South African primary bond curve

Curve last updated on 21 July 2020 at 13.11.45 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.590003.59000Effective
1 month303.750003.75000Effective
3 months913.850003.85000Effective
6 months1823.992003.99200Effective

Bond rates

SecurityBid/payOffer/receive
R208.ZA3.450003.45000
R2023.ZA4.715004.71500
R186.ZA7.570007.57000
R2030.ZA9.355009.35500
R213.ZA9.810009.81000
R2032.ZA10.2600010.26000
R2035.ZA10.9750010.97500
R209.ZA10.8700010.87000
R2037.ZA11.2200011.22000
R2040.ZA11.4950011.49500
R214.ZA11.1550011.15500
R2044.ZA11.6500011.65000
R2048.ZA11.5900011.59000



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
9 August 202013.589823.589820.999900.99990
10 August 202023.595153.595150.999800.99980
11 August 202033.600473.600470.999700.99970
12 August 202043.605803.605800.999610.99961
13 August 202053.611123.611120.999510.99951
14 August 202063.616453.616450.999410.99941
15 August 202073.621773.621770.999310.99931
16 August 202083.627093.627090.999210.99921
17 August 202093.632423.632420.999100.99910
18 August 2020103.637743.637740.999000.99900
19 August 2020113.643073.643070.998900.99890
20 August 2020123.648393.648390.998800.99880
21 August 2020133.653723.653720.998700.99870
22 August 2020143.659043.659040.998600.99860
23 August 2020153.664373.664370.998500.99850
24 August 2020163.669693.669690.998390.99839
25 August 2020173.675013.675010.998290.99829
26 August 2020183.680343.680340.998190.99819
27 August 2020193.685663.685660.998080.99808
28 August 2020203.690993.690990.997980.99798
29 August 2020213.696313.696310.997880.99788
30 August 2020223.701643.701640.997770.99777
31 August 2020233.706963.706960.997670.99767
1 September 2020243.712293.712290.997560.99756
2 September 2020253.717613.717610.997460.99746
3 September 2020263.722943.722940.997350.99735
4 September 2020273.728263.728260.997250.99725
5 September 2020283.733583.733580.997140.99714
6 September 2020293.738913.738910.997030.99703
7 September 2020303.744233.744230.996930.99693
8 September 2020313.745673.745670.996820.99682
9 September 2020323.747103.747100.996720.99672
10 September 2020333.748533.748530.996620.99662
11 September 2020343.749963.749960.996510.99651
12 September 2020353.751403.751400.996410.99641
13 September 2020363.752833.752830.996310.99631
14 September 2020373.754263.754260.996200.99620
15 September 2020383.755703.755700.996100.99610
16 September 2020393.757133.757130.995990.99599
17 September 2020403.758563.758560.995890.99589
18 September 2020413.759993.759990.995790.99579
19 September 2020423.761433.761430.995680.99568
20 September 2020433.762863.762860.995580.99558
21 September 2020443.764293.764290.995470.99547
22 September 2020453.765733.765730.995370.99537
23 September 2020463.767163.767160.995260.99526
24 September 2020473.768593.768590.995160.99516
25 September 2020483.770033.770030.995050.99505
26 September 2020493.771463.771460.994950.99495
27 September 2020503.772893.772890.994850.99485
28 September 2020513.774323.774320.994740.99474
29 September 2020523.775763.775760.994640.99464
30 September 2020533.777193.777190.994530.99453
1 October 2020543.778623.778620.994430.99443
2 October 2020553.780063.780060.994320.99432
3 October 2020563.781493.781490.994220.99422
4 October 2020573.782923.782920.994110.99411
5 October 2020583.784353.784350.994000.99400
6 October 2020593.785793.785790.993900.99390
7 October 2020603.787223.787220.993790.99379
8 October 2020613.788653.788650.993690.99369
9 October 2020623.790093.790090.993580.99358
10 October 2020633.791523.791520.993480.99348
11 October 2020643.792953.792950.993370.99337
12 October 2020653.794383.794380.993270.99327
13 October 2020663.795823.795820.993160.99316
14 October 2020673.797253.797250.993050.99305
15 October 2020683.798683.798680.992950.99295
16 October 2020693.800123.800120.992840.99284
17 October 2020703.801553.801550.992740.99274
18 October 2020713.802983.802980.992630.99263
19 October 2020723.804413.804410.992520.99252
20 October 2020733.805853.805850.992420.99242
21 October 2020743.807283.807280.992310.99231
22 October 2020753.808713.808710.992200.99220
23 October 2020763.810153.810150.992100.99210
24 October 2020773.811583.811580.991990.99199
25 October 2020783.813013.813010.991880.99188
26 October 2020793.814453.814450.991780.99178
27 October 2020803.815883.815880.991670.99167
28 October 2020813.817313.817310.991560.99156
29 October 2020823.818743.818740.991460.99146
30 October 2020833.820183.820180.991350.99135
31 October 2020843.821613.821610.991240.99124
1 November 2020853.823043.823040.991140.99114
2 November 2020863.824483.824480.991030.99103
3 November 2020873.825913.825910.990920.99092
4 November 2020883.827343.827340.990810.99081
5 November 2020893.828773.828770.990710.99071
6 November 2020903.830213.830210.990600.99060
7 November 2020913.831643.831640.990490.99049
8 November 2020923.832973.832970.990390.99039
9 November 2020933.834303.834300.990280.99028
10 November 2020943.835633.835630.990170.99017
11 November 2020953.836973.836970.990060.99006
12 November 2020963.838303.838300.989960.98996
13 November 2020973.839633.839630.989850.98985
14 November 2020983.840963.840960.989740.98974
15 November 2020993.842293.842290.989630.98963
16 November 20201003.843623.843620.989520.98952
17 November 20201013.844953.844950.989420.98942
18 November 20201023.846283.846280.989310.98931
19 November 20201033.847623.847620.989200.98920
20 November 20201043.848953.848950.989090.98909
21 November 20201053.850283.850280.988990.98899
22 November 20201063.851613.851610.988880.98888
23 November 20201073.852943.852940.988770.98877
24 November 20201083.854273.854270.988660.98866
25 November 20201093.855603.855600.988550.98855
26 November 20201103.856933.856930.988440.98844
27 November 20201113.858273.858270.988340.98834
28 November 20201123.859603.859600.988230.98823
29 November 20201133.860933.860930.988120.98812
30 November 20201143.862263.862260.988010.98801
1 December 20201153.863593.863590.987900.98790
2 December 20201163.864923.864920.987790.98779
3 December 20201173.866253.866250.987680.98768
4 December 20201183.867593.867590.987570.98757
5 December 20201193.868923.868920.987470.98747
6 December 20201203.870253.870250.987360.98736
7 December 20201213.871583.871580.987250.98725
8 December 20201223.872913.872910.987140.98714
9 December 20201233.874243.874240.987030.98703
10 December 20201243.875573.875570.986920.98692
11 December 20201253.876903.876900.986810.98681
12 December 20201263.878243.878240.986700.98670
13 December 20201273.879573.879570.986590.98659
14 December 20201283.880903.880900.986480.98648
15 December 20201293.882233.882230.986370.98637
16 December 20201303.883563.883560.986260.98626
17 December 20201313.884893.884890.986150.98615
18 December 20201323.886223.886220.986040.98604
19 December 20201333.887553.887550.985930.98593
20 December 20201343.888893.888890.985820.98582
21 December 20201353.890223.890220.985710.98571
22 December 20201363.891553.891550.985600.98560
23 December 20201373.892883.892880.985490.98549
24 December 20201383.894213.894210.985380.98538
25 December 20201393.895543.895540.985270.98527
26 December 20201403.896873.896870.985160.98516
27 December 20201413.898213.898210.985050.98505
28 December 20201423.899543.899540.984940.98494
29 December 20201433.900873.900870.984830.98483
30 December 20201443.902203.902200.984720.98472
31 December 20201453.903533.903530.984610.98461
1 January 20211463.904863.904860.984500.98450
2 January 20211473.906193.906190.984390.98439
3 January 20211483.907523.907520.984280.98428
4 January 20211493.908863.908860.984170.98417
5 January 20211503.910193.910190.984060.98406
6 January 20211513.911523.911520.983950.98395
7 January 20211523.912853.912850.983840.98384
8 January 20211533.914183.914180.983730.98373
9 January 20211543.915513.915510.983620.98362
10 January 20211553.916843.916840.983500.98350
11 January 20211563.918173.918170.983390.98339
12 January 20211573.919513.919510.983280.98328
13 January 20211583.920843.920840.983170.98317
14 January 20211593.922173.922170.983060.98306
15 January 20211603.923503.923500.982950.98295
16 January 20211613.924833.924830.982840.98284
17 January 20211623.926163.926160.982730.98273
18 January 20211633.927493.927490.982610.98261
19 January 20211643.928833.928830.982500.98250
20 January 20211653.930163.930160.982390.98239
21 January 20211663.931493.931490.982280.98228
22 January 20211673.932823.932820.982170.98217
23 January 20211683.934153.934150.982060.98206
24 January 20211693.935483.935480.981940.98194
25 January 20211703.936813.936810.981830.98183
26 January 20211713.938143.938140.981720.98172
27 January 20211723.939483.939480.981610.98161
28 January 20211733.940813.940810.981500.98150
29 January 20211743.942143.942140.981380.98138
30 January 20211753.943473.943470.981270.98127
31 January 20211763.944803.944800.981160.98116
1 February 20211773.946133.946130.981050.98105
2 February 20211783.947463.947460.980930.98093
3 February 20211793.948793.948790.980820.98082
4 February 20211803.950133.950130.980710.98071
5 February 20211813.951463.951460.980600.98060
6 February 20211823.952793.952790.980480.98048
7 February 20211833.942793.942790.980430.98043
8 February 20211843.932803.932800.980370.98037
9 February 20211853.922803.922800.980310.98031
10 February 20211863.912813.912810.980260.98026
11 February 20211873.902813.902810.980200.98020
12 February 20211883.892813.892810.980150.98015
13 February 20211893.882823.882820.980100.98010
14 February 20211903.872823.872820.980040.98004
15 February 20211913.862833.862830.979990.97999
16 February 20211923.852833.852830.979940.97994
17 February 20211933.842843.842840.979890.97989
18 February 20211943.832843.832840.979830.97983
19 February 20211953.822853.822850.979780.97978
20 February 20211963.812853.812850.979730.97973
21 February 20211973.802853.802850.979680.97968
22 February 20211983.792863.792860.979640.97964
23 February 20211993.782863.782860.979590.97959
24 February 20212003.772873.772870.979540.97954
25 February 20212013.762873.762870.979490.97949
26 February 20212023.752883.752880.979440.97944
27 February 20212033.742883.742880.979400.97940
28 February 20212043.732883.732880.979350.97935
1 March 20212053.722893.722890.979310.97931
2 March 20212063.712893.712890.979260.97926
3 March 20212073.702903.702900.979220.97922
4 March 20212083.692903.692900.979180.97918
5 March 20212093.682913.682910.979130.97913
6 March 20212103.672913.672910.979090.97909
7 March 20212113.662913.662910.979050.97905
8 March 20212123.652923.652920.979010.97901
9 March 20212133.642923.642920.978970.97897
10 March 20212143.632933.632930.978930.97893
11 March 20212153.622933.622930.978890.97889
12 March 20212163.612943.612940.978850.97885
13 March 20212173.602943.602940.978810.97881
14 March 20212183.592943.592940.978770.97877
15 March 20212193.582953.582950.978730.97873
16 March 20212203.572953.572950.978690.97869
17 March 20212213.562963.562960.978660.97866
18 March 20212223.552963.552960.978620.97862
19 March 20212233.542973.542970.978590.97859
20 March 20212243.532973.532970.978550.97855
21 March 20212253.522983.522980.978520.97852
22 March 20212263.512983.512980.978480.97848
23 March 20212273.502983.502980.978450.97845
24 March 20212283.492993.492990.978420.97842
25 March 20212293.482993.482990.978380.97838
26 March 20212303.473003.473000.978350.97835
27 March 20212313.463003.463000.978320.97832
28 March 20212323.453013.453010.978290.97829
29 March 20212333.443013.443010.978260.97826
30 March 20212343.433013.433010.978230.97823
31 March 20212353.423023.423020.978200.97820
1 April 20212363.424873.424870.978100.97810
2 April 20212373.426723.426720.978000.97800
3 April 20212383.428563.428560.977890.97789
4 April 20212393.430413.430410.977790.97779
5 April 20212403.432263.432260.977680.97768
6 April 20212413.434113.434110.977580.97758
7 April 20212423.435963.435960.977480.97748
8 April 20212433.437813.437810.977370.97737
9 April 20212443.439663.439660.977270.97727
10 April 20212453.441513.441510.977160.97716
11 April 20212463.443353.443350.977060.97706
12 April 20212473.445203.445200.976960.97696
13 April 20212483.447053.447050.976850.97685
14 April 20212493.448903.448900.976750.97675
15 April 20212503.450753.450750.976640.97664
16 April 20212513.452603.452600.976540.97654
17 April 20212523.454453.454450.976430.97643
18 April 20212533.456293.456290.976330.97633
19 April 20212543.458143.458140.976220.97622
20 April 20212553.459993.459990.976120.97612
21 April 20212563.461843.461840.976010.97601
22 April 20212573.463693.463690.975910.97591
23 April 20212583.465543.465540.975800.97580
24 April 20212593.467393.467390.975700.97570
25 April 20212603.469243.469240.975590.97559
26 April 20212613.471083.471080.975480.97548
27 April 20212623.472933.472930.975380.97538
28 April 20212633.474783.474780.975270.97527
29 April 20212643.476633.476630.975170.97517
30 April 20212653.478483.478480.975060.97506
1 May 20212663.480333.480330.974960.97496
2 May 20212673.482183.482180.974850.97485
3 May 20212683.484023.484020.974740.97474
4 May 20212693.485873.485870.974640.97464
5 May 20212703.487723.487720.974530.97453
6 May 20212713.489573.489570.974420.97442
7 May 20212723.491423.491420.974320.97432
8 May 20212733.493273.493270.974210.97421
9 May 20212743.495123.495120.974100.97410
10 May 20212753.496973.496970.974000.97400
11 May 20212763.498813.498810.973890.97389
12 May 20212773.500663.500660.973780.97378
13 May 20212783.502513.502510.973680.97368
14 May 20212793.504363.504360.973570.97357
15 May 20212803.506213.506210.973460.97346
16 May 20212813.508063.508060.973350.97335
17 May 20212823.509913.509910.973250.97325
18 May 20212833.511753.511750.973140.97314
19 May 20212843.513603.513600.973030.97303
20 May 20212853.515453.515450.972920.97292
21 May 20212863.517303.517300.972820.97282
22 May 20212873.519153.519150.972710.97271
23 May 20212883.521003.521000.972600.97260
24 May 20212893.522853.522850.972490.97249
25 May 20212903.524703.524700.972380.97238
26 May 20212913.526543.526540.972280.97228
27 May 20212923.528393.528390.972170.97217
28 May 20212933.530243.530240.972060.97206
29 May 20212943.532093.532090.971950.97195
30 May 20212953.533943.533940.971840.97184
31 May 20212963.535793.535790.971730.97173
1 June 20212973.537643.537640.971620.97162
2 June 20212983.539483.539480.971520.97152
3 June 20212993.541333.541330.971410.97141
4 June 20213003.543183.543180.971300.97130
5 June 20213013.545033.545030.971190.97119
6 June 20213023.546883.546880.971080.97108
7 June 20213033.548733.548730.970970.97097
8 June 20213043.550583.550580.970860.97086
9 June 20213053.552433.552430.970750.97075
10 June 20213063.554273.554270.970640.97064
11 June 20213073.556123.556120.970530.97053
12 June 20213083.557973.557970.970420.97042
13 June 20213093.559823.559820.970310.97031
14 June 20213103.561673.561670.970200.97020
15 June 20213113.563523.563520.970090.97009
16 June 20213123.565373.565370.969980.96998
17 June 20213133.567223.567220.969870.96987
18 June 20213143.569063.569060.969760.96976
19 June 20213153.570913.570910.969650.96965
20 June 20213163.572763.572760.969540.96954
21 June 20213173.574613.574610.969430.96943
22 June 20213183.576463.576460.969320.96932
23 June 20213193.578313.578310.969210.96921
24 June 20213203.580163.580160.969100.96910
25 June 20213213.582003.582000.968990.96899
26 June 20213223.583853.583850.968880.96888
27 June 20213233.585703.585700.968770.96877
28 June 20213243.587553.587550.968660.96866
29 June 20213253.589403.589400.968550.96855
30 June 20213263.591253.591250.968430.96843
1 July 20213273.593103.593100.968320.96832
2 July 20213283.594953.594950.968210.96821
3 July 20213293.596793.596790.968100.96810
4 July 20213303.598643.598640.967990.96799
5 July 20213313.600493.600490.967880.96788
6 July 20213323.602343.602340.967760.96776
7 July 20213333.604193.604190.967650.96765
8 July 20213343.606043.606040.967540.96754
9 July 20213353.607893.607890.967430.96743
10 July 20213363.609733.609730.967320.96732
11 July 20213373.611583.611580.967200.96720
12 July 20213383.613433.613430.967090.96709
13 July 20213393.615283.615280.966980.96698
14 July 20213403.617133.617130.966870.96687
15 July 20213413.618983.618980.966760.96676
16 July 20213423.620833.620830.966640.96664
17 July 20213433.622683.622680.966530.96653
18 July 20213443.624523.624520.966420.96642
19 July 20213453.626373.626370.966300.96630
20 July 20213463.628223.628220.966190.96619
21 July 20213473.630073.630070.966080.96608
22 July 20213483.631923.631920.965970.96597
23 July 20213493.633773.633770.965850.96585
24 July 20213503.635623.635620.965740.96574
25 July 20213513.637463.637460.965630.96563
26 July 20213523.639313.639310.965510.96551
27 July 20213533.641163.641160.965400.96540
28 July 20213543.643013.643010.965280.96528
29 July 20213553.644863.644860.965170.96517
30 July 20213563.646713.646710.965060.96506
31 July 20213573.648563.648560.964940.96494
1 August 20213583.650413.650410.964830.96483
2 August 20213593.652253.652250.964720.96472
3 August 20213603.654103.654100.964600.96460
4 August 20213613.655953.655950.964490.96449
5 August 20213623.657803.657800.964370.96437
6 August 20213633.659653.659650.964260.96426
7 August 20213643.661503.661500.964140.96414
8 August 20213653.663353.663350.964030.96403
8 September 20213963.720653.720650.960440.96044
8 October 20214263.776113.776110.956890.95689
8 November 20214573.833423.833420.953140.95314
8 December 20214873.888883.888880.949440.94944
7 January 20225173.944343.944340.945660.94566
6 February 20225473.999803.999800.941820.94182
9 March 20225784.057114.057110.937770.93777
9 April 20226094.114424.114420.933650.93365
9 May 20226394.169884.169880.929600.92960
9 June 20226704.227194.227190.925340.92534
9 July 20227004.282654.282650.921150.92115
8 August 20227304.338114.338110.916900.91690
7 August 202310945.090215.090210.858500.85850
6 August 202414595.945625.945620.788470.78847
7 August 202518256.803376.803370.711650.71165
7 August 202621907.658777.658770.631580.63158
7 February 202723748.066818.066810.591750.59175
8 August 202725568.405438.405430.555100.55510
8 August 202829229.086409.086400.483160.48316
7 November 202830139.255719.255710.465780.46578
8 August 202932879.765519.765510.415020.41502
7 August 2030365110.3413010.341300.355430.35543
9 August 2031401810.9896010.989600.298270.29827
8 August 2032438311.7236711.723670.244680.24468
8 August 2033474812.2471612.247160.203290.20329
9 August 2034511412.7721012.772100.167040.16704
6 August 2035547612.6356312.635630.150210.15021
7 August 2040730413.6760713.676070.064780.06478
7 August 2045913016.4349316.434930.016390.01639
9 August 20501095816.1361716.136170.007870.00787
9 August 20551278416.1361716.136170.003510.00351
8 August 20601461016.1361716.136170.001570.00157