South African primary swap curve

Curve last updated on 6 May 2023 at 08.09.48 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight17.070007.07000Effective
1 month307.350007.35000Effective

Quarterly-forward rates

PeriodBid/payOffer/receive

Swap rates

Period (Years)Bid/payOffer/receive



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
8 June 202317.069327.069320.999810.99981
9 June 202327.078237.078230.999610.99961
10 June 202337.087157.087150.999420.99942
11 June 202347.096067.096060.999220.99922
12 June 202357.104987.104980.999030.99903
13 June 202367.113907.113900.998830.99883
14 June 202377.122817.122810.998640.99864
15 June 202387.131737.131730.998440.99844
16 June 202397.140657.140650.998240.99824
17 June 2023107.149567.149560.998040.99804
18 June 2023117.158487.158480.997850.99785
19 June 2023127.167397.167390.997650.99765
20 June 2023137.176317.176310.997450.99745
21 June 2023147.185237.185230.997250.99725
22 June 2023157.194147.194140.997050.99705
23 June 2023167.203067.203060.996850.99685
24 June 2023177.211987.211980.996650.99665
25 June 2023187.220897.220890.996450.99645
26 June 2023197.229817.229810.996240.99624
27 June 2023207.238737.238730.996040.99604
28 June 2023217.247647.247640.995840.99584
29 June 2023227.256567.256560.995640.99564
30 June 2023237.265477.265470.995430.99543
1 July 2023247.274397.274390.995230.99523
2 July 2023257.283317.283310.995020.99502
3 July 2023267.292227.292220.994820.99482
4 July 2023277.301147.301140.994610.99461
5 July 2023287.310067.310060.994410.99441
6 July 2023297.318977.318970.994200.99420
7 July 2023307.327897.327890.994000.99400
8 July 2023317.327897.327890.993800.99380
9 July 2023327.327897.327890.993600.99360
10 July 2023337.327897.327890.993400.99340
11 July 2023347.327897.327890.993200.99320
12 July 2023357.327897.327890.993000.99300
13 July 2023367.327897.327890.992800.99280
14 July 2023377.327897.327890.992600.99260
15 July 2023387.327897.327890.992400.99240
16 July 2023397.327897.327890.992200.99220
17 July 2023407.327897.327890.992000.99200
18 July 2023417.327897.327890.991800.99180
19 July 2023427.327897.327890.991600.99160
20 July 2023437.327897.327890.991400.99140
21 July 2023447.327897.327890.991210.99121
22 July 2023457.327897.327890.991010.99101
23 July 2023467.327897.327890.990810.99081
24 July 2023477.327897.327890.990610.99061
25 July 2023487.327897.327890.990410.99041
26 July 2023497.327897.327890.990210.99021
27 July 2023507.327897.327890.990010.99001
28 July 2023517.327897.327890.989810.98981
29 July 2023527.327897.327890.989610.98961
30 July 2023537.327897.327890.989420.98942
31 July 2023547.327897.327890.989220.98922
1 August 2023557.327897.327890.989020.98902
2 August 2023567.327897.327890.988820.98882
3 August 2023577.327897.327890.988620.98862
4 August 2023587.327897.327890.988420.98842
5 August 2023597.327897.327890.988220.98822
6 August 2023607.327897.327890.988030.98803
7 August 2023617.327897.327890.987830.98783
8 August 2023627.327897.327890.987630.98763
9 August 2023637.327897.327890.987430.98743
10 August 2023647.327897.327890.987230.98723
11 August 2023657.327897.327890.987040.98704
12 August 2023667.327897.327890.986840.98684
13 August 2023677.327897.327890.986640.98664
14 August 2023687.327897.327890.986440.98644
15 August 2023697.327897.327890.986240.98624
16 August 2023707.327897.327890.986040.98604
17 August 2023717.327897.327890.985850.98585
18 August 2023727.327897.327890.985650.98565
19 August 2023737.327897.327890.985450.98545
20 August 2023747.327897.327890.985250.98525
21 August 2023757.327897.327890.985060.98506
22 August 2023767.327897.327890.984860.98486
23 August 2023777.327897.327890.984660.98466
24 August 2023787.327897.327890.984460.98446
25 August 2023797.327897.327890.984260.98426
26 August 2023807.327897.327890.984070.98407
27 August 2023817.327897.327890.983870.98387
28 August 2023827.327897.327890.983670.98367
29 August 2023837.327897.327890.983470.98347
30 August 2023847.327897.327890.983280.98328
31 August 2023857.327897.327890.983080.98308
1 September 2023867.327897.327890.982880.98288
2 September 2023877.327897.327890.982690.98269
3 September 2023887.327897.327890.982490.98249
4 September 2023897.327897.327890.982290.98229
5 September 2023907.327897.327890.982090.98209
6 September 2023917.327897.327890.981900.98190
7 September 2023927.327897.327890.981700.98170
8 September 2023937.327897.327890.981500.98150
9 September 2023947.327897.327890.981310.98131
10 September 2023957.327897.327890.981110.98111
11 September 2023967.327897.327890.980910.98091
12 September 2023977.327897.327890.980710.98071
13 September 2023987.327897.327890.980520.98052
14 September 2023997.327897.327890.980320.98032
15 September 20231007.327897.327890.980120.98012
16 September 20231017.327897.327890.979930.97993
17 September 20231027.327897.327890.979730.97973
18 September 20231037.327897.327890.979530.97953
19 September 20231047.327897.327890.979340.97934
20 September 20231057.327897.327890.979140.97914
21 September 20231067.327897.327890.978940.97894
22 September 20231077.327897.327890.978750.97875
23 September 20231087.327897.327890.978550.97855
24 September 20231097.327897.327890.978350.97835
25 September 20231107.327897.327890.978160.97816
26 September 20231117.327897.327890.977960.97796
27 September 20231127.327897.327890.977770.97777
28 September 20231137.327897.327890.977570.97757
29 September 20231147.327897.327890.977370.97737
30 September 20231157.327897.327890.977180.97718
1 October 20231167.327897.327890.976980.97698
2 October 20231177.327897.327890.976780.97678
3 October 20231187.327897.327890.976590.97659
4 October 20231197.327897.327890.976390.97639
5 October 20231207.327897.327890.976200.97620
6 October 20231217.327897.327890.976000.97600
7 October 20231227.327897.327890.975800.97580
8 October 20231237.327897.327890.975610.97561
9 October 20231247.327897.327890.975410.97541
10 October 20231257.327897.327890.975220.97522
11 October 20231267.327897.327890.975020.97502
12 October 20231277.327897.327890.974830.97483
13 October 20231287.327897.327890.974630.97463
14 October 20231297.327897.327890.974430.97443
15 October 20231307.327897.327890.974240.97424
16 October 20231317.327897.327890.974040.97404
17 October 20231327.327897.327890.973850.97385
18 October 20231337.327897.327890.973650.97365
19 October 20231347.327897.327890.973460.97346
20 October 20231357.327897.327890.973260.97326
21 October 20231367.327897.327890.973070.97307
22 October 20231377.327897.327890.972870.97287
23 October 20231387.327897.327890.972670.97267
24 October 20231397.327897.327890.972480.97248
25 October 20231407.327897.327890.972280.97228
26 October 20231417.327897.327890.972090.97209
27 October 20231427.327897.327890.971890.97189
28 October 20231437.327897.327890.971700.97170
29 October 20231447.327897.327890.971500.97150
30 October 20231457.327897.327890.971310.97131
31 October 20231467.327897.327890.971110.97111
1 November 20231477.327897.327890.970920.97092
2 November 20231487.327897.327890.970720.97072
3 November 20231497.327897.327890.970530.97053
4 November 20231507.327897.327890.970330.97033
5 November 20231517.327897.327890.970140.97014
6 November 20231527.327897.327890.969940.96994
7 November 20231537.327897.327890.969750.96975
8 November 20231547.327897.327890.969560.96956
9 November 20231557.327897.327890.969360.96936
10 November 20231567.327897.327890.969170.96917
11 November 20231577.327897.327890.968970.96897
12 November 20231587.327897.327890.968780.96878
13 November 20231597.327897.327890.968580.96858
14 November 20231607.327897.327890.968390.96839
15 November 20231617.327897.327890.968190.96819
16 November 20231627.327897.327890.968000.96800
17 November 20231637.327897.327890.967810.96781
18 November 20231647.327897.327890.967610.96761
19 November 20231657.327897.327890.967420.96742
20 November 20231667.327897.327890.967220.96722
21 November 20231677.327897.327890.967030.96703
22 November 20231687.327897.327890.966830.96683
23 November 20231697.327897.327890.966640.96664
24 November 20231707.327897.327890.966450.96645
25 November 20231717.327897.327890.966250.96625
26 November 20231727.327897.327890.966060.96606
27 November 20231737.327897.327890.965860.96586
28 November 20231747.327897.327890.965670.96567
29 November 20231757.327897.327890.965480.96548
30 November 20231767.327897.327890.965280.96528
1 December 20231777.327897.327890.965090.96509
2 December 20231787.327897.327890.964900.96490
3 December 20231797.327897.327890.964700.96470
4 December 20231807.327897.327890.964510.96451
5 December 20231817.327897.327890.964310.96431
6 December 20231827.327897.327890.964120.96412
7 December 20231837.327897.327890.963930.96393
8 December 20231847.327897.327890.963730.96373
9 December 20231857.327897.327890.963540.96354
10 December 20231867.327897.327890.963350.96335
11 December 20231877.327897.327890.963150.96315
12 December 20231887.327897.327890.962960.96296
13 December 20231897.327897.327890.962770.96277
14 December 20231907.327897.327890.962570.96257
15 December 20231917.327897.327890.962380.96238
16 December 20231927.327897.327890.962190.96219
17 December 20231937.327897.327890.961990.96199
18 December 20231947.327897.327890.961800.96180
19 December 20231957.327897.327890.961610.96161
20 December 20231967.327897.327890.961410.96141
21 December 20231977.327897.327890.961220.96122
22 December 20231987.327897.327890.961030.96103
23 December 20231997.327897.327890.960840.96084
24 December 20232007.327897.327890.960640.96064
25 December 20232017.327897.327890.960450.96045
26 December 20232027.327897.327890.960260.96026
27 December 20232037.327897.327890.960060.96006
28 December 20232047.327897.327890.959870.95987
29 December 20232057.327897.327890.959680.95968
30 December 20232067.327897.327890.959490.95949
31 December 20232077.327897.327890.959290.95929
1 January 20242087.327897.327890.959100.95910
2 January 20242097.327897.327890.958910.95891
3 January 20242107.327897.327890.958720.95872
4 January 20242117.327897.327890.958520.95852
5 January 20242127.327897.327890.958330.95833
6 January 20242137.327897.327890.958140.95814
7 January 20242147.327897.327890.957950.95795
8 January 20242157.327897.327890.957750.95775
9 January 20242167.327897.327890.957560.95756
10 January 20242177.327897.327890.957370.95737
11 January 20242187.327897.327890.957180.95718
12 January 20242197.327897.327890.956990.95699
13 January 20242207.327897.327890.956790.95679
14 January 20242217.327897.327890.956600.95660
15 January 20242227.327897.327890.956410.95641
16 January 20242237.327897.327890.956220.95622
17 January 20242247.327897.327890.956030.95603
18 January 20242257.327897.327890.955830.95583
19 January 20242267.327897.327890.955640.95564
20 January 20242277.327897.327890.955450.95545
21 January 20242287.327897.327890.955260.95526
22 January 20242297.327897.327890.955070.95507
23 January 20242307.327897.327890.954870.95487
24 January 20242317.327897.327890.954680.95468
25 January 20242327.327897.327890.954490.95449
26 January 20242337.327897.327890.954300.95430
27 January 20242347.327897.327890.954110.95411
28 January 20242357.327897.327890.953920.95392
29 January 20242367.327897.327890.953720.95372
30 January 20242377.327897.327890.953530.95353
31 January 20242387.327897.327890.953340.95334
1 February 20242397.327897.327890.953150.95315
2 February 20242407.327897.327890.952960.95296
3 February 20242417.327897.327890.952770.95277
4 February 20242427.327897.327890.952580.95258
5 February 20242437.327897.327890.952390.95239
6 February 20242447.327897.327890.952190.95219
7 February 20242457.327897.327890.952000.95200
8 February 20242467.327897.327890.951810.95181
9 February 20242477.327897.327890.951620.95162
10 February 20242487.327897.327890.951430.95143
11 February 20242497.327897.327890.951240.95124
12 February 20242507.327897.327890.951050.95105
13 February 20242517.327897.327890.950860.95086
14 February 20242527.327897.327890.950670.95067
15 February 20242537.327897.327890.950480.95048
16 February 20242547.327897.327890.950280.95028
17 February 20242557.327897.327890.950090.95009
18 February 20242567.327897.327890.949900.94990
19 February 20242577.327897.327890.949710.94971
20 February 20242587.327897.327890.949520.94952
21 February 20242597.327897.327890.949330.94933
22 February 20242607.327897.327890.949140.94914
23 February 20242617.327897.327890.948950.94895
24 February 20242627.327897.327890.948760.94876
25 February 20242637.327897.327890.948570.94857
26 February 20242647.327897.327890.948380.94838
27 February 20242657.327897.327890.948190.94819
28 February 20242667.327897.327890.948000.94800
29 February 20242677.327897.327890.947810.94781
1 March 20242687.327897.327890.947620.94762
2 March 20242697.327897.327890.947430.94743
3 March 20242707.327897.327890.947240.94724
4 March 20242717.327897.327890.947050.94705
5 March 20242727.327897.327890.946860.94686
6 March 20242737.327897.327890.946670.94667
7 March 20242747.327897.327890.946480.94648
8 March 20242757.327897.327890.946290.94629
9 March 20242767.327897.327890.946100.94610
10 March 20242777.327897.327890.945910.94591
11 March 20242787.327897.327890.945720.94572
12 March 20242797.327897.327890.945530.94553
13 March 20242807.327897.327890.945340.94534
14 March 20242817.327897.327890.945150.94515
15 March 20242827.327897.327890.944960.94496
16 March 20242837.327897.327890.944770.94477
17 March 20242847.327897.327890.944580.94458
18 March 20242857.327897.327890.944390.94439
19 March 20242867.327897.327890.944200.94420
20 March 20242877.327897.327890.944010.94401
21 March 20242887.327897.327890.943820.94382
22 March 20242897.327897.327890.943630.94363
23 March 20242907.327897.327890.943440.94344
24 March 20242917.327897.327890.943250.94325
25 March 20242927.327897.327890.943060.94306
26 March 20242937.327897.327890.942870.94287
27 March 20242947.327897.327890.942680.94268
28 March 20242957.327897.327890.942490.94249
29 March 20242967.327897.327890.942310.94231
30 March 20242977.327897.327890.942120.94212
31 March 20242987.327897.327890.941930.94193
1 April 20242997.327897.327890.941740.94174
2 April 20243007.327897.327890.941550.94155
3 April 20243017.327897.327890.941360.94136
4 April 20243027.327897.327890.941170.94117
5 April 20243037.327897.327890.940980.94098
6 April 20243047.327897.327890.940790.94079
7 April 20243057.327897.327890.940600.94060
8 April 20243067.327897.327890.940420.94042
9 April 20243077.327897.327890.940230.94023
10 April 20243087.327897.327890.940040.94004
11 April 20243097.327897.327890.939850.93985
12 April 20243107.327897.327890.939660.93966
13 April 20243117.327897.327890.939470.93947
14 April 20243127.327897.327890.939280.93928
15 April 20243137.327897.327890.939090.93909
16 April 20243147.327897.327890.938910.93891
17 April 20243157.327897.327890.938720.93872
18 April 20243167.327897.327890.938530.93853
19 April 20243177.327897.327890.938340.93834
20 April 20243187.327897.327890.938150.93815
21 April 20243197.327897.327890.937960.93796
22 April 20243207.327897.327890.937780.93778
23 April 20243217.327897.327890.937590.93759
24 April 20243227.327897.327890.937400.93740
25 April 20243237.327897.327890.937210.93721
26 April 20243247.327897.327890.937020.93702
27 April 20243257.327897.327890.936830.93683
28 April 20243267.327897.327890.936650.93665
29 April 20243277.327897.327890.936460.93646
30 April 20243287.327897.327890.936270.93627
1 May 20243297.327897.327890.936080.93608
2 May 20243307.327897.327890.935890.93589
3 May 20243317.327897.327890.935710.93571
4 May 20243327.327897.327890.935520.93552
5 May 20243337.327897.327890.935330.93533
6 May 20243347.327897.327890.935140.93514
7 May 20243357.327897.327890.934960.93496
8 May 20243367.327897.327890.934770.93477
9 May 20243377.327897.327890.934580.93458
10 May 20243387.327897.327890.934390.93439
11 May 20243397.327897.327890.934210.93421
12 May 20243407.327897.327890.934020.93402
13 May 20243417.327897.327890.933830.93383
14 May 20243427.327897.327890.933640.93364
15 May 20243437.327897.327890.933460.93346
16 May 20243447.327897.327890.933270.93327
17 May 20243457.327897.327890.933080.93308
18 May 20243467.327897.327890.932890.93289
19 May 20243477.327897.327890.932710.93271
20 May 20243487.327897.327890.932520.93252
21 May 20243497.327897.327890.932330.93233
22 May 20243507.327897.327890.932140.93214
23 May 20243517.327897.327890.931960.93196
24 May 20243527.327897.327890.931770.93177
25 May 20243537.327897.327890.931580.93158
26 May 20243547.327897.327890.931400.93140
27 May 20243557.327897.327890.931210.93121
28 May 20243567.327897.327890.931020.93102
29 May 20243577.327897.327890.930840.93084
30 May 20243587.327897.327890.930650.93065
31 May 20243597.327897.327890.930460.93046
1 June 20243607.327897.327890.930280.93028
2 June 20243617.327897.327890.930090.93009
3 June 20243627.327897.327890.929900.92990
4 June 20243637.327897.327890.929710.92971
5 June 20243647.327897.327890.929530.92953
6 June 20243657.327897.327890.929340.92934
7 July 20243967.327897.327890.923580.92358
6 August 20244267.327897.327890.918030.91803
6 September 20244577.327897.327890.912330.91233
6 October 20244877.327897.327890.906860.90686
5 November 20245177.327897.327890.901410.90141
5 December 20245477.327897.327890.896000.89600
5 January 20255787.327897.327890.890440.89044
5 February 20256097.327897.327890.884910.88491
7 March 20256397.327897.327890.879600.87960
7 April 20256707.327897.327890.874140.87414
7 May 20257007.327897.327890.868890.86889
6 June 20257307.327897.327890.863680.86368
5 June 202610947.327897.327890.802810.80281
5 June 202714597.327897.327890.746090.74609
5 June 202818257.327897.327890.693230.69323
5 June 202921907.327897.327890.644250.64425
6 December 202923747.327897.327890.620880.62088
6 June 203025567.327897.327890.598610.59861
7 June 203129227.327897.327890.556200.55620
6 September 203130137.327897.327890.546130.54613
6 June 203232877.327897.327890.516900.51690
5 June 203336517.327897.327890.480470.48047
7 June 203440187.327897.327890.446340.44634
7 June 203543837.327897.327890.414800.41480
6 June 203647487.327897.327890.385490.38549
7 June 203751147.327897.327890.358180.35818
4 June 203854767.327897.327890.333080.33308
6 June 204373047.327897.327890.230760.23076
5 June 204891307.327897.327890.159940.15994
7 June 2053109587.327897.327890.110810.11081
7 June 2058127847.327897.327890.076800.07680
7 June 2063146107.327897.327890.053230.05323