South African primary swap curve

Curve last updated on 3 June 2024 at 07.07.53 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
20 June 202417.069327.069320.999810.99981
21 June 202427.078237.078230.999610.99961
22 June 202437.087157.087150.999420.99942
23 June 202447.096067.096060.999220.99922
24 June 202457.104987.104980.999030.99903
25 June 202467.113907.113900.998830.99883
26 June 202477.122817.122810.998640.99864
27 June 202487.131737.131730.998440.99844
28 June 202497.140657.140650.998240.99824
29 June 2024107.149567.149560.998040.99804
30 June 2024117.158487.158480.997850.99785
1 July 2024127.167397.167390.997650.99765
2 July 2024137.176317.176310.997450.99745
3 July 2024147.185237.185230.997250.99725
4 July 2024157.194147.194140.997050.99705
5 July 2024167.203067.203060.996850.99685
6 July 2024177.211987.211980.996650.99665
7 July 2024187.220897.220890.996450.99645
8 July 2024197.229817.229810.996240.99624
9 July 2024207.238737.238730.996040.99604
10 July 2024217.247647.247640.995840.99584
11 July 2024227.256567.256560.995640.99564
12 July 2024237.265477.265470.995430.99543
13 July 2024247.274397.274390.995230.99523
14 July 2024257.283317.283310.995020.99502
15 July 2024267.292227.292220.994820.99482
16 July 2024277.301147.301140.994610.99461
17 July 2024287.310067.310060.994410.99441
18 July 2024297.318977.318970.994200.99420
19 July 2024307.327897.327890.994000.99400
20 July 2024317.327897.327890.993800.99380
21 July 2024327.327897.327890.993600.99360
22 July 2024337.327897.327890.993400.99340
23 July 2024347.327897.327890.993200.99320
24 July 2024357.327897.327890.993000.99300
25 July 2024367.327897.327890.992800.99280
26 July 2024377.327897.327890.992600.99260
27 July 2024387.327897.327890.992400.99240
28 July 2024397.327897.327890.992200.99220
29 July 2024407.327897.327890.992000.99200
30 July 2024417.327897.327890.991800.99180
31 July 2024427.327897.327890.991600.99160
1 August 2024437.327897.327890.991400.99140
2 August 2024447.327897.327890.991210.99121
3 August 2024457.327897.327890.991010.99101
4 August 2024467.327897.327890.990810.99081
5 August 2024477.327897.327890.990610.99061
6 August 2024487.327897.327890.990410.99041
7 August 2024497.327897.327890.990210.99021
8 August 2024507.327897.327890.990010.99001
9 August 2024517.327897.327890.989810.98981
10 August 2024527.327897.327890.989610.98961
11 August 2024537.327897.327890.989420.98942
12 August 2024547.327897.327890.989220.98922
13 August 2024557.327897.327890.989020.98902
14 August 2024567.327897.327890.988820.98882
15 August 2024577.327897.327890.988620.98862
16 August 2024587.327897.327890.988420.98842
17 August 2024597.327897.327890.988220.98822
18 August 2024607.327897.327890.988030.98803
19 August 2024617.327897.327890.987830.98783
20 August 2024627.327897.327890.987630.98763
21 August 2024637.327897.327890.987430.98743
22 August 2024647.327897.327890.987230.98723
23 August 2024657.327897.327890.987040.98704
24 August 2024667.327897.327890.986840.98684
25 August 2024677.327897.327890.986640.98664
26 August 2024687.327897.327890.986440.98644
27 August 2024697.327897.327890.986240.98624
28 August 2024707.327897.327890.986040.98604
29 August 2024717.327897.327890.985850.98585
30 August 2024727.327897.327890.985650.98565
31 August 2024737.327897.327890.985450.98545
1 September 2024747.327897.327890.985250.98525
2 September 2024757.327897.327890.985060.98506
3 September 2024767.327897.327890.984860.98486
4 September 2024777.327897.327890.984660.98466
5 September 2024787.327897.327890.984460.98446
6 September 2024797.327897.327890.984260.98426
7 September 2024807.327897.327890.984070.98407
8 September 2024817.327897.327890.983870.98387
9 September 2024827.327897.327890.983670.98367
10 September 2024837.327897.327890.983470.98347
11 September 2024847.327897.327890.983280.98328
12 September 2024857.327897.327890.983080.98308
13 September 2024867.327897.327890.982880.98288
14 September 2024877.327897.327890.982690.98269
15 September 2024887.327897.327890.982490.98249
16 September 2024897.327897.327890.982290.98229
17 September 2024907.327897.327890.982090.98209
18 September 2024917.327897.327890.981900.98190
19 September 2024927.327897.327890.981700.98170
20 September 2024937.327897.327890.981500.98150
21 September 2024947.327897.327890.981310.98131
22 September 2024957.327897.327890.981110.98111
23 September 2024967.327897.327890.980910.98091
24 September 2024977.327897.327890.980710.98071
25 September 2024987.327897.327890.980520.98052
26 September 2024997.327897.327890.980320.98032
27 September 20241007.327897.327890.980120.98012
28 September 20241017.327897.327890.979930.97993
29 September 20241027.327897.327890.979730.97973
30 September 20241037.327897.327890.979530.97953
1 October 20241047.327897.327890.979340.97934
2 October 20241057.327897.327890.979140.97914
3 October 20241067.327897.327890.978940.97894
4 October 20241077.327897.327890.978750.97875
5 October 20241087.327897.327890.978550.97855
6 October 20241097.327897.327890.978350.97835
7 October 20241107.327897.327890.978160.97816
8 October 20241117.327897.327890.977960.97796
9 October 20241127.327897.327890.977770.97777
10 October 20241137.327897.327890.977570.97757
11 October 20241147.327897.327890.977370.97737
12 October 20241157.327897.327890.977180.97718
13 October 20241167.327897.327890.976980.97698
14 October 20241177.327897.327890.976780.97678
15 October 20241187.327897.327890.976590.97659
16 October 20241197.327897.327890.976390.97639
17 October 20241207.327897.327890.976200.97620
18 October 20241217.327897.327890.976000.97600
19 October 20241227.327897.327890.975800.97580
20 October 20241237.327897.327890.975610.97561
21 October 20241247.327897.327890.975410.97541
22 October 20241257.327897.327890.975220.97522
23 October 20241267.327897.327890.975020.97502
24 October 20241277.327897.327890.974830.97483
25 October 20241287.327897.327890.974630.97463
26 October 20241297.327897.327890.974430.97443
27 October 20241307.327897.327890.974240.97424
28 October 20241317.327897.327890.974040.97404
29 October 20241327.327897.327890.973850.97385
30 October 20241337.327897.327890.973650.97365
31 October 20241347.327897.327890.973460.97346
1 November 20241357.327897.327890.973260.97326
2 November 20241367.327897.327890.973070.97307
3 November 20241377.327897.327890.972870.97287
4 November 20241387.327897.327890.972670.97267
5 November 20241397.327897.327890.972480.97248
6 November 20241407.327897.327890.972280.97228
7 November 20241417.327897.327890.972090.97209
8 November 20241427.327897.327890.971890.97189
9 November 20241437.327897.327890.971700.97170
10 November 20241447.327897.327890.971500.97150
11 November 20241457.327897.327890.971310.97131
12 November 20241467.327897.327890.971110.97111
13 November 20241477.327897.327890.970920.97092
14 November 20241487.327897.327890.970720.97072
15 November 20241497.327897.327890.970530.97053
16 November 20241507.327897.327890.970330.97033
17 November 20241517.327897.327890.970140.97014
18 November 20241527.327897.327890.969940.96994
19 November 20241537.327897.327890.969750.96975
20 November 20241547.327897.327890.969560.96956
21 November 20241557.327897.327890.969360.96936
22 November 20241567.327897.327890.969170.96917
23 November 20241577.327897.327890.968970.96897
24 November 20241587.327897.327890.968780.96878
25 November 20241597.327897.327890.968580.96858
26 November 20241607.327897.327890.968390.96839
27 November 20241617.327897.327890.968190.96819
28 November 20241627.327897.327890.968000.96800
29 November 20241637.327897.327890.967810.96781
30 November 20241647.327897.327890.967610.96761
1 December 20241657.327897.327890.967420.96742
2 December 20241667.327897.327890.967220.96722
3 December 20241677.327897.327890.967030.96703
4 December 20241687.327897.327890.966830.96683
5 December 20241697.327897.327890.966640.96664
6 December 20241707.327897.327890.966450.96645
7 December 20241717.327897.327890.966250.96625
8 December 20241727.327897.327890.966060.96606
9 December 20241737.327897.327890.965860.96586
10 December 20241747.327897.327890.965670.96567
11 December 20241757.327897.327890.965480.96548
12 December 20241767.327897.327890.965280.96528
13 December 20241777.327897.327890.965090.96509
14 December 20241787.327897.327890.964900.96490
15 December 20241797.327897.327890.964700.96470
16 December 20241807.327897.327890.964510.96451
17 December 20241817.327897.327890.964310.96431
18 December 20241827.327897.327890.964120.96412
19 December 20241837.327897.327890.963930.96393
20 December 20241847.327897.327890.963730.96373
21 December 20241857.327897.327890.963540.96354
22 December 20241867.327897.327890.963350.96335
23 December 20241877.327897.327890.963150.96315
24 December 20241887.327897.327890.962960.96296
25 December 20241897.327897.327890.962770.96277
26 December 20241907.327897.327890.962570.96257
27 December 20241917.327897.327890.962380.96238
28 December 20241927.327897.327890.962190.96219
29 December 20241937.327897.327890.961990.96199
30 December 20241947.327897.327890.961800.96180
31 December 20241957.327897.327890.961610.96161
1 January 20251967.327897.327890.961410.96141
2 January 20251977.327897.327890.961220.96122
3 January 20251987.327897.327890.961030.96103
4 January 20251997.327897.327890.960840.96084
5 January 20252007.327897.327890.960640.96064
6 January 20252017.327897.327890.960450.96045
7 January 20252027.327897.327890.960260.96026
8 January 20252037.327897.327890.960060.96006
9 January 20252047.327897.327890.959870.95987
10 January 20252057.327897.327890.959680.95968
11 January 20252067.327897.327890.959490.95949
12 January 20252077.327897.327890.959290.95929
13 January 20252087.327897.327890.959100.95910
14 January 20252097.327897.327890.958910.95891
15 January 20252107.327897.327890.958720.95872
16 January 20252117.327897.327890.958520.95852
17 January 20252127.327897.327890.958330.95833
18 January 20252137.327897.327890.958140.95814
19 January 20252147.327897.327890.957950.95795
20 January 20252157.327897.327890.957750.95775
21 January 20252167.327897.327890.957560.95756
22 January 20252177.327897.327890.957370.95737
23 January 20252187.327897.327890.957180.95718
24 January 20252197.327897.327890.956990.95699
25 January 20252207.327897.327890.956790.95679
26 January 20252217.327897.327890.956600.95660
27 January 20252227.327897.327890.956410.95641
28 January 20252237.327897.327890.956220.95622
29 January 20252247.327897.327890.956030.95603
30 January 20252257.327897.327890.955830.95583
31 January 20252267.327897.327890.955640.95564
1 February 20252277.327897.327890.955450.95545
2 February 20252287.327897.327890.955260.95526
3 February 20252297.327897.327890.955070.95507
4 February 20252307.327897.327890.954870.95487
5 February 20252317.327897.327890.954680.95468
6 February 20252327.327897.327890.954490.95449
7 February 20252337.327897.327890.954300.95430
8 February 20252347.327897.327890.954110.95411
9 February 20252357.327897.327890.953920.95392
10 February 20252367.327897.327890.953720.95372
11 February 20252377.327897.327890.953530.95353
12 February 20252387.327897.327890.953340.95334
13 February 20252397.327897.327890.953150.95315
14 February 20252407.327897.327890.952960.95296
15 February 20252417.327897.327890.952770.95277
16 February 20252427.327897.327890.952580.95258
17 February 20252437.327897.327890.952390.95239
18 February 20252447.327897.327890.952190.95219
19 February 20252457.327897.327890.952000.95200
20 February 20252467.327897.327890.951810.95181
21 February 20252477.327897.327890.951620.95162
22 February 20252487.327897.327890.951430.95143
23 February 20252497.327897.327890.951240.95124
24 February 20252507.327897.327890.951050.95105
25 February 20252517.327897.327890.950860.95086
26 February 20252527.327897.327890.950670.95067
27 February 20252537.327897.327890.950480.95048
28 February 20252547.327897.327890.950280.95028
1 March 20252557.327897.327890.950090.95009
2 March 20252567.327897.327890.949900.94990
3 March 20252577.327897.327890.949710.94971
4 March 20252587.327897.327890.949520.94952
5 March 20252597.327897.327890.949330.94933
6 March 20252607.327897.327890.949140.94914
7 March 20252617.327897.327890.948950.94895
8 March 20252627.327897.327890.948760.94876
9 March 20252637.327897.327890.948570.94857
10 March 20252647.327897.327890.948380.94838
11 March 20252657.327897.327890.948190.94819
12 March 20252667.327897.327890.948000.94800
13 March 20252677.327897.327890.947810.94781
14 March 20252687.327897.327890.947620.94762
15 March 20252697.327897.327890.947430.94743
16 March 20252707.327897.327890.947240.94724
17 March 20252717.327897.327890.947050.94705
18 March 20252727.327897.327890.946860.94686
19 March 20252737.327897.327890.946670.94667
20 March 20252747.327897.327890.946480.94648
21 March 20252757.327897.327890.946290.94629
22 March 20252767.327897.327890.946100.94610
23 March 20252777.327897.327890.945910.94591
24 March 20252787.327897.327890.945720.94572
25 March 20252797.327897.327890.945530.94553
26 March 20252807.327897.327890.945340.94534
27 March 20252817.327897.327890.945150.94515
28 March 20252827.327897.327890.944960.94496
29 March 20252837.327897.327890.944770.94477
30 March 20252847.327897.327890.944580.94458
31 March 20252857.327897.327890.944390.94439
1 April 20252867.327897.327890.944200.94420
2 April 20252877.327897.327890.944010.94401
3 April 20252887.327897.327890.943820.94382
4 April 20252897.327897.327890.943630.94363
5 April 20252907.327897.327890.943440.94344
6 April 20252917.327897.327890.943250.94325
7 April 20252927.327897.327890.943060.94306
8 April 20252937.327897.327890.942870.94287
9 April 20252947.327897.327890.942680.94268
10 April 20252957.327897.327890.942490.94249
11 April 20252967.327897.327890.942310.94231
12 April 20252977.327897.327890.942120.94212
13 April 20252987.327897.327890.941930.94193
14 April 20252997.327897.327890.941740.94174
15 April 20253007.327897.327890.941550.94155
16 April 20253017.327897.327890.941360.94136
17 April 20253027.327897.327890.941170.94117
18 April 20253037.327897.327890.940980.94098
19 April 20253047.327897.327890.940790.94079
20 April 20253057.327897.327890.940600.94060
21 April 20253067.327897.327890.940420.94042
22 April 20253077.327897.327890.940230.94023
23 April 20253087.327897.327890.940040.94004
24 April 20253097.327897.327890.939850.93985
25 April 20253107.327897.327890.939660.93966
26 April 20253117.327897.327890.939470.93947
27 April 20253127.327897.327890.939280.93928
28 April 20253137.327897.327890.939090.93909
29 April 20253147.327897.327890.938910.93891
30 April 20253157.327897.327890.938720.93872
1 May 20253167.327897.327890.938530.93853
2 May 20253177.327897.327890.938340.93834
3 May 20253187.327897.327890.938150.93815
4 May 20253197.327897.327890.937960.93796
5 May 20253207.327897.327890.937780.93778
6 May 20253217.327897.327890.937590.93759
7 May 20253227.327897.327890.937400.93740
8 May 20253237.327897.327890.937210.93721
9 May 20253247.327897.327890.937020.93702
10 May 20253257.327897.327890.936830.93683
11 May 20253267.327897.327890.936650.93665
12 May 20253277.327897.327890.936460.93646
13 May 20253287.327897.327890.936270.93627
14 May 20253297.327897.327890.936080.93608
15 May 20253307.327897.327890.935890.93589
16 May 20253317.327897.327890.935710.93571
17 May 20253327.327897.327890.935520.93552
18 May 20253337.327897.327890.935330.93533
19 May 20253347.327897.327890.935140.93514
20 May 20253357.327897.327890.934960.93496
21 May 20253367.327897.327890.934770.93477
22 May 20253377.327897.327890.934580.93458
23 May 20253387.327897.327890.934390.93439
24 May 20253397.327897.327890.934210.93421
25 May 20253407.327897.327890.934020.93402
26 May 20253417.327897.327890.933830.93383
27 May 20253427.327897.327890.933640.93364
28 May 20253437.327897.327890.933460.93346
29 May 20253447.327897.327890.933270.93327
30 May 20253457.327897.327890.933080.93308
31 May 20253467.327897.327890.932890.93289
1 June 20253477.327897.327890.932710.93271
2 June 20253487.327897.327890.932520.93252
3 June 20253497.327897.327890.932330.93233
4 June 20253507.327897.327890.932140.93214
5 June 20253517.327897.327890.931960.93196
6 June 20253527.327897.327890.931770.93177
7 June 20253537.327897.327890.931580.93158
8 June 20253547.327897.327890.931400.93140
9 June 20253557.327897.327890.931210.93121
10 June 20253567.327897.327890.931020.93102
11 June 20253577.327897.327890.930840.93084
12 June 20253587.327897.327890.930650.93065
13 June 20253597.327897.327890.930460.93046
14 June 20253607.327897.327890.930280.93028
15 June 20253617.327897.327890.930090.93009
16 June 20253627.327897.327890.929900.92990
17 June 20253637.327897.327890.929710.92971
18 June 20253647.327897.327890.929530.92953
19 June 20253657.327897.327890.929340.92934
20 July 20253967.327897.327890.923580.92358
19 August 20254267.327897.327890.918030.91803
19 September 20254577.327897.327890.912330.91233
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18 June 204991307.327897.327890.159940.15994
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