South African primary bond curve

Curve last updated on 19 August 2022 at 05.11.50 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight15.320005.32000Effective
1 month305.583005.58300Effective
3 months915.742005.74200Effective
6 months1826.625006.62500Effective

Bond rates

SecurityBid/payOffer/receive
R2023.ZA6.830006.83000
R186.ZA8.765008.76500
R2030.ZA10.1550010.15500
R213.ZA10.4750010.47500
R2032.ZA10.6050010.60500
R2035.ZA10.9450010.94500
R209.ZA10.9350010.93500
R2037.ZA11.1050011.10500
R2040.ZA11.2150011.21500
R214.ZA11.1350011.13500
R2044.ZA11.1950011.19500
R2048.ZA11.1350011.13500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
20 August 202215.319615.319610.999850.99985
21 August 202225.328255.328250.999710.99971
22 August 202235.336905.336900.999560.99956
23 August 202245.345545.345540.999410.99941
24 August 202255.354185.354180.999270.99927
25 August 202265.362825.362820.999120.99912
26 August 202275.371465.371460.998970.99897
27 August 202285.380115.380110.998820.99882
28 August 202295.388755.388750.998670.99867
29 August 2022105.397395.397390.998520.99852
30 August 2022115.406035.406030.998370.99837
31 August 2022125.414675.414670.998220.99822
1 September 2022135.423325.423320.998070.99807
2 September 2022145.431965.431960.997920.99792
3 September 2022155.440605.440600.997770.99777
4 September 2022165.449245.449240.997610.99761
5 September 2022175.457885.457880.997460.99746
6 September 2022185.466535.466530.997310.99731
7 September 2022195.475175.475170.997150.99715
8 September 2022205.483815.483810.997000.99700
9 September 2022215.492455.492450.996850.99685
10 September 2022225.501095.501090.996690.99669
11 September 2022235.509745.509740.996530.99653
12 September 2022245.518385.518380.996380.99638
13 September 2022255.527025.527020.996220.99622
14 September 2022265.535665.535660.996060.99606
15 September 2022275.544305.544300.995910.99591
16 September 2022285.552955.552950.995750.99575
17 September 2022295.561595.561590.995590.99559
18 September 2022305.570235.570230.995430.99543
19 September 2022315.572385.572380.995280.99528
20 September 2022325.574535.574530.995120.99512
21 September 2022335.576685.576680.994970.99497
22 September 2022345.578825.578820.994820.99482
23 September 2022355.580975.580970.994660.99466
24 September 2022365.583125.583120.994510.99451
25 September 2022375.585275.585270.994350.99435
26 September 2022385.587425.587420.994200.99420
27 September 2022395.589575.589570.994050.99405
28 September 2022405.591715.591710.993890.99389
29 September 2022415.593865.593860.993740.99374
30 September 2022425.596015.596010.993580.99358
1 October 2022435.598165.598160.993430.99343
2 October 2022445.600315.600310.993270.99327
3 October 2022455.602465.602460.993120.99312
4 October 2022465.604615.604610.992960.99296
5 October 2022475.606755.606750.992810.99281
6 October 2022485.608905.608900.992650.99265
7 October 2022495.611055.611050.992500.99250
8 October 2022505.613205.613200.992340.99234
9 October 2022515.615355.615350.992180.99218
10 October 2022525.617505.617500.992030.99203
11 October 2022535.619655.619650.991870.99187
12 October 2022545.621795.621790.991720.99172
13 October 2022555.623945.623940.991560.99156
14 October 2022565.626095.626090.991410.99141
15 October 2022575.628245.628240.991250.99125
16 October 2022585.630395.630390.991090.99109
17 October 2022595.632545.632540.990940.99094
18 October 2022605.634685.634680.990780.99078
19 October 2022615.636835.636830.990620.99062
20 October 2022625.638985.638980.990470.99047
21 October 2022635.641135.641130.990310.99031
22 October 2022645.643285.643280.990150.99015
23 October 2022655.645435.645430.990000.99000
24 October 2022665.647585.647580.989840.98984
25 October 2022675.649725.649720.989680.98968
26 October 2022685.651875.651870.989530.98953
27 October 2022695.654025.654020.989370.98937
28 October 2022705.656175.656170.989210.98921
29 October 2022715.658325.658320.989050.98905
30 October 2022725.660475.660470.988900.98890
31 October 2022735.662615.662610.988740.98874
1 November 2022745.664765.664760.988580.98858
2 November 2022755.666915.666910.988420.98842
3 November 2022765.669065.669060.988270.98827
4 November 2022775.671215.671210.988110.98811
5 November 2022785.673365.673360.987950.98795
6 November 2022795.675515.675510.987790.98779
7 November 2022805.677655.677650.987630.98763
8 November 2022815.679805.679800.987470.98747
9 November 2022825.681955.681950.987320.98732
10 November 2022835.684105.684100.987160.98716
11 November 2022845.686255.686250.987000.98700
12 November 2022855.688405.688400.986840.98684
13 November 2022865.690555.690550.986680.98668
14 November 2022875.692695.692690.986520.98652
15 November 2022885.694845.694840.986360.98636
16 November 2022895.696995.696990.986200.98620
17 November 2022905.699145.699140.986050.98605
18 November 2022915.701295.701290.985890.98589
19 November 2022925.710265.710260.985710.98571
20 November 2022935.719245.719240.985530.98553
21 November 2022945.728215.728210.985360.98536
22 November 2022955.737185.737180.985180.98518
23 November 2022965.746165.746160.985000.98500
24 November 2022975.755135.755130.984820.98482
25 November 2022985.764115.764110.984640.98464
26 November 2022995.773085.773080.984460.98446
27 November 20221005.782055.782050.984280.98428
28 November 20221015.791035.791030.984100.98410
29 November 20221025.800005.800000.983920.98392
30 November 20221035.808985.808980.983740.98374
1 December 20221045.817955.817950.983560.98356
2 December 20221055.826925.826920.983380.98338
3 December 20221065.835905.835900.983190.98319
4 December 20221075.844875.844870.983010.98301
5 December 20221085.853855.853850.982830.98283
6 December 20221095.862825.862820.982640.98264
7 December 20221105.871795.871790.982460.98246
8 December 20221115.880775.880770.982280.98228
9 December 20221125.889745.889740.982090.98209
10 December 20221135.898725.898720.981900.98190
11 December 20221145.907695.907690.981720.98172
12 December 20221155.916665.916660.981530.98153
13 December 20221165.925645.925640.981340.98134
14 December 20221175.934615.934610.981160.98116
15 December 20221185.943595.943590.980970.98097
16 December 20221195.952565.952560.980780.98078
17 December 20221205.961545.961540.980590.98059
18 December 20221215.970515.970510.980400.98040
19 December 20221225.979485.979480.980210.98021
20 December 20221235.988465.988460.980020.98002
21 December 20221245.997435.997430.979830.97983
22 December 20221256.006416.006410.979640.97964
23 December 20221266.015386.015380.979450.97945
24 December 20221276.024356.024350.979260.97926
25 December 20221286.033336.033330.979060.97906
26 December 20221296.042306.042300.978870.97887
27 December 20221306.051286.051280.978680.97868
28 December 20221316.060256.060250.978480.97848
29 December 20221326.069226.069220.978290.97829
30 December 20221336.078206.078200.978100.97810
31 December 20221346.087176.087170.977900.97790
1 January 20231356.096156.096150.977710.97771
2 January 20231366.105126.105120.977510.97751
3 January 20231376.114096.114090.977310.97731
4 January 20231386.123076.123070.977120.97712
5 January 20231396.132046.132040.976920.97692
6 January 20231406.141026.141020.976720.97672
7 January 20231416.149996.149990.976520.97652
8 January 20231426.158966.158960.976320.97632
9 January 20231436.167946.167940.976120.97612
10 January 20231446.176916.176910.975930.97593
11 January 20231456.185896.185890.975730.97573
12 January 20231466.194866.194860.975530.97553
13 January 20231476.203836.203830.975320.97532
14 January 20231486.212816.212810.975120.97512
15 January 20231496.221786.221780.974920.97492
16 January 20231506.230766.230760.974720.97472
17 January 20231516.239736.239730.974520.97452
18 January 20231526.248706.248700.974310.97431
19 January 20231536.257686.257680.974110.97411
20 January 20231546.266656.266650.973910.97391
21 January 20231556.275636.275630.973700.97370
22 January 20231566.284606.284600.973500.97350
23 January 20231576.293576.293570.973290.97329
24 January 20231586.302556.302550.973090.97309
25 January 20231596.311526.311520.972880.97288
26 January 20231606.320506.320500.972670.97267
27 January 20231616.329476.329470.972470.97247
28 January 20231626.338446.338440.972260.97226
29 January 20231636.347426.347420.972050.97205
30 January 20231646.356396.356390.971840.97184
31 January 20231656.365376.365370.971640.97164
1 February 20231666.374346.374340.971430.97143
2 February 20231676.383326.383320.971220.97122
3 February 20231686.392296.392290.971010.97101
4 February 20231696.401266.401260.970800.97080
5 February 20231706.410246.410240.970590.97059
6 February 20231716.419216.419210.970370.97037
7 February 20231726.428196.428190.970160.97016
8 February 20231736.437166.437160.969950.96995
9 February 20231746.446136.446130.969740.96974
10 February 20231756.455116.455110.969520.96952
11 February 20231766.464086.464080.969310.96931
12 February 20231776.473066.473060.969100.96910
13 February 20231786.482036.482030.968880.96888
14 February 20231796.491006.491000.968670.96867
15 February 20231806.499986.499980.968450.96845
16 February 20231816.508956.508950.968240.96824
17 February 20231826.517936.517930.968020.96802
18 February 20231836.540646.540640.967740.96774
19 February 20231846.563356.563350.967460.96746
20 February 20231856.586066.586060.967170.96717
21 February 20231866.608776.608770.966880.96688
22 February 20231876.631486.631480.966600.96660
23 February 20231886.654196.654190.966310.96631
24 February 20231896.676916.676910.966020.96602
25 February 20231906.699626.699620.965730.96573
26 February 20231916.722336.722330.965430.96543
27 February 20231926.745046.745040.965140.96514
28 February 20231936.767756.767750.964850.96485
1 March 20231946.769166.769160.964660.96466
2 March 20231956.770586.770580.964470.96447
3 March 20231966.771996.771990.964290.96429
4 March 20231976.773406.773400.964100.96410
5 March 20231986.774826.774820.963920.96392
6 March 20231996.776236.776230.963730.96373
7 March 20232006.777646.777640.963540.96354
8 March 20232016.779066.779060.963360.96336
9 March 20232026.780476.780470.963170.96317
10 March 20232036.781886.781880.962980.96298
11 March 20232046.783306.783300.962800.96280
12 March 20232056.784716.784710.962610.96261
13 March 20232066.786126.786120.962420.96242
14 March 20232076.787546.787540.962240.96224
15 March 20232086.788956.788950.962050.96205
16 March 20232096.790366.790360.961860.96186
17 March 20232106.791786.791780.961680.96168
18 March 20232116.793196.793190.961490.96149
19 March 20232126.794606.794600.961300.96130
20 March 20232136.796016.796010.961120.96112
21 March 20232146.797436.797430.960930.96093
22 March 20232156.798846.798840.960740.96074
23 March 20232166.800256.800250.960560.96056
24 March 20232176.801676.801670.960370.96037
25 March 20232186.803086.803080.960180.96018
26 March 20232196.804496.804490.960000.96000
27 March 20232206.805916.805910.959810.95981
28 March 20232216.807326.807320.959620.95962
29 March 20232226.808736.808730.959430.95943
30 March 20232236.810156.810150.959250.95925
31 March 20232246.811566.811560.959060.95906
1 April 20232256.812976.812970.958870.95887
2 April 20232266.814396.814390.958680.95868
3 April 20232276.815806.815800.958500.95850
4 April 20232286.817216.817210.958310.95831
5 April 20232296.818636.818630.958120.95812
6 April 20232306.820046.820040.957930.95793
7 April 20232316.821456.821450.957750.95775
8 April 20232326.822876.822870.957560.95756
9 April 20232336.824286.824280.957370.95737
10 April 20232346.825696.825690.957180.95718
11 April 20232356.827116.827110.957000.95700
12 April 20232366.828526.828520.956810.95681
13 April 20232376.829936.829930.956620.95662
14 April 20232386.831356.831350.956430.95643
15 April 20232396.832766.832760.956250.95625
16 April 20232406.834176.834170.956060.95606
17 April 20232416.835596.835590.955870.95587
18 April 20232426.837006.837000.955680.95568
19 April 20232436.838416.838410.955490.95549
20 April 20232446.839836.839830.955310.95531
21 April 20232456.841246.841240.955120.95512
22 April 20232466.842656.842650.954930.95493
23 April 20232476.844066.844060.954740.95474
24 April 20232486.845486.845480.954550.95455
25 April 20232496.846896.846890.954370.95437
26 April 20232506.848306.848300.954180.95418
27 April 20232516.849726.849720.953990.95399
28 April 20232526.851136.851130.953800.95380
29 April 20232536.852546.852540.953610.95361
30 April 20232546.853966.853960.953420.95342
1 May 20232556.855376.855370.953240.95324
2 May 20232566.856786.856780.953050.95305
3 May 20232576.858206.858200.952860.95286
4 May 20232586.859616.859610.952670.95267
5 May 20232596.861026.861020.952480.95248
6 May 20232606.862446.862440.952290.95229
7 May 20232616.863856.863850.952100.95210
8 May 20232626.865266.865260.951920.95192
9 May 20232636.866686.866680.951730.95173
10 May 20232646.868096.868090.951540.95154
11 May 20232656.869506.869500.951350.95135
12 May 20232666.870926.870920.951160.95116
13 May 20232676.872336.872330.950970.95097
14 May 20232686.873746.873740.950780.95078
15 May 20232696.875166.875160.950590.95059
16 May 20232706.876576.876570.950400.95040
17 May 20232716.877986.877980.950220.95022
18 May 20232726.879406.879400.950030.95003
19 May 20232736.880816.880810.949840.94984
20 May 20232746.882226.882220.949650.94965
21 May 20232756.883646.883640.949460.94946
22 May 20232766.885056.885050.949270.94927
23 May 20232776.886466.886460.949080.94908
24 May 20232786.887876.887870.948890.94889
25 May 20232796.889296.889290.948700.94870
26 May 20232806.890706.890700.948510.94851
27 May 20232816.892116.892110.948320.94832
28 May 20232826.893536.893530.948130.94813
29 May 20232836.894946.894940.947940.94794
30 May 20232846.896356.896350.947760.94776
31 May 20232856.897776.897770.947570.94757
1 June 20232866.899186.899180.947380.94738
2 June 20232876.900596.900590.947190.94719
3 June 20232886.902016.902010.947000.94700
4 June 20232896.903426.903420.946810.94681
5 June 20232906.904836.904830.946620.94662
6 June 20232916.906256.906250.946430.94643
7 June 20232926.907666.907660.946240.94624
8 June 20232936.909076.909070.946050.94605
9 June 20232946.910496.910490.945860.94586
10 June 20232956.911906.911900.945670.94567
11 June 20232966.913316.913310.945480.94548
12 June 20232976.914736.914730.945290.94529
13 June 20232986.916146.916140.945100.94510
14 June 20232996.917556.917550.944910.94491
15 June 20233006.918976.918970.944720.94472
16 June 20233016.920386.920380.944530.94453
17 June 20233026.921796.921790.944340.94434
18 June 20233036.923216.923210.944150.94415
19 June 20233046.924626.924620.943960.94396
20 June 20233056.926036.926030.943770.94377
21 June 20233066.927456.927450.943580.94358
22 June 20233076.928866.928860.943390.94339
23 June 20233086.930276.930270.943200.94320
24 June 20233096.931696.931690.943010.94301
25 June 20233106.933106.933100.942820.94282
26 June 20233116.934516.934510.942630.94263
27 June 20233126.935926.935920.942440.94244
28 June 20233136.937346.937340.942250.94225
29 June 20233146.938756.938750.942050.94205
30 June 20233156.940166.940160.941860.94186
1 July 20233166.941586.941580.941670.94167
2 July 20233176.942996.942990.941480.94148
3 July 20233186.944406.944400.941290.94129
4 July 20233196.945826.945820.941100.94110
5 July 20233206.947236.947230.940910.94091
6 July 20233216.948646.948640.940720.94072
7 July 20233226.950066.950060.940530.94053
8 July 20233236.951476.951470.940340.94034
9 July 20233246.952886.952880.940150.94015
10 July 20233256.954306.954300.939960.93996
11 July 20233266.955716.955710.939770.93977
12 July 20233276.957126.957120.939570.93957
13 July 20233286.958546.958540.939380.93938
14 July 20233296.959956.959950.939190.93919
15 July 20233306.961366.961360.939000.93900
16 July 20233316.962786.962780.938810.93881
17 July 20233326.964196.964190.938620.93862
18 July 20233336.965606.965600.938430.93843
19 July 20233346.967026.967020.938240.93824
20 July 20233356.968436.968430.938050.93805
21 July 20233366.969846.969840.937850.93785
22 July 20233376.971266.971260.937660.93766
23 July 20233386.972676.972670.937470.93747
24 July 20233396.974086.974080.937280.93728
25 July 20233406.975506.975500.937090.93709
26 July 20233416.976916.976910.936900.93690
27 July 20233426.978326.978320.936710.93671
28 July 20233436.979736.979730.936510.93651
29 July 20233446.981156.981150.936320.93632
30 July 20233456.982566.982560.936130.93613
31 July 20233466.983976.983970.935940.93594
1 August 20233476.985396.985390.935750.93575
2 August 20233486.986806.986800.935560.93556
3 August 20233496.988216.988210.935360.93536
4 August 20233506.989636.989630.935170.93517
5 August 20233516.991046.991040.934980.93498
6 August 20233526.992456.992450.934790.93479
7 August 20233536.993876.993870.934600.93460
8 August 20233546.995286.995280.934410.93441
9 August 20233556.996696.996690.934210.93421
10 August 20233566.998116.998110.934020.93402
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