South African primary swap curve

Curve last updated on 1 July 2025 at 07.31.12 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
4 July 202517.069327.069320.999810.99981
5 July 202527.078237.078230.999610.99961
6 July 202537.087157.087150.999420.99942
7 July 202547.096067.096060.999220.99922
8 July 202557.104987.104980.999030.99903
9 July 202567.113907.113900.998830.99883
10 July 202577.122817.122810.998640.99864
11 July 202587.131737.131730.998440.99844
12 July 202597.140657.140650.998240.99824
13 July 2025107.149567.149560.998040.99804
14 July 2025117.158487.158480.997850.99785
15 July 2025127.167397.167390.997650.99765
16 July 2025137.176317.176310.997450.99745
17 July 2025147.185237.185230.997250.99725
18 July 2025157.194147.194140.997050.99705
19 July 2025167.203067.203060.996850.99685
20 July 2025177.211987.211980.996650.99665
21 July 2025187.220897.220890.996450.99645
22 July 2025197.229817.229810.996240.99624
23 July 2025207.238737.238730.996040.99604
24 July 2025217.247647.247640.995840.99584
25 July 2025227.256567.256560.995640.99564
26 July 2025237.265477.265470.995430.99543
27 July 2025247.274397.274390.995230.99523
28 July 2025257.283317.283310.995020.99502
29 July 2025267.292227.292220.994820.99482
30 July 2025277.301147.301140.994610.99461
31 July 2025287.310067.310060.994410.99441
1 August 2025297.318977.318970.994200.99420
2 August 2025307.327897.327890.994000.99400
3 August 2025317.327897.327890.993800.99380
4 August 2025327.327897.327890.993600.99360
5 August 2025337.327897.327890.993400.99340
6 August 2025347.327897.327890.993200.99320
7 August 2025357.327897.327890.993000.99300
8 August 2025367.327897.327890.992800.99280
9 August 2025377.327897.327890.992600.99260
10 August 2025387.327897.327890.992400.99240
11 August 2025397.327897.327890.992200.99220
12 August 2025407.327897.327890.992000.99200
13 August 2025417.327897.327890.991800.99180
14 August 2025427.327897.327890.991600.99160
15 August 2025437.327897.327890.991400.99140
16 August 2025447.327897.327890.991210.99121
17 August 2025457.327897.327890.991010.99101
18 August 2025467.327897.327890.990810.99081
19 August 2025477.327897.327890.990610.99061
20 August 2025487.327897.327890.990410.99041
21 August 2025497.327897.327890.990210.99021
22 August 2025507.327897.327890.990010.99001
23 August 2025517.327897.327890.989810.98981
24 August 2025527.327897.327890.989610.98961
25 August 2025537.327897.327890.989420.98942
26 August 2025547.327897.327890.989220.98922
27 August 2025557.327897.327890.989020.98902
28 August 2025567.327897.327890.988820.98882
29 August 2025577.327897.327890.988620.98862
30 August 2025587.327897.327890.988420.98842
31 August 2025597.327897.327890.988220.98822
1 September 2025607.327897.327890.988030.98803
2 September 2025617.327897.327890.987830.98783
3 September 2025627.327897.327890.987630.98763
4 September 2025637.327897.327890.987430.98743
5 September 2025647.327897.327890.987230.98723
6 September 2025657.327897.327890.987040.98704
7 September 2025667.327897.327890.986840.98684
8 September 2025677.327897.327890.986640.98664
9 September 2025687.327897.327890.986440.98644
10 September 2025697.327897.327890.986240.98624
11 September 2025707.327897.327890.986040.98604
12 September 2025717.327897.327890.985850.98585
13 September 2025727.327897.327890.985650.98565
14 September 2025737.327897.327890.985450.98545
15 September 2025747.327897.327890.985250.98525
16 September 2025757.327897.327890.985060.98506
17 September 2025767.327897.327890.984860.98486
18 September 2025777.327897.327890.984660.98466
19 September 2025787.327897.327890.984460.98446
20 September 2025797.327897.327890.984260.98426
21 September 2025807.327897.327890.984070.98407
22 September 2025817.327897.327890.983870.98387
23 September 2025827.327897.327890.983670.98367
24 September 2025837.327897.327890.983470.98347
25 September 2025847.327897.327890.983280.98328
26 September 2025857.327897.327890.983080.98308
27 September 2025867.327897.327890.982880.98288
28 September 2025877.327897.327890.982690.98269
29 September 2025887.327897.327890.982490.98249
30 September 2025897.327897.327890.982290.98229
1 October 2025907.327897.327890.982090.98209
2 October 2025917.327897.327890.981900.98190
3 October 2025927.327897.327890.981700.98170
4 October 2025937.327897.327890.981500.98150
5 October 2025947.327897.327890.981310.98131
6 October 2025957.327897.327890.981110.98111
7 October 2025967.327897.327890.980910.98091
8 October 2025977.327897.327890.980710.98071
9 October 2025987.327897.327890.980520.98052
10 October 2025997.327897.327890.980320.98032
11 October 20251007.327897.327890.980120.98012
12 October 20251017.327897.327890.979930.97993
13 October 20251027.327897.327890.979730.97973
14 October 20251037.327897.327890.979530.97953
15 October 20251047.327897.327890.979340.97934
16 October 20251057.327897.327890.979140.97914
17 October 20251067.327897.327890.978940.97894
18 October 20251077.327897.327890.978750.97875
19 October 20251087.327897.327890.978550.97855
20 October 20251097.327897.327890.978350.97835
21 October 20251107.327897.327890.978160.97816
22 October 20251117.327897.327890.977960.97796
23 October 20251127.327897.327890.977770.97777
24 October 20251137.327897.327890.977570.97757
25 October 20251147.327897.327890.977370.97737
26 October 20251157.327897.327890.977180.97718
27 October 20251167.327897.327890.976980.97698
28 October 20251177.327897.327890.976780.97678
29 October 20251187.327897.327890.976590.97659
30 October 20251197.327897.327890.976390.97639
31 October 20251207.327897.327890.976200.97620
1 November 20251217.327897.327890.976000.97600
2 November 20251227.327897.327890.975800.97580
3 November 20251237.327897.327890.975610.97561
4 November 20251247.327897.327890.975410.97541
5 November 20251257.327897.327890.975220.97522
6 November 20251267.327897.327890.975020.97502
7 November 20251277.327897.327890.974830.97483
8 November 20251287.327897.327890.974630.97463
9 November 20251297.327897.327890.974430.97443
10 November 20251307.327897.327890.974240.97424
11 November 20251317.327897.327890.974040.97404
12 November 20251327.327897.327890.973850.97385
13 November 20251337.327897.327890.973650.97365
14 November 20251347.327897.327890.973460.97346
15 November 20251357.327897.327890.973260.97326
16 November 20251367.327897.327890.973070.97307
17 November 20251377.327897.327890.972870.97287
18 November 20251387.327897.327890.972670.97267
19 November 20251397.327897.327890.972480.97248
20 November 20251407.327897.327890.972280.97228
21 November 20251417.327897.327890.972090.97209
22 November 20251427.327897.327890.971890.97189
23 November 20251437.327897.327890.971700.97170
24 November 20251447.327897.327890.971500.97150
25 November 20251457.327897.327890.971310.97131
26 November 20251467.327897.327890.971110.97111
27 November 20251477.327897.327890.970920.97092
28 November 20251487.327897.327890.970720.97072
29 November 20251497.327897.327890.970530.97053
30 November 20251507.327897.327890.970330.97033
1 December 20251517.327897.327890.970140.97014
2 December 20251527.327897.327890.969940.96994
3 December 20251537.327897.327890.969750.96975
4 December 20251547.327897.327890.969560.96956
5 December 20251557.327897.327890.969360.96936
6 December 20251567.327897.327890.969170.96917
7 December 20251577.327897.327890.968970.96897
8 December 20251587.327897.327890.968780.96878
9 December 20251597.327897.327890.968580.96858
10 December 20251607.327897.327890.968390.96839
11 December 20251617.327897.327890.968190.96819
12 December 20251627.327897.327890.968000.96800
13 December 20251637.327897.327890.967810.96781
14 December 20251647.327897.327890.967610.96761
15 December 20251657.327897.327890.967420.96742
16 December 20251667.327897.327890.967220.96722
17 December 20251677.327897.327890.967030.96703
18 December 20251687.327897.327890.966830.96683
19 December 20251697.327897.327890.966640.96664
20 December 20251707.327897.327890.966450.96645
21 December 20251717.327897.327890.966250.96625
22 December 20251727.327897.327890.966060.96606
23 December 20251737.327897.327890.965860.96586
24 December 20251747.327897.327890.965670.96567
25 December 20251757.327897.327890.965480.96548
26 December 20251767.327897.327890.965280.96528
27 December 20251777.327897.327890.965090.96509
28 December 20251787.327897.327890.964900.96490
29 December 20251797.327897.327890.964700.96470
30 December 20251807.327897.327890.964510.96451
31 December 20251817.327897.327890.964310.96431
1 January 20261827.327897.327890.964120.96412
2 January 20261837.327897.327890.963930.96393
3 January 20261847.327897.327890.963730.96373
4 January 20261857.327897.327890.963540.96354
5 January 20261867.327897.327890.963350.96335
6 January 20261877.327897.327890.963150.96315
7 January 20261887.327897.327890.962960.96296
8 January 20261897.327897.327890.962770.96277
9 January 20261907.327897.327890.962570.96257
10 January 20261917.327897.327890.962380.96238
11 January 20261927.327897.327890.962190.96219
12 January 20261937.327897.327890.961990.96199
13 January 20261947.327897.327890.961800.96180
14 January 20261957.327897.327890.961610.96161
15 January 20261967.327897.327890.961410.96141
16 January 20261977.327897.327890.961220.96122
17 January 20261987.327897.327890.961030.96103
18 January 20261997.327897.327890.960840.96084
19 January 20262007.327897.327890.960640.96064
20 January 20262017.327897.327890.960450.96045
21 January 20262027.327897.327890.960260.96026
22 January 20262037.327897.327890.960060.96006
23 January 20262047.327897.327890.959870.95987
24 January 20262057.327897.327890.959680.95968
25 January 20262067.327897.327890.959490.95949
26 January 20262077.327897.327890.959290.95929
27 January 20262087.327897.327890.959100.95910
28 January 20262097.327897.327890.958910.95891
29 January 20262107.327897.327890.958720.95872
30 January 20262117.327897.327890.958520.95852
31 January 20262127.327897.327890.958330.95833
1 February 20262137.327897.327890.958140.95814
2 February 20262147.327897.327890.957950.95795
3 February 20262157.327897.327890.957750.95775
4 February 20262167.327897.327890.957560.95756
5 February 20262177.327897.327890.957370.95737
6 February 20262187.327897.327890.957180.95718
7 February 20262197.327897.327890.956990.95699
8 February 20262207.327897.327890.956790.95679
9 February 20262217.327897.327890.956600.95660
10 February 20262227.327897.327890.956410.95641
11 February 20262237.327897.327890.956220.95622
12 February 20262247.327897.327890.956030.95603
13 February 20262257.327897.327890.955830.95583
14 February 20262267.327897.327890.955640.95564
15 February 20262277.327897.327890.955450.95545
16 February 20262287.327897.327890.955260.95526
17 February 20262297.327897.327890.955070.95507
18 February 20262307.327897.327890.954870.95487
19 February 20262317.327897.327890.954680.95468
20 February 20262327.327897.327890.954490.95449
21 February 20262337.327897.327890.954300.95430
22 February 20262347.327897.327890.954110.95411
23 February 20262357.327897.327890.953920.95392
24 February 20262367.327897.327890.953720.95372
25 February 20262377.327897.327890.953530.95353
26 February 20262387.327897.327890.953340.95334
27 February 20262397.327897.327890.953150.95315
28 February 20262407.327897.327890.952960.95296
1 March 20262417.327897.327890.952770.95277
2 March 20262427.327897.327890.952580.95258
3 March 20262437.327897.327890.952390.95239
4 March 20262447.327897.327890.952190.95219
5 March 20262457.327897.327890.952000.95200
6 March 20262467.327897.327890.951810.95181
7 March 20262477.327897.327890.951620.95162
8 March 20262487.327897.327890.951430.95143
9 March 20262497.327897.327890.951240.95124
10 March 20262507.327897.327890.951050.95105
11 March 20262517.327897.327890.950860.95086
12 March 20262527.327897.327890.950670.95067
13 March 20262537.327897.327890.950480.95048
14 March 20262547.327897.327890.950280.95028
15 March 20262557.327897.327890.950090.95009
16 March 20262567.327897.327890.949900.94990
17 March 20262577.327897.327890.949710.94971
18 March 20262587.327897.327890.949520.94952
19 March 20262597.327897.327890.949330.94933
20 March 20262607.327897.327890.949140.94914
21 March 20262617.327897.327890.948950.94895
22 March 20262627.327897.327890.948760.94876
23 March 20262637.327897.327890.948570.94857
24 March 20262647.327897.327890.948380.94838
25 March 20262657.327897.327890.948190.94819
26 March 20262667.327897.327890.948000.94800
27 March 20262677.327897.327890.947810.94781
28 March 20262687.327897.327890.947620.94762
29 March 20262697.327897.327890.947430.94743
30 March 20262707.327897.327890.947240.94724
31 March 20262717.327897.327890.947050.94705
1 April 20262727.327897.327890.946860.94686
2 April 20262737.327897.327890.946670.94667
3 April 20262747.327897.327890.946480.94648
4 April 20262757.327897.327890.946290.94629
5 April 20262767.327897.327890.946100.94610
6 April 20262777.327897.327890.945910.94591
7 April 20262787.327897.327890.945720.94572
8 April 20262797.327897.327890.945530.94553
9 April 20262807.327897.327890.945340.94534
10 April 20262817.327897.327890.945150.94515
11 April 20262827.327897.327890.944960.94496
12 April 20262837.327897.327890.944770.94477
13 April 20262847.327897.327890.944580.94458
14 April 20262857.327897.327890.944390.94439
15 April 20262867.327897.327890.944200.94420
16 April 20262877.327897.327890.944010.94401
17 April 20262887.327897.327890.943820.94382
18 April 20262897.327897.327890.943630.94363
19 April 20262907.327897.327890.943440.94344
20 April 20262917.327897.327890.943250.94325
21 April 20262927.327897.327890.943060.94306
22 April 20262937.327897.327890.942870.94287
23 April 20262947.327897.327890.942680.94268
24 April 20262957.327897.327890.942490.94249
25 April 20262967.327897.327890.942310.94231
26 April 20262977.327897.327890.942120.94212
27 April 20262987.327897.327890.941930.94193
28 April 20262997.327897.327890.941740.94174
29 April 20263007.327897.327890.941550.94155
30 April 20263017.327897.327890.941360.94136
1 May 20263027.327897.327890.941170.94117
2 May 20263037.327897.327890.940980.94098
3 May 20263047.327897.327890.940790.94079
4 May 20263057.327897.327890.940600.94060
5 May 20263067.327897.327890.940420.94042
6 May 20263077.327897.327890.940230.94023
7 May 20263087.327897.327890.940040.94004
8 May 20263097.327897.327890.939850.93985
9 May 20263107.327897.327890.939660.93966
10 May 20263117.327897.327890.939470.93947
11 May 20263127.327897.327890.939280.93928
12 May 20263137.327897.327890.939090.93909
13 May 20263147.327897.327890.938910.93891
14 May 20263157.327897.327890.938720.93872
15 May 20263167.327897.327890.938530.93853
16 May 20263177.327897.327890.938340.93834
17 May 20263187.327897.327890.938150.93815
18 May 20263197.327897.327890.937960.93796
19 May 20263207.327897.327890.937780.93778
20 May 20263217.327897.327890.937590.93759
21 May 20263227.327897.327890.937400.93740
22 May 20263237.327897.327890.937210.93721
23 May 20263247.327897.327890.937020.93702
24 May 20263257.327897.327890.936830.93683
25 May 20263267.327897.327890.936650.93665
26 May 20263277.327897.327890.936460.93646
27 May 20263287.327897.327890.936270.93627
28 May 20263297.327897.327890.936080.93608
29 May 20263307.327897.327890.935890.93589
30 May 20263317.327897.327890.935710.93571
31 May 20263327.327897.327890.935520.93552
1 June 20263337.327897.327890.935330.93533
2 June 20263347.327897.327890.935140.93514
3 June 20263357.327897.327890.934960.93496
4 June 20263367.327897.327890.934770.93477
5 June 20263377.327897.327890.934580.93458
6 June 20263387.327897.327890.934390.93439
7 June 20263397.327897.327890.934210.93421
8 June 20263407.327897.327890.934020.93402
9 June 20263417.327897.327890.933830.93383
10 June 20263427.327897.327890.933640.93364
11 June 20263437.327897.327890.933460.93346
12 June 20263447.327897.327890.933270.93327
13 June 20263457.327897.327890.933080.93308
14 June 20263467.327897.327890.932890.93289
15 June 20263477.327897.327890.932710.93271
16 June 20263487.327897.327890.932520.93252
17 June 20263497.327897.327890.932330.93233
18 June 20263507.327897.327890.932140.93214
19 June 20263517.327897.327890.931960.93196
20 June 20263527.327897.327890.931770.93177
21 June 20263537.327897.327890.931580.93158
22 June 20263547.327897.327890.931400.93140
23 June 20263557.327897.327890.931210.93121
24 June 20263567.327897.327890.931020.93102
25 June 20263577.327897.327890.930840.93084
26 June 20263587.327897.327890.930650.93065
27 June 20263597.327897.327890.930460.93046
28 June 20263607.327897.327890.930280.93028
29 June 20263617.327897.327890.930090.93009
30 June 20263627.327897.327890.929900.92990
1 July 20263637.327897.327890.929710.92971
2 July 20263647.327897.327890.929530.92953
3 July 20263657.327897.327890.929340.92934
3 August 20263967.327897.327890.923580.92358
2 September 20264267.327897.327890.918030.91803
3 October 20264577.327897.327890.912330.91233
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