.243020.983210.98321
3 September 2024768.243858.243850.982980.98298
4 September 2024778.244698.244690.982760.98276
5 September 2024788.245538.245530.982530.98253
6 September 2024798.246378.246370.982310.98231
7 September 2024808.247218.247210.982090.98209
8 September 2024818.248058.248050.981860.98186
9 September 2024828.248898.248890.981640.98164
10 September 2024838.249738.249730.981420.98142
11 September 2024848.250568.250560.981190.98119
12 September 2024858.251408.251400.980970.98097
13 September 2024868.252248.252240.980740.98074
14 September 2024878.253088.253080.980520.98052
15 September 2024888.253928.253920.980300.98030
16 September 2024898.254768.254760.980070.98007
17 September 2024908.255608.255600.979850.97985
18 September 2024918.256448.256440.979630.97963
19 September 2024928.259128.259120.979400.97940
20 September 2024938.261808.261800.979170.97917
21 September 2024948.264488.264480.978940.97894
22 September 2024958.267168.267160.978710.97871
23 September 2024968.269838.269830.978480.97848
24 September 2024978.272518.272510.978260.97826
25 September 2024988.275198.275190.978030.97803
26 September 2024998.277878.277870.977800.97780
27 September 20241008.280558.280550.977570.97757
28 September 20241018.283238.283230.977340.97734
29 September 20241028.285918.285910.977110.97711
30 September 20241038.288598.288590.976880.97688
1 October 20241048.291278.291270.976650.97665
2 October 20241058.293958.293950.976420.97642
3 October 20241068.296638.296630.976190.97619
4 October 20241078.299318.299310.975960.97596
5 October 20241088.301998.301990.975730.97573
6 October 20241098.304678.304670.975500.97550
7 October 20241108.307358.307350.975280.97528
8 October 20241118.310038.310030.975050.97505
9 October 20241128.312718.312710.974820.97482
10 October 20241138.315398.315390.974590.97459
11 October 20241148.318078.318070.974350.97435
12 October 20241158.320758.320750.974120.97412
13 October 20241168.323438.323430.973890.97389
14 October 20241178.326118.326110.973660.97366
15 October 20241188.328798.328790.973430.97343
16 October 20241198.331478.331470.973200.97320
17 October 20241208.334158.334150.972970.97297
18 October 20241218.336838.336830.972740.97274
19 October 20241228.339518.339510.972510.97251
20 October 20241238.342198.342190.972280.97228
21 October 20241248.344878.344870.972050.97205
22 October 20241258.347548.347540.971820.97182
23 October 20241268.350228.350220.971590.97159
24 October 20241278.352908.352900.971350.97135
25 October 20241288.355588.355580.971120.97112
26 October 20241298.358268.358260.970890.97089
27 October 20241308.360948.360940.970660.97066
28 October 20241318.363628.363620.970430.97043
29 October 20241328.366308.366300.970200.97020
30 October 20241338.368988.368980.969970.96997
31 October 20241348.371668.371660.969730.96973
1 November 20241358.374348.374340.969500.96950
2 November 20241368.377028.377020.969270.96927
3 November 20241378.379708.379700.969040.96904
4 November 20241388.382388.382380.968800.96880
5 November 20241398.385068.385060.968570.96857
6 November 20241408.387748.387740.968340.96834
7 November 20241418.390428.390420.968110.96811
8 November 20241428.393108.393100.967870.96787
9 November 20241438.395788.395780.967640.96764
10 November 20241448.398468.398460.967410.96741
11 November 20241458.401148.401140.967180.96718
12 November 20241468.403828.403820.966940.96694
13 November 20241478.406508.406500.966710.96671
14 November 20241488.409188.409180.966480.96648
15 November 20241498.411868.411860.966240.96624
16 November 20241508.414548.414540.966010.96601
17 November 20241518.417228.417220.965780.96578
18 November 20241528.419908.419900.965540.96554
19 November 20241538.422588.422580.965310.96531
20 November 20241548.425268.425260.965080.96508
21 November 20241558.427938.427930.964840.96484
22 November 20241568.430618.430610.964610.96461
23 November 20241578.433298.433290.964380.96438
24 November 20241588.435978.435970.964140.96414
25 November 20241598.438658.438650.963910.96391
26 November 20241608.441338.441330.963670.96367
27 November 20241618.444018.444010.963440.96344
28 November 20241628.446698.446690.963200.96320
29 November 20241638.449378.449370.962970.96297
30 November 20241648.452058.452050.962740.96274
1 December 20241658.454738.454730.962500.96250
2 December 20241668.457418.457410.962270.96227
3 December 20241678.460098.460090.962030.96203
4 December 20241688.462778.462770.961800.96180
5 December 20241698.465458.465450.961560.96156
6 December 20241708.468138.468130.961330.96133
7 December 20241718.470818.470810.961090.96109
8 December 20241728.473498.473490.960860.96086
9 December 20241738.476178.476170.960620.96062
10 December 20241748.478858.478850.960390.96039
11 December 20241758.481538.481530.960150.96015
12 December 20241768.484218.484210.959920.95992
13 December 20241778.486898.486890.959680.95968
14 December 20241788.489578.489570.959440.95944
15 December 20241798.492258.492250.959210.95921
16 December 20241808.494938.494930.958970.95897
17 December 20241818.497618.497610.958740.95874
18 December 20241828.500298.500290.958500.95850
19 December 20241838.501908.501900.958270.95827
20 December 20241848.503528.503520.958040.95804
21 December 20241858.505138.505130.957810.95781
22 December 20241868.506748.506740.957580.95758
23 December 20241878.508368.508360.957350.95735
24 December 20241888.509978.509970.957110.95711
25 December 20241898.511598.511590.956880.95688
26 December 20241908.513208.513200.956650.95665
27 December 20241918.514828.514820.956420.95642
28 December 20241928.516438.516430.956190.95619
29 December 20241938.518058.518050.955960.95596
30 December 20241948.519668.519660.955730.95573
31 December 20241958.521288.521280.955500.95550
1 January 20251968.522898.522890.955260.95526
2 January 20251978.524518.524510.955030.95503
3 January 20251988.526128.526120.954800.95480
4 January 20251998.527748.527740.954570.95457
5 January 20252008.529358.529350.954340.95434
6 January 20252018.530978.530970.954110.95411
7 January 20252028.532588.532580.953880.95388
8 January 20252038.534208.534200.953640.95364
9 January 20252048.535818.535810.953410.95341
10 January 20252058.537438.537430.953180.95318
11 January 20252068.539048.539040.952950.95295
12 January 20252078.540668.540660.952720.95272
13 January 20252088.542278.542270.952490.95249
14 January 20252098.543898.543890.952260.95226
15 January 20252108.545508.545500.952020.95202
16 January 20252118.547128.547120.951790.95179
17 January 20252128.548738.548730.951560.95156
18 January 20252138.550358.550350.951330.95133
19 January 20252148.551968.551960.951100.95110
20 January 20252158.553588.553580.950860.95086
21 January 20252168.555198.555190.950630.95063
22 January 20252178.556808.556800.950400.95040
23 January 20252188.558428.558420.950170.95017
24 January 20252198.560038.560030.949940.94994
25 January 20252208.561658.561650.949700.94970
26 January 20252218.563268.563260.949470.94947
27 January 20252228.564888.564880.949240.94924
28 January 20252238.566498.566490.949010.94901
29 January 20252248.568118.568110.948780.94878
30 January 20252258.569728.569720.948540.94854
31 January 20252268.571348.571340.948310.94831
1 February 20252278.572958.572950.948080.94808
2 February 20252288.574578.574570.947850.94785
3 February 20252298.576188.576180.947620.94762
4 February 20252308.577808.577800.947380.94738
5 February 20252318.579418.579410.947150.94715
6 February 20252328.581038.581030.946920.94692
7 February 20252338.582648.582640.946690.94669
8 February 20252348.584268.584260.946450.94645
9 February 20252358.585878.585870.946220.94622
10 February 20252368.587498.587490.945990.94599
11 February 20252378.589108.589100.945760.94576
12 February 20252388.590728.590720.945520.94552
13 February 20252398.592338.592330.945290.94529
14 February 20252408.593958.593950.945060.94506
15 February 20252418.595568.595560.944830.94483
16 February 20252428.597188.597180.944590.94459
17 February 20252438.598798.598790.944360.94436
18 February 20252448.600418.600410.944130.94413
19 February 20252458.602028.602020.943900.94390
20 February 20252468.603648.603640.943660.94366
21 February 20252478.605258.605250.943430.94343
22 February 20252488.606868.606860.943200.94320
23 February 20252498.608488.608480.942960.94296
24 February 20252508.610098.610090.942730.94273
25 February 20252518.611718.611710.942500.94250
26 February 20252528.613328.613320.942270.94227
27 February 20252538.614948.614940.942030.94203
28 February 20252548.616558.616550.941800.94180
1 March 20252558.618178.618170.941570.94157
2 March 20252568.619788.619780.941330.94133
3 March 20252578.621408.621400.941100.94110
4 March 20252588.623018.623010.940870.94087
5 March 20252598.624638.624630.940640.94064
6 March 20252608.626248.626240.940400.94040
7 March 20252618.627868.627860.940170.94017
8 March 20252628.629478.629470.939940.93994
9 March 20252638.631098.631090.939700.93970
10 March 20252648.632708.632700.939470.93947
11 March 20252658.634328.634320.939240.93924
12 March 20252668.635938.635930.939000.93900
13 March 20252678.637558.637550.938770.93877
14 March 20252688.639168.639160.938540.93854
15 March 20252698.640788.640780.938300.93830
16 March 20252708.642398.642390.938070.93807
17 March 20252718.644018.644010.937840.93784
18 March 20252728.645628.645620.937600.93760
19 March 20252738.647248.647240.937370.93737
20 March 20252748.648918.648910.937140.93714
21 March 20252758.650588.650580.936900.93690
22 March 20252768.652258.652250.936670.93667
23 March 20252778.653938.653930.936440.93644
24 March 20252788.655608.655600.936200.93620
25 March 20252798.657278.657270.935970.93597
26 March 20252808.658948.658940.935730.93573
27 March 20252818.660618.660610.935500.93550
28 March 20252828.662298.662290.935270.93527
29 March 20252838.663968.663960.935030.93503
30 March 20252848.665638.665630.934800.93480
31 March 20252858.667308.667300.934560.93456
1 April 20252868.668988.668980.934330.93433
2 April 20252878.670658.670650.934090.93409
3 April 20252888.672328.672320.933860.93386
4 April 20252898.673998.673990.933630.93363
5 April 20252908.675678.675670.933390.93339
6 April 20252918.677348.677340.933160.93316
7 April 20252928.679018.679010.932920.93292
8 April 20252938.680688.680680.932690.93269
9 April 20252948.682358.682350.932450.93245
10 April 20252958.684038.684030.932220.93222
11 April 20252968.685708.685700.931990.93199
12 April 20252978.687378.687370.931750.93175
13 April 20252988.689048.689040.931520.93152
14 April 20252998.690728.690720.931280.93128
15 April 20253008.692398.692390.931050.93105
16 April 20253018.694068.694060.930810.93081
17 April 20253028.695738.695730.930580.93058
18 April 20253038.697408.697400.930340.93034
19 April 20253048.699088.699080.930110.93011
20 April 20253058.700758.700750.929880.92988
21 April 20253068.702428.702420.929640.92964
22 April 20253078.704098.704090.929410.92941
23 April 20253088.705778.705770.929170.92917
24 April 20253098.707448.707440.928940.92894
25 April 20253108.709118.709110.928700.92870
26 April 20253118.710788.710780.928470.92847
27 April 20253128.712468.712460.928230.92823
28 April 20253138.714138.714130.928000.92800
29 April 20253148.715808.715800.927760.92776
30 April 20253158.717478.717470.927530.92753
1 May 20253168.719148.719140.927290.92729
2 May 20253178.720828.720820.927060.92706
3 May 20253188.722498.722490.926820.92682
4 May 20253198.724168.724160.926590.92659
5 May 20253208.725838.725830.926350.92635
6 May 20253218.727518.727510.926120.92612
7 May 20253228.729188.729180.925880.92588
8 May 20253238.730858.730850.925650.92565
9 May 20253248.732528.732520.925410.92541
10 May 20253258.734208.734200.925180.92518
11 May 20253268.735878.735870.924940.92494
12 May 20253278.737548.737540.924710.92471
13 May 20253288.739218.739210.924470.92447
14 May 20253298.740888.740880.924240.92424
15 May 20253308.742568.742560.924000.92400
16 May 20253318.744238.744230.923770.92377
17 May 20253328.745908.745900.923530.92353
18 May 20253338.747578.747570.923290.92329
19 May 20253348.749258.749250.923060.92306
20 May 20253358.750928.750920.922820.92282
21 May 20253368.752598.752590.922590.92259
22 May 20253378.754268.754260.922350.92235
23 May 20253388.755948.755940.922120.92212
24 May 20253398.757618.757610.921880.92188
25 May 20253408.759288.759280.921650.92165
26 May 20253418.760958.760950.921410.92141
27 May 20253428.762628.762620.921180.92118
28 May 20253438.764308.764300.920940.92094
29 May 20253448.765978.765970.920700.92070
30 May 20253458.767648.767640.920470.92047
31 May 20253468.769318.769310.920230.92023
1 June 20253478.770998.770990.920000.92000
2 June 20253488.772668.772660.919760.91976
3 June 20253498.774338.774330.919530.91953
4 June 20253508.776008.776000.919290.91929
5 June 20253518.777688.777680.919050.91905
6 June 20253528.779358.779350.918820.91882
7 June 20253538.781028.781020.918580.91858
8 June 20253548.782698.782690.918350.91835
9 June 20253558.784368.784360.918110.91811
10 June 20253568.786048.786040.917880.91788
11 June 20253578.787718.787710.917640.91764
12 June 20253588.789388.789380.917400.91740
13 June 20253598.791058.791050.917170.91717
14 June 20253608.792738.792730.916930.91693
15 June 20253618.794408.794400.916700.91670
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17 June 20253638.797748.797740.916220.91622
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19 June 20253658.801098.801090.915750.91575
20 July 20253968.801098.801090.908930.90893
19 August 20254268.801098.801090.902380.90238
19 September 20254578.801098.801090.895660.89566
19 October 20254878.801098.801090.889200.88920
18 November 20255178.801098.801090.882800.88280
18 December 20255478.801098.801090.876430.87643
18 January 20265788.801098.801090.869910.86991
18 February 20266098.801098.801090.863430.86343
20 March 20266398.801098.801090.857200.85720
20 April 20266708.801098.801090.850820.85082
20 May 20267008.801098.801090.844690.84469
19 June 20267308.801098.801090.838600.83860
18 June 202710948.801098.801090.768130.76813
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18 June 203021908.801098.801090.589740.58974
19 December 203023748.801098.801090.564150.56415
19 June 203125568.801098.801090.539930.53993
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18 September 203230138.801098.801090.483590.48359
19 June 203332878.801098.801090.452680.45268
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20 June 203540188.801098.801090.379520.37952
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20 June 203851148.801098.801090.291380.29138
17 June 203954768.801098.801090.267030.26703
18 June 204473048.801098.801090.171840.17184
18 June 204991308.801098.801090.110640.11064
20 June 2054109588.801098.801090.071200.07120
20 June 2059127848.801098.801090.045840.04584
19 June 2064146108.801098.801090.029520.02952