South African primary swap curve

Curve last updated on 2 April 2024 at 07.31.38 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
21 April 202417.069327.069320.999810.99981
22 April 202427.078237.078230.999610.99961
23 April 202437.087157.087150.999420.99942
24 April 202447.096067.096060.999220.99922
25 April 202457.104987.104980.999030.99903
26 April 202467.113907.113900.998830.99883
27 April 202477.122817.122810.998640.99864
28 April 202487.131737.131730.998440.99844
29 April 202497.140657.140650.998240.99824
30 April 2024107.149567.149560.998040.99804
1 May 2024117.158487.158480.997850.99785
2 May 2024127.167397.167390.997650.99765
3 May 2024137.176317.176310.997450.99745
4 May 2024147.185237.185230.997250.99725
5 May 2024157.194147.194140.997050.99705
6 May 2024167.203067.203060.996850.99685
7 May 2024177.211987.211980.996650.99665
8 May 2024187.220897.220890.996450.99645
9 May 2024197.229817.229810.996240.99624
10 May 2024207.238737.238730.996040.99604
11 May 2024217.247647.247640.995840.99584
12 May 2024227.256567.256560.995640.99564
13 May 2024237.265477.265470.995430.99543
14 May 2024247.274397.274390.995230.99523
15 May 2024257.283317.283310.995020.99502
16 May 2024267.292227.292220.994820.99482
17 May 2024277.301147.301140.994610.99461
18 May 2024287.310067.310060.994410.99441
19 May 2024297.318977.318970.994200.99420
20 May 2024307.327897.327890.994000.99400
21 May 2024317.327897.327890.993800.99380
22 May 2024327.327897.327890.993600.99360
23 May 2024337.327897.327890.993400.99340
24 May 2024347.327897.327890.993200.99320
25 May 2024357.327897.327890.993000.99300
26 May 2024367.327897.327890.992800.99280
27 May 2024377.327897.327890.992600.99260
28 May 2024387.327897.327890.992400.99240
29 May 2024397.327897.327890.992200.99220
30 May 2024407.327897.327890.992000.99200
31 May 2024417.327897.327890.991800.99180
1 June 2024427.327897.327890.991600.99160
2 June 2024437.327897.327890.991400.99140
3 June 2024447.327897.327890.991210.99121
4 June 2024457.327897.327890.991010.99101
5 June 2024467.327897.327890.990810.99081
6 June 2024477.327897.327890.990610.99061
7 June 2024487.327897.327890.990410.99041
8 June 2024497.327897.327890.990210.99021
9 June 2024507.327897.327890.990010.99001
10 June 2024517.327897.327890.989810.98981
11 June 2024527.327897.327890.989610.98961
12 June 2024537.327897.327890.989420.98942
13 June 2024547.327897.327890.989220.98922
14 June 2024557.327897.327890.989020.98902
15 June 2024567.327897.327890.988820.98882
16 June 2024577.327897.327890.988620.98862
17 June 2024587.327897.327890.988420.98842
18 June 2024597.327897.327890.988220.98822
19 June 2024607.327897.327890.988030.98803
20 June 2024617.327897.327890.987830.98783
21 June 2024627.327897.327890.987630.98763
22 June 2024637.327897.327890.987430.98743
23 June 2024647.327897.327890.987230.98723
24 June 2024657.327897.327890.987040.98704
25 June 2024667.327897.327890.986840.98684
26 June 2024677.327897.327890.986640.98664
27 June 2024687.327897.327890.986440.98644
28 June 2024697.327897.327890.986240.98624
29 June 2024707.327897.327890.986040.98604
30 June 2024717.327897.327890.985850.98585
1 July 2024727.327897.327890.985650.98565
2 July 2024737.327897.327890.985450.98545
3 July 2024747.327897.327890.985250.98525
4 July 2024757.327897.327890.985060.98506
5 July 2024767.327897.327890.984860.98486
6 July 2024777.327897.327890.984660.98466
7 July 2024787.327897.327890.984460.98446
8 July 2024797.327897.327890.984260.98426
9 July 2024807.327897.327890.984070.98407
10 July 2024817.327897.327890.983870.98387
11 July 2024827.327897.327890.983670.98367
12 July 2024837.327897.327890.983470.98347
13 July 2024847.327897.327890.983280.98328
14 July 2024857.327897.327890.983080.98308
15 July 2024867.327897.327890.982880.98288
16 July 2024877.327897.327890.982690.98269
17 July 2024887.327897.327890.982490.98249
18 July 2024897.327897.327890.982290.98229
19 July 2024907.327897.327890.982090.98209
20 July 2024917.327897.327890.981900.98190
21 July 2024927.327897.327890.981700.98170
22 July 2024937.327897.327890.981500.98150
23 July 2024947.327897.327890.981310.98131
24 July 2024957.327897.327890.981110.98111
25 July 2024967.327897.327890.980910.98091
26 July 2024977.327897.327890.980710.98071
27 July 2024987.327897.327890.980520.98052
28 July 2024997.327897.327890.980320.98032
29 July 20241007.327897.327890.980120.98012
30 July 20241017.327897.327890.979930.97993
31 July 20241027.327897.327890.979730.97973
1 August 20241037.327897.327890.979530.97953
2 August 20241047.327897.327890.979340.97934
3 August 20241057.327897.327890.979140.97914
4 August 20241067.327897.327890.978940.97894
5 August 20241077.327897.327890.978750.97875
6 August 20241087.327897.327890.978550.97855
7 August 20241097.327897.327890.978350.97835
8 August 20241107.327897.327890.978160.97816
9 August 20241117.327897.327890.977960.97796
10 August 20241127.327897.327890.977770.97777
11 August 20241137.327897.327890.977570.97757
12 August 20241147.327897.327890.977370.97737
13 August 20241157.327897.327890.977180.97718
14 August 20241167.327897.327890.976980.97698
15 August 20241177.327897.327890.976780.97678
16 August 20241187.327897.327890.976590.97659
17 August 20241197.327897.327890.976390.97639
18 August 20241207.327897.327890.976200.97620
19 August 20241217.327897.327890.976000.97600
20 August 20241227.327897.327890.975800.97580
21 August 20241237.327897.327890.975610.97561
22 August 20241247.327897.327890.975410.97541
23 August 20241257.327897.327890.975220.97522
24 August 20241267.327897.327890.975020.97502
25 August 20241277.327897.327890.974830.97483
26 August 20241287.327897.327890.974630.97463
27 August 20241297.327897.327890.974430.97443
28 August 20241307.327897.327890.974240.97424
29 August 20241317.327897.327890.974040.97404
30 August 20241327.327897.327890.973850.97385
31 August 20241337.327897.327890.973650.97365
1 September 20241347.327897.327890.973460.97346
2 September 20241357.327897.327890.973260.97326
3 September 20241367.327897.327890.973070.97307
4 September 20241377.327897.327890.972870.97287
5 September 20241387.327897.327890.972670.97267
6 September 20241397.327897.327890.972480.97248
7 September 20241407.327897.327890.972280.97228
8 September 20241417.327897.327890.972090.97209
9 September 20241427.327897.327890.971890.97189
10 September 20241437.327897.327890.971700.97170
11 September 20241447.327897.327890.971500.97150
12 September 20241457.327897.327890.971310.97131
13 September 20241467.327897.327890.971110.97111
14 September 20241477.327897.327890.970920.97092
15 September 20241487.327897.327890.970720.97072
16 September 20241497.327897.327890.970530.97053
17 September 20241507.327897.327890.970330.97033
18 September 20241517.327897.327890.970140.97014
19 September 20241527.327897.327890.969940.96994
20 September 20241537.327897.327890.969750.96975
21 September 20241547.327897.327890.969560.96956
22 September 20241557.327897.327890.969360.96936
23 September 20241567.327897.327890.969170.96917
24 September 20241577.327897.327890.968970.96897
25 September 20241587.327897.327890.968780.96878
26 September 20241597.327897.327890.968580.96858
27 September 20241607.327897.327890.968390.96839
28 September 20241617.327897.327890.968190.96819
29 September 20241627.327897.327890.968000.96800
30 September 20241637.327897.327890.967810.96781
1 October 20241647.327897.327890.967610.96761
2 October 20241657.327897.327890.967420.96742
3 October 20241667.327897.327890.967220.96722
4 October 20241677.327897.327890.967030.96703
5 October 20241687.327897.327890.966830.96683
6 October 20241697.327897.327890.966640.96664
7 October 20241707.327897.327890.966450.96645
8 October 20241717.327897.327890.966250.96625
9 October 20241727.327897.327890.966060.96606
10 October 20241737.327897.327890.965860.96586
11 October 20241747.327897.327890.965670.96567
12 October 20241757.327897.327890.965480.96548
13 October 20241767.327897.327890.965280.96528
14 October 20241777.327897.327890.965090.96509
15 October 20241787.327897.327890.964900.96490
16 October 20241797.327897.327890.964700.96470
17 October 20241807.327897.327890.964510.96451
18 October 20241817.327897.327890.964310.96431
19 October 20241827.327897.327890.964120.96412
20 October 20241837.327897.327890.963930.96393
21 October 20241847.327897.327890.963730.96373
22 October 20241857.327897.327890.963540.96354
23 October 20241867.327897.327890.963350.96335
24 October 20241877.327897.327890.963150.96315
25 October 20241887.327897.327890.962960.96296
26 October 20241897.327897.327890.962770.96277
27 October 20241907.327897.327890.962570.96257
28 October 20241917.327897.327890.962380.96238
29 October 20241927.327897.327890.962190.96219
30 October 20241937.327897.327890.961990.96199
31 October 20241947.327897.327890.961800.96180
1 November 20241957.327897.327890.961610.96161
2 November 20241967.327897.327890.961410.96141
3 November 20241977.327897.327890.961220.96122
4 November 20241987.327897.327890.961030.96103
5 November 20241997.327897.327890.960840.96084
6 November 20242007.327897.327890.960640.96064
7 November 20242017.327897.327890.960450.96045
8 November 20242027.327897.327890.960260.96026
9 November 20242037.327897.327890.960060.96006
10 November 20242047.327897.327890.959870.95987
11 November 20242057.327897.327890.959680.95968
12 November 20242067.327897.327890.959490.95949
13 November 20242077.327897.327890.959290.95929
14 November 20242087.327897.327890.959100.95910
15 November 20242097.327897.327890.958910.95891
16 November 20242107.327897.327890.958720.95872
17 November 20242117.327897.327890.958520.95852
18 November 20242127.327897.327890.958330.95833
19 November 20242137.327897.327890.958140.95814
20 November 20242147.327897.327890.957950.95795
21 November 20242157.327897.327890.957750.95775
22 November 20242167.327897.327890.957560.95756
23 November 20242177.327897.327890.957370.95737
24 November 20242187.327897.327890.957180.95718
25 November 20242197.327897.327890.956990.95699
26 November 20242207.327897.327890.956790.95679
27 November 20242217.327897.327890.956600.95660
28 November 20242227.327897.327890.956410.95641
29 November 20242237.327897.327890.956220.95622
30 November 20242247.327897.327890.956030.95603
1 December 20242257.327897.327890.955830.95583
2 December 20242267.327897.327890.955640.95564
3 December 20242277.327897.327890.955450.95545
4 December 20242287.327897.327890.955260.95526
5 December 20242297.327897.327890.955070.95507
6 December 20242307.327897.327890.954870.95487
7 December 20242317.327897.327890.954680.95468
8 December 20242327.327897.327890.954490.95449
9 December 20242337.327897.327890.954300.95430
10 December 20242347.327897.327890.954110.95411
11 December 20242357.327897.327890.953920.95392
12 December 20242367.327897.327890.953720.95372
13 December 20242377.327897.327890.953530.95353
14 December 20242387.327897.327890.953340.95334
15 December 20242397.327897.327890.953150.95315
16 December 20242407.327897.327890.952960.95296
17 December 20242417.327897.327890.952770.95277
18 December 20242427.327897.327890.952580.95258
19 December 20242437.327897.327890.952390.95239
20 December 20242447.327897.327890.952190.95219
21 December 20242457.327897.327890.952000.95200
22 December 20242467.327897.327890.951810.95181
23 December 20242477.327897.327890.951620.95162
24 December 20242487.327897.327890.951430.95143
25 December 20242497.327897.327890.951240.95124
26 December 20242507.327897.327890.951050.95105
27 December 20242517.327897.327890.950860.95086
28 December 20242527.327897.327890.950670.95067
29 December 20242537.327897.327890.950480.95048
30 December 20242547.327897.327890.950280.95028
31 December 20242557.327897.327890.950090.95009
1 January 20252567.327897.327890.949900.94990
2 January 20252577.327897.327890.949710.94971
3 January 20252587.327897.327890.949520.94952
4 January 20252597.327897.327890.949330.94933
5 January 20252607.327897.327890.949140.94914
6 January 20252617.327897.327890.948950.94895
7 January 20252627.327897.327890.948760.94876
8 January 20252637.327897.327890.948570.94857
9 January 20252647.327897.327890.948380.94838
10 January 20252657.327897.327890.948190.94819
11 January 20252667.327897.327890.948000.94800
12 January 20252677.327897.327890.947810.94781
13 January 20252687.327897.327890.947620.94762
14 January 20252697.327897.327890.947430.94743
15 January 20252707.327897.327890.947240.94724
16 January 20252717.327897.327890.947050.94705
17 January 20252727.327897.327890.946860.94686
18 January 20252737.327897.327890.946670.94667
19 January 20252747.327897.327890.946480.94648
20 January 20252757.327897.327890.946290.94629
21 January 20252767.327897.327890.946100.94610
22 January 20252777.327897.327890.945910.94591
23 January 20252787.327897.327890.945720.94572
24 January 20252797.327897.327890.945530.94553
25 January 20252807.327897.327890.945340.94534
26 January 20252817.327897.327890.945150.94515
27 January 20252827.327897.327890.944960.94496
28 January 20252837.327897.327890.944770.94477
29 January 20252847.327897.327890.944580.94458
30 January 20252857.327897.327890.944390.94439
31 January 20252867.327897.327890.944200.94420
1 February 20252877.327897.327890.944010.94401
2 February 20252887.327897.327890.943820.94382
3 February 20252897.327897.327890.943630.94363
4 February 20252907.327897.327890.943440.94344
5 February 20252917.327897.327890.943250.94325
6 February 20252927.327897.327890.943060.94306
7 February 20252937.327897.327890.942870.94287
8 February 20252947.327897.327890.942680.94268
9 February 20252957.327897.327890.942490.94249
10 February 20252967.327897.327890.942310.94231
11 February 20252977.327897.327890.942120.94212
12 February 20252987.327897.327890.941930.94193
13 February 20252997.327897.327890.941740.94174
14 February 20253007.327897.327890.941550.94155
15 February 20253017.327897.327890.941360.94136
16 February 20253027.327897.327890.941170.94117
17 February 20253037.327897.327890.940980.94098
18 February 20253047.327897.327890.940790.94079
19 February 20253057.327897.327890.940600.94060
20 February 20253067.327897.327890.940420.94042
21 February 20253077.327897.327890.940230.94023
22 February 20253087.327897.327890.940040.94004
23 February 20253097.327897.327890.939850.93985
24 February 20253107.327897.327890.939660.93966
25 February 20253117.327897.327890.939470.93947
26 February 20253127.327897.327890.939280.93928
27 February 20253137.327897.327890.939090.93909
28 February 20253147.327897.327890.938910.93891
1 March 20253157.327897.327890.938720.93872
2 March 20253167.327897.327890.938530.93853
3 March 20253177.327897.327890.938340.93834
4 March 20253187.327897.327890.938150.93815
5 March 20253197.327897.327890.937960.93796
6 March 20253207.327897.327890.937780.93778
7 March 20253217.327897.327890.937590.93759
8 March 20253227.327897.327890.937400.93740
9 March 20253237.327897.327890.937210.93721
10 March 20253247.327897.327890.937020.93702
11 March 20253257.327897.327890.936830.93683
12 March 20253267.327897.327890.936650.93665
13 March 20253277.327897.327890.936460.93646
14 March 20253287.327897.327890.936270.93627
15 March 20253297.327897.327890.936080.93608
16 March 20253307.327897.327890.935890.93589
17 March 20253317.327897.327890.935710.93571
18 March 20253327.327897.327890.935520.93552
19 March 20253337.327897.327890.935330.93533
20 March 20253347.327897.327890.935140.93514
21 March 20253357.327897.327890.934960.93496
22 March 20253367.327897.327890.934770.93477
23 March 20253377.327897.327890.934580.93458
24 March 20253387.327897.327890.934390.93439
25 March 20253397.327897.327890.934210.93421
26 March 20253407.327897.327890.934020.93402
27 March 20253417.327897.327890.933830.93383
28 March 20253427.327897.327890.933640.93364
29 March 20253437.327897.327890.933460.93346
30 March 20253447.327897.327890.933270.93327
31 March 20253457.327897.327890.933080.93308
1 April 20253467.327897.327890.932890.93289
2 April 20253477.327897.327890.932710.93271
3 April 20253487.327897.327890.932520.93252
4 April 20253497.327897.327890.932330.93233
5 April 20253507.327897.327890.932140.93214
6 April 20253517.327897.327890.931960.93196
7 April 20253527.327897.327890.931770.93177
8 April 20253537.327897.327890.931580.93158
9 April 20253547.327897.327890.931400.93140
10 April 20253557.327897.327890.931210.93121
11 April 20253567.327897.327890.931020.93102
12 April 20253577.327897.327890.930840.93084
13 April 20253587.327897.327890.930650.93065
14 April 20253597.327897.327890.930460.93046
15 April 20253607.327897.327890.930280.93028
16 April 20253617.327897.327890.930090.93009
17 April 20253627.327897.327890.929900.92990
18 April 20253637.327897.327890.929710.92971
19 April 20253647.327897.327890.929530.92953
20 April 20253657.327897.327890.929340.92934
21 May 20253967.327897.327890.923580.92358
20 June 20254267.327897.327890.918030.91803
21 July 20254577.327897.327890.912330.91233
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19 October 20255477.327897.327890.896000.89600
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20 December 20256097.327897.327890.884910.88491
19 January 20266397.327897.327890.879600.87960
19 February 20266707.327897.327890.874140.87414
21 March 20267007.327897.327890.868890.86889
20 April 20267307.327897.327890.863680.86368
19 April 202710947.327897.327890.802810.80281
18 April 202814597.327897.327890.746090.74609
19 April 202918257.327897.327890.693230.69323
19 April 203021907.327897.327890.644250.64425
20 October 203023747.327897.327890.620880.62088
20 April 203125567.327897.327890.598610.59861
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20 April 203332877.327897.327890.516900.51690
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21 April 203540187.327897.327890.446340.44634
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21 April 203851147.327897.327890.358180.35818
18 April 203954767.327897.327890.333080.33308
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19 April 204991307.327897.327890.159940.15994
21 April 2054109587.327897.327890.110810.11081
21 April 2059127847.327897.327890.076800.07680
20 April 2064146107.327897.327890.053230.05323