South African primary swap curve

Curve last updated on 1 July 2024 at 06.55.45 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
28 July 202417.069327.069320.999810.99981
29 July 202427.078237.078230.999610.99961
30 July 202437.087157.087150.999420.99942
31 July 202447.096067.096060.999220.99922
1 August 202457.104987.104980.999030.99903
2 August 202467.113907.113900.998830.99883
3 August 202477.122817.122810.998640.99864
4 August 202487.131737.131730.998440.99844
5 August 202497.140657.140650.998240.99824
6 August 2024107.149567.149560.998040.99804
7 August 2024117.158487.158480.997850.99785
8 August 2024127.167397.167390.997650.99765
9 August 2024137.176317.176310.997450.99745
10 August 2024147.185237.185230.997250.99725
11 August 2024157.194147.194140.997050.99705
12 August 2024167.203067.203060.996850.99685
13 August 2024177.211987.211980.996650.99665
14 August 2024187.220897.220890.996450.99645
15 August 2024197.229817.229810.996240.99624
16 August 2024207.238737.238730.996040.99604
17 August 2024217.247647.247640.995840.99584
18 August 2024227.256567.256560.995640.99564
19 August 2024237.265477.265470.995430.99543
20 August 2024247.274397.274390.995230.99523
21 August 2024257.283317.283310.995020.99502
22 August 2024267.292227.292220.994820.99482
23 August 2024277.301147.301140.994610.99461
24 August 2024287.310067.310060.994410.99441
25 August 2024297.318977.318970.994200.99420
26 August 2024307.327897.327890.994000.99400
27 August 2024317.327897.327890.993800.99380
28 August 2024327.327897.327890.993600.99360
29 August 2024337.327897.327890.993400.99340
30 August 2024347.327897.327890.993200.99320
31 August 2024357.327897.327890.993000.99300
1 September 2024367.327897.327890.992800.99280
2 September 2024377.327897.327890.992600.99260
3 September 2024387.327897.327890.992400.99240
4 September 2024397.327897.327890.992200.99220
5 September 2024407.327897.327890.992000.99200
6 September 2024417.327897.327890.991800.99180
7 September 2024427.327897.327890.991600.99160
8 September 2024437.327897.327890.991400.99140
9 September 2024447.327897.327890.991210.99121
10 September 2024457.327897.327890.991010.99101
11 September 2024467.327897.327890.990810.99081
12 September 2024477.327897.327890.990610.99061
13 September 2024487.327897.327890.990410.99041
14 September 2024497.327897.327890.990210.99021
15 September 2024507.327897.327890.990010.99001
16 September 2024517.327897.327890.989810.98981
17 September 2024527.327897.327890.989610.98961
18 September 2024537.327897.327890.989420.98942
19 September 2024547.327897.327890.989220.98922
20 September 2024557.327897.327890.989020.98902
21 September 2024567.327897.327890.988820.98882
22 September 2024577.327897.327890.988620.98862
23 September 2024587.327897.327890.988420.98842
24 September 2024597.327897.327890.988220.98822
25 September 2024607.327897.327890.988030.98803
26 September 2024617.327897.327890.987830.98783
27 September 2024627.327897.327890.987630.98763
28 September 2024637.327897.327890.987430.98743
29 September 2024647.327897.327890.987230.98723
30 September 2024657.327897.327890.987040.98704
1 October 2024667.327897.327890.986840.98684
2 October 2024677.327897.327890.986640.98664
3 October 2024687.327897.327890.986440.98644
4 October 2024697.327897.327890.986240.98624
5 October 2024707.327897.327890.986040.98604
6 October 2024717.327897.327890.985850.98585
7 October 2024727.327897.327890.985650.98565
8 October 2024737.327897.327890.985450.98545
9 October 2024747.327897.327890.985250.98525
10 October 2024757.327897.327890.985060.98506
11 October 2024767.327897.327890.984860.98486
12 October 2024777.327897.327890.984660.98466
13 October 2024787.327897.327890.984460.98446
14 October 2024797.327897.327890.984260.98426
15 October 2024807.327897.327890.984070.98407
16 October 2024817.327897.327890.983870.98387
17 October 2024827.327897.327890.983670.98367
18 October 2024837.327897.327890.983470.98347
19 October 2024847.327897.327890.983280.98328
20 October 2024857.327897.327890.983080.98308
21 October 2024867.327897.327890.982880.98288
22 October 2024877.327897.327890.982690.98269
23 October 2024887.327897.327890.982490.98249
24 October 2024897.327897.327890.982290.98229
25 October 2024907.327897.327890.982090.98209
26 October 2024917.327897.327890.981900.98190
27 October 2024927.327897.327890.981700.98170
28 October 2024937.327897.327890.981500.98150
29 October 2024947.327897.327890.981310.98131
30 October 2024957.327897.327890.981110.98111
31 October 2024967.327897.327890.980910.98091
1 November 2024977.327897.327890.980710.98071
2 November 2024987.327897.327890.980520.98052
3 November 2024997.327897.327890.980320.98032
4 November 20241007.327897.327890.980120.98012
5 November 20241017.327897.327890.979930.97993
6 November 20241027.327897.327890.979730.97973
7 November 20241037.327897.327890.979530.97953
8 November 20241047.327897.327890.979340.97934
9 November 20241057.327897.327890.979140.97914
10 November 20241067.327897.327890.978940.97894
11 November 20241077.327897.327890.978750.97875
12 November 20241087.327897.327890.978550.97855
13 November 20241097.327897.327890.978350.97835
14 November 20241107.327897.327890.978160.97816
15 November 20241117.327897.327890.977960.97796
16 November 20241127.327897.327890.977770.97777
17 November 20241137.327897.327890.977570.97757
18 November 20241147.327897.327890.977370.97737
19 November 20241157.327897.327890.977180.97718
20 November 20241167.327897.327890.976980.97698
21 November 20241177.327897.327890.976780.97678
22 November 20241187.327897.327890.976590.97659
23 November 20241197.327897.327890.976390.97639
24 November 20241207.327897.327890.976200.97620
25 November 20241217.327897.327890.976000.97600
26 November 20241227.327897.327890.975800.97580
27 November 20241237.327897.327890.975610.97561
28 November 20241247.327897.327890.975410.97541
29 November 20241257.327897.327890.975220.97522
30 November 20241267.327897.327890.975020.97502
1 December 20241277.327897.327890.974830.97483
2 December 20241287.327897.327890.974630.97463
3 December 20241297.327897.327890.974430.97443
4 December 20241307.327897.327890.974240.97424
5 December 20241317.327897.327890.974040.97404
6 December 20241327.327897.327890.973850.97385
7 December 20241337.327897.327890.973650.97365
8 December 20241347.327897.327890.973460.97346
9 December 20241357.327897.327890.973260.97326
10 December 20241367.327897.327890.973070.97307
11 December 20241377.327897.327890.972870.97287
12 December 20241387.327897.327890.972670.97267
13 December 20241397.327897.327890.972480.97248
14 December 20241407.327897.327890.972280.97228
15 December 20241417.327897.327890.972090.97209
16 December 20241427.327897.327890.971890.97189
17 December 20241437.327897.327890.971700.97170
18 December 20241447.327897.327890.971500.97150
19 December 20241457.327897.327890.971310.97131
20 December 20241467.327897.327890.971110.97111
21 December 20241477.327897.327890.970920.97092
22 December 20241487.327897.327890.970720.97072
23 December 20241497.327897.327890.970530.97053
24 December 20241507.327897.327890.970330.97033
25 December 20241517.327897.327890.970140.97014
26 December 20241527.327897.327890.969940.96994
27 December 20241537.327897.327890.969750.96975
28 December 20241547.327897.327890.969560.96956
29 December 20241557.327897.327890.969360.96936
30 December 20241567.327897.327890.969170.96917
31 December 20241577.327897.327890.968970.96897
1 January 20251587.327897.327890.968780.96878
2 January 20251597.327897.327890.968580.96858
3 January 20251607.327897.327890.968390.96839
4 January 20251617.327897.327890.968190.96819
5 January 20251627.327897.327890.968000.96800
6 January 20251637.327897.327890.967810.96781
7 January 20251647.327897.327890.967610.96761
8 January 20251657.327897.327890.967420.96742
9 January 20251667.327897.327890.967220.96722
10 January 20251677.327897.327890.967030.96703
11 January 20251687.327897.327890.966830.96683
12 January 20251697.327897.327890.966640.96664
13 January 20251707.327897.327890.966450.96645
14 January 20251717.327897.327890.966250.96625
15 January 20251727.327897.327890.966060.96606
16 January 20251737.327897.327890.965860.96586
17 January 20251747.327897.327890.965670.96567
18 January 20251757.327897.327890.965480.96548
19 January 20251767.327897.327890.965280.96528
20 January 20251777.327897.327890.965090.96509
21 January 20251787.327897.327890.964900.96490
22 January 20251797.327897.327890.964700.96470
23 January 20251807.327897.327890.964510.96451
24 January 20251817.327897.327890.964310.96431
25 January 20251827.327897.327890.964120.96412
26 January 20251837.327897.327890.963930.96393
27 January 20251847.327897.327890.963730.96373
28 January 20251857.327897.327890.963540.96354
29 January 20251867.327897.327890.963350.96335
30 January 20251877.327897.327890.963150.96315
31 January 20251887.327897.327890.962960.96296
1 February 20251897.327897.327890.962770.96277
2 February 20251907.327897.327890.962570.96257
3 February 20251917.327897.327890.962380.96238
4 February 20251927.327897.327890.962190.96219
5 February 20251937.327897.327890.961990.96199
6 February 20251947.327897.327890.961800.96180
7 February 20251957.327897.327890.961610.96161
8 February 20251967.327897.327890.961410.96141
9 February 20251977.327897.327890.961220.96122
10 February 20251987.327897.327890.961030.96103
11 February 20251997.327897.327890.960840.96084
12 February 20252007.327897.327890.960640.96064
13 February 20252017.327897.327890.960450.96045
14 February 20252027.327897.327890.960260.96026
15 February 20252037.327897.327890.960060.96006
16 February 20252047.327897.327890.959870.95987
17 February 20252057.327897.327890.959680.95968
18 February 20252067.327897.327890.959490.95949
19 February 20252077.327897.327890.959290.95929
20 February 20252087.327897.327890.959100.95910
21 February 20252097.327897.327890.958910.95891
22 February 20252107.327897.327890.958720.95872
23 February 20252117.327897.327890.958520.95852
24 February 20252127.327897.327890.958330.95833
25 February 20252137.327897.327890.958140.95814
26 February 20252147.327897.327890.957950.95795
27 February 20252157.327897.327890.957750.95775
28 February 20252167.327897.327890.957560.95756
1 March 20252177.327897.327890.957370.95737
2 March 20252187.327897.327890.957180.95718
3 March 20252197.327897.327890.956990.95699
4 March 20252207.327897.327890.956790.95679
5 March 20252217.327897.327890.956600.95660
6 March 20252227.327897.327890.956410.95641
7 March 20252237.327897.327890.956220.95622
8 March 20252247.327897.327890.956030.95603
9 March 20252257.327897.327890.955830.95583
10 March 20252267.327897.327890.955640.95564
11 March 20252277.327897.327890.955450.95545
12 March 20252287.327897.327890.955260.95526
13 March 20252297.327897.327890.955070.95507
14 March 20252307.327897.327890.954870.95487
15 March 20252317.327897.327890.954680.95468
16 March 20252327.327897.327890.954490.95449
17 March 20252337.327897.327890.954300.95430
18 March 20252347.327897.327890.954110.95411
19 March 20252357.327897.327890.953920.95392
20 March 20252367.327897.327890.953720.95372
21 March 20252377.327897.327890.953530.95353
22 March 20252387.327897.327890.953340.95334
23 March 20252397.327897.327890.953150.95315
24 March 20252407.327897.327890.952960.95296
25 March 20252417.327897.327890.952770.95277
26 March 20252427.327897.327890.952580.95258
27 March 20252437.327897.327890.952390.95239
28 March 20252447.327897.327890.952190.95219
29 March 20252457.327897.327890.952000.95200
30 March 20252467.327897.327890.951810.95181
31 March 20252477.327897.327890.951620.95162
1 April 20252487.327897.327890.951430.95143
2 April 20252497.327897.327890.951240.95124
3 April 20252507.327897.327890.951050.95105
4 April 20252517.327897.327890.950860.95086
5 April 20252527.327897.327890.950670.95067
6 April 20252537.327897.327890.950480.95048
7 April 20252547.327897.327890.950280.95028
8 April 20252557.327897.327890.950090.95009
9 April 20252567.327897.327890.949900.94990
10 April 20252577.327897.327890.949710.94971
11 April 20252587.327897.327890.949520.94952
12 April 20252597.327897.327890.949330.94933
13 April 20252607.327897.327890.949140.94914
14 April 20252617.327897.327890.948950.94895
15 April 20252627.327897.327890.948760.94876
16 April 20252637.327897.327890.948570.94857
17 April 20252647.327897.327890.948380.94838
18 April 20252657.327897.327890.948190.94819
19 April 20252667.327897.327890.948000.94800
20 April 20252677.327897.327890.947810.94781
21 April 20252687.327897.327890.947620.94762
22 April 20252697.327897.327890.947430.94743
23 April 20252707.327897.327890.947240.94724
24 April 20252717.327897.327890.947050.94705
25 April 20252727.327897.327890.946860.94686
26 April 20252737.327897.327890.946670.94667
27 April 20252747.327897.327890.946480.94648
28 April 20252757.327897.327890.946290.94629
29 April 20252767.327897.327890.946100.94610
30 April 20252777.327897.327890.945910.94591
1 May 20252787.327897.327890.945720.94572
2 May 20252797.327897.327890.945530.94553
3 May 20252807.327897.327890.945340.94534
4 May 20252817.327897.327890.945150.94515
5 May 20252827.327897.327890.944960.94496
6 May 20252837.327897.327890.944770.94477
7 May 20252847.327897.327890.944580.94458
8 May 20252857.327897.327890.944390.94439
9 May 20252867.327897.327890.944200.94420
10 May 20252877.327897.327890.944010.94401
11 May 20252887.327897.327890.943820.94382
12 May 20252897.327897.327890.943630.94363
13 May 20252907.327897.327890.943440.94344
14 May 20252917.327897.327890.943250.94325
15 May 20252927.327897.327890.943060.94306
16 May 20252937.327897.327890.942870.94287
17 May 20252947.327897.327890.942680.94268
18 May 20252957.327897.327890.942490.94249
19 May 20252967.327897.327890.942310.94231
20 May 20252977.327897.327890.942120.94212
21 May 20252987.327897.327890.941930.94193
22 May 20252997.327897.327890.941740.94174
23 May 20253007.327897.327890.941550.94155
24 May 20253017.327897.327890.941360.94136
25 May 20253027.327897.327890.941170.94117
26 May 20253037.327897.327890.940980.94098
27 May 20253047.327897.327890.940790.94079
28 May 20253057.327897.327890.940600.94060
29 May 20253067.327897.327890.940420.94042
30 May 20253077.327897.327890.940230.94023
31 May 20253087.327897.327890.940040.94004
1 June 20253097.327897.327890.939850.93985
2 June 20253107.327897.327890.939660.93966
3 June 20253117.327897.327890.939470.93947
4 June 20253127.327897.327890.939280.93928
5 June 20253137.327897.327890.939090.93909
6 June 20253147.327897.327890.938910.93891
7 June 20253157.327897.327890.938720.93872
8 June 20253167.327897.327890.938530.93853
9 June 20253177.327897.327890.938340.93834
10 June 20253187.327897.327890.938150.93815
11 June 20253197.327897.327890.937960.93796
12 June 20253207.327897.327890.937780.93778
13 June 20253217.327897.327890.937590.93759
14 June 20253227.327897.327890.937400.93740
15 June 20253237.327897.327890.937210.93721
16 June 20253247.327897.327890.937020.93702
17 June 20253257.327897.327890.936830.93683
18 June 20253267.327897.327890.936650.93665
19 June 20253277.327897.327890.936460.93646
20 June 20253287.327897.327890.936270.93627
21 June 20253297.327897.327890.936080.93608
22 June 20253307.327897.327890.935890.93589
23 June 20253317.327897.327890.935710.93571
24 June 20253327.327897.327890.935520.93552
25 June 20253337.327897.327890.935330.93533
26 June 20253347.327897.327890.935140.93514
27 June 20253357.327897.327890.934960.93496
28 June 20253367.327897.327890.934770.93477
29 June 20253377.327897.327890.934580.93458
30 June 20253387.327897.327890.934390.93439
1 July 20253397.327897.327890.934210.93421
2 July 20253407.327897.327890.934020.93402
3 July 20253417.327897.327890.933830.93383
4 July 20253427.327897.327890.933640.93364
5 July 20253437.327897.327890.933460.93346
6 July 20253447.327897.327890.933270.93327
7 July 20253457.327897.327890.933080.93308
8 July 20253467.327897.327890.932890.93289
9 July 20253477.327897.327890.932710.93271
10 July 20253487.327897.327890.932520.93252
11 July 20253497.327897.327890.932330.93233
12 July 20253507.327897.327890.932140.93214
13 July 20253517.327897.327890.931960.93196
14 July 20253527.327897.327890.931770.93177
15 July 20253537.327897.327890.931580.93158
16 July 20253547.327897.327890.931400.93140
17 July 20253557.327897.327890.931210.93121
18 July 20253567.327897.327890.931020.93102
19 July 20253577.327897.327890.930840.93084
20 July 20253587.327897.327890.930650.93065
21 July 20253597.327897.327890.930460.93046
22 July 20253607.327897.327890.930280.93028
23 July 20253617.327897.327890.930090.93009
24 July 20253627.327897.327890.929900.92990
25 July 20253637.327897.327890.929710.92971
26 July 20253647.327897.327890.929530.92953
27 July 20253657.327897.327890.929340.92934
27 August 20253967.327897.327890.923580.92358
26 September 20254267.327897.327890.918030.91803
27 October 20254577.327897.327890.912330.91233
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