South African primary bond curve

Curve last updated on 18 January 2021 at 09.55.17 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.310003.31000Effective
1 month303.492003.49200Effective

Bond rates

SecurityBid/payOffer/receive
R208.ZA3.705003.70500
R2023.ZA4.460004.46000
R186.ZA6.650006.65000
R2030.ZA8.820008.82000
R213.ZA9.310009.31000
R2032.ZA9.785009.78500
R2035.ZA10.6300010.63000
R209.ZA10.5550010.55500
R2037.ZA10.9100010.91000
R2040.ZA11.0350011.03500
R214.ZA10.9600010.96000
R2044.ZA11.1300011.13000
R2048.ZA11.0400011.04000



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
20 January 202113.309853.309850.999910.99991
21 January 202123.315963.315960.999820.99982
22 January 202133.322073.322070.999730.99973
23 January 202143.328183.328180.999640.99964
24 January 202153.334283.334280.999540.99954
25 January 202163.340393.340390.999450.99945
26 January 202173.346503.346500.999360.99936
27 January 202183.352613.352610.999270.99927
28 January 202193.358723.358720.999170.99917
29 January 2021103.364833.364830.999080.99908
30 January 2021113.370943.370940.998980.99898
31 January 2021123.377043.377040.998890.99889
1 February 2021133.383153.383150.998800.99880
2 February 2021143.389263.389260.998700.99870
3 February 2021153.395373.395370.998610.99861
4 February 2021163.401483.401480.998510.99851
5 February 2021173.407593.407590.998410.99841
6 February 2021183.413703.413700.998320.99832
7 February 2021193.419803.419800.998220.99822
8 February 2021203.425913.425910.998120.99812
9 February 2021213.432023.432020.998030.99803
10 February 2021223.438133.438130.997930.99793
11 February 2021233.444243.444240.997830.99783
12 February 2021243.450353.450350.997730.99773
13 February 2021253.456463.456460.997640.99764
14 February 2021263.462563.462560.997540.99754
15 February 2021273.468673.468670.997440.99744
16 February 2021283.474783.474780.997340.99734
17 February 2021293.480893.480890.997240.99724
18 February 2021303.487003.487000.997140.99714
19 February 2021313.491993.491990.997040.99704
20 February 2021323.496983.496980.996940.99694
21 February 2021333.501983.501980.996840.99684
22 February 2021343.506973.506970.996740.99674
23 February 2021353.511963.511960.996640.99664
24 February 2021363.516963.516960.996540.99654
25 February 2021373.521953.521950.996440.99644
26 February 2021383.526943.526940.996330.99633
27 February 2021393.531943.531940.996230.99623
28 February 2021403.536933.536930.996130.99613
1 March 2021413.541923.541920.996030.99603
2 March 2021423.546913.546910.995930.99593
3 March 2021433.551913.551910.995820.99582
4 March 2021443.556903.556900.995720.99572
5 March 2021453.561893.561890.995620.99562
6 March 2021463.566893.566890.995510.99551
7 March 2021473.571883.571880.995410.99541
8 March 2021483.576873.576870.995310.99531
9 March 2021493.581863.581860.995200.99520
10 March 2021503.586863.586860.995100.99510
11 March 2021513.591853.591850.994990.99499
12 March 2021523.596843.596840.994890.99489
13 March 2021533.601843.601840.994780.99478
14 March 2021543.606833.606830.994680.99468
15 March 2021553.611823.611820.994570.99457
16 March 2021563.616823.616820.994470.99447
17 March 2021573.621813.621810.994360.99436
18 March 2021583.626803.626800.994250.99425
19 March 2021593.631793.631790.994150.99415
20 March 2021603.636793.636790.994040.99404
21 March 2021613.641783.641780.993930.99393
22 March 2021623.646773.646770.993820.99382
23 March 2021633.651773.651770.993720.99372
24 March 2021643.656763.656760.993610.99361
25 March 2021653.661753.661750.993500.99350
26 March 2021663.666753.666750.993390.99339
27 March 2021673.671743.671740.993280.99328
28 March 2021683.676733.676730.993170.99317
29 March 2021693.681723.681720.993060.99306
30 March 2021703.686723.686720.992950.99295
31 March 2021713.691713.691710.992840.99284
1 April 2021723.692773.692770.992740.99274
2 April 2021733.693833.693830.992640.99264
3 April 2021743.694893.694890.992540.99254
4 April 2021753.695953.695950.992430.99243
5 April 2021763.697013.697010.992330.99233
6 April 2021773.698083.698080.992230.99223
7 April 2021783.699143.699140.992130.99213
8 April 2021793.700203.700200.992020.99202
9 April 2021803.701263.701260.991920.99192
10 April 2021813.702323.702320.991820.99182
11 April 2021823.703383.703380.991710.99171
12 April 2021833.704443.704440.991610.99161
13 April 2021843.705503.705500.991510.99151
14 April 2021853.706563.706560.991410.99141
15 April 2021863.707623.707620.991300.99130
16 April 2021873.708693.708690.991200.99120
17 April 2021883.709753.709750.991100.99110
18 April 2021893.710813.710810.990990.99099
19 April 2021903.711873.711870.990890.99089
20 April 2021913.712933.712930.990790.99079
21 April 2021923.713993.713990.990680.99068
22 April 2021933.715053.715050.990580.99058
23 April 2021943.716113.716110.990480.99048
24 April 2021953.717173.717170.990370.99037
25 April 2021963.718233.718230.990270.99027
26 April 2021973.719293.719290.990160.99016
27 April 2021983.720363.720360.990060.99006
28 April 2021993.721423.721420.989960.98996
29 April 20211003.722483.722480.989850.98985
30 April 20211013.723543.723540.989750.98975
1 May 20211023.724603.724600.989650.98965
2 May 20211033.725663.725660.989540.98954
3 May 20211043.726723.726720.989440.98944
4 May 20211053.727783.727780.989330.98933
5 May 20211063.728843.728840.989230.98923
6 May 20211073.729903.729900.989130.98913
7 May 20211083.730963.730960.989020.98902
8 May 20211093.732033.732030.988920.98892
9 May 20211103.733093.733090.988810.98881
10 May 20211113.734153.734150.988710.98871
11 May 20211123.735213.735210.988600.98860
12 May 20211133.736273.736270.988500.98850
13 May 20211143.737333.737330.988400.98840
14 May 20211153.738393.738390.988290.98829
15 May 20211163.739453.739450.988190.98819
16 May 20211173.740513.740510.988080.98808
17 May 20211183.741573.741570.987980.98798
18 May 20211193.742643.742640.987870.98787
19 May 20211203.743703.743700.987770.98777
20 May 20211213.744763.744760.987660.98766
21 May 20211223.745823.745820.987560.98756
22 May 20211233.746883.746880.987450.98745
23 May 20211243.747943.747940.987350.98735
24 May 20211253.749003.749000.987240.98724
25 May 20211263.750063.750060.987140.98714
26 May 20211273.751123.751120.987030.98703
27 May 20211283.752183.752180.986930.98693
28 May 20211293.753243.753240.986820.98682
29 May 20211303.754313.754310.986720.98672
30 May 20211313.755373.755370.986610.98661
31 May 20211323.756433.756430.986510.98651
1 June 20211333.757493.757490.986400.98640
2 June 20211343.758553.758550.986300.98630
3 June 20211353.759613.759610.986190.98619
4 June 20211363.760673.760670.986090.98609
5 June 20211373.761733.761730.985980.98598
6 June 20211383.762793.762790.985870.98587
7 June 20211393.763853.763850.985770.98577
8 June 20211403.764913.764910.985660.98566
9 June 20211413.765983.765980.985560.98556
10 June 20211423.767043.767040.985450.98545
11 June 20211433.768103.768100.985350.98535
12 June 20211443.769163.769160.985240.98524
13 June 20211453.770223.770220.985130.98513
14 June 20211463.771283.771280.985030.98503
15 June 20211473.772343.772340.984920.98492
16 June 20211483.773403.773400.984820.98482
17 June 20211493.774463.774460.984710.98471
18 June 20211503.775523.775520.984600.98460
19 June 20211513.776593.776590.984500.98450
20 June 20211523.777653.777650.984390.98439
21 June 20211533.778713.778710.984290.98429
22 June 20211543.779773.779770.984180.98418
23 June 20211553.780833.780830.984070.98407
24 June 20211563.781893.781890.983970.98397
25 June 20211573.782953.782950.983860.98386
26 June 20211583.784013.784010.983750.98375
27 June 20211593.785073.785070.983650.98365
28 June 20211603.786133.786130.983540.98354
29 June 20211613.787193.787190.983430.98343
30 June 20211623.788263.788260.983330.98333
1 July 20211633.789323.789320.983220.98322
2 July 20211643.790383.790380.983110.98311
3 July 20211653.791443.791440.983010.98301
4 July 20211663.792503.792500.982900.98290
5 July 20211673.793563.793560.982790.98279
6 July 20211683.794623.794620.982690.98269
7 July 20211693.795683.795680.982580.98258
8 July 20211703.796743.796740.982470.98247
9 July 20211713.797803.797800.982370.98237
10 July 20211723.798863.798860.982260.98226
11 July 20211733.799933.799930.982150.98215
12 July 20211743.800993.800990.982040.98204
13 July 20211753.802053.802050.981940.98194
14 July 20211763.803113.803110.981830.98183
15 July 20211773.804173.804170.981720.98172
16 July 20211783.805233.805230.981610.98161
17 July 20211793.806293.806290.981510.98151
18 July 20211803.807353.807350.981400.98140
19 July 20211813.808413.808410.981290.98129
20 July 20211823.809473.809470.981180.98118
21 July 20211833.810543.810540.981080.98108
22 July 20211843.811603.811600.980970.98097
23 July 20211853.812663.812660.980860.98086
24 July 20211863.813723.813720.980750.98075
25 July 20211873.814783.814780.980650.98065
26 July 20211883.815843.815840.980540.98054
27 July 20211893.816903.816900.980430.98043
28 July 20211903.817963.817960.980320.98032
29 July 20211913.819023.819020.980210.98021
30 July 20211923.820083.820080.980110.98011
31 July 20211933.821143.821140.980000.98000
1 August 20211943.822213.822210.979890.97989
2 August 20211953.823273.823270.979780.97978
3 August 20211963.824333.824330.979670.97967
4 August 20211973.825393.825390.979570.97957
5 August 20211983.826453.826450.979460.97946
6 August 20211993.827513.827510.979350.97935
7 August 20212003.828573.828570.979240.97924
8 August 20212013.829633.829630.979130.97913
9 August 20212023.830693.830690.979020.97902
10 August 20212033.831753.831750.978910.97891
11 August 20212043.832813.832810.978810.97881
12 August 20212053.833883.833880.978700.97870
13 August 20212063.834943.834940.978590.97859
14 August 20212073.836003.836000.978480.97848
15 August 20212083.837063.837060.978370.97837
16 August 20212093.838123.838120.978260.97826
17 August 20212103.839183.839180.978150.97815
18 August 20212113.840243.840240.978040.97804
19 August 20212123.841303.841300.977940.97794
20 August 20212133.842363.842360.977830.97783
21 August 20212143.843423.843420.977720.97772
22 August 20212153.844483.844480.977610.97761
23 August 20212163.845553.845550.977500.97750
24 August 20212173.846613.846610.977390.97739
25 August 20212183.847673.847670.977280.97728
26 August 20212193.848733.848730.977170.97717
27 August 20212203.849793.849790.977060.97706
28 August 20212213.850853.850850.976950.97695
29 August 20212223.851913.851910.976840.97684
30 August 20212233.852973.852970.976730.97673
31 August 20212243.854033.854030.976630.97663
1 September 20212253.855093.855090.976520.97652
2 September 20212263.856163.856160.976410.97641
3 September 20212273.857223.857220.976300.97630
4 September 20212283.858283.858280.976190.97619
5 September 20212293.859343.859340.976080.97608
6 September 20212303.860403.860400.975970.97597
7 September 20212313.861463.861460.975860.97586
8 September 20212323.862523.862520.975750.97575
9 September 20212333.863583.863580.975640.97564
10 September 20212343.864643.864640.975530.97553
11 September 20212353.865703.865700.975420.97542
12 September 20212363.866763.866760.975310.97531
13 September 20212373.867833.867830.975200.97520
14 September 20212383.868893.868890.975090.97509
15 September 20212393.869953.869950.974980.97498
16 September 20212403.871013.871010.974870.97487
17 September 20212413.872073.872070.974760.97476
18 September 20212423.873133.873130.974650.97465
19 September 20212433.874193.874190.974540.97454
20 September 20212443.875253.875250.974430.97443
21 September 20212453.876313.876310.974320.97432
22 September 20212463.877373.877370.974210.97421
23 September 20212473.878433.878430.974100.97410
24 September 20212483.879503.879500.973990.97399
25 September 20212493.880563.880560.973870.97387
26 September 20212503.881623.881620.973760.97376
27 September 20212513.882683.882680.973650.97365
28 September 20212523.883743.883740.973540.97354
29 September 20212533.884803.884800.973430.97343
30 September 20212543.885863.885860.973320.97332
1 October 20212553.886923.886920.973210.97321
2 October 20212563.887983.887980.973100.97310
3 October 20212573.889043.889040.972990.97299
4 October 20212583.890113.890110.972880.97288
5 October 20212593.891173.891170.972770.97277
6 October 20212603.892233.892230.972660.97266
7 October 20212613.893293.893290.972540.97254
8 October 20212623.894353.894350.972430.97243
9 October 20212633.895413.895410.972320.97232
10 October 20212643.896473.896470.972210.97221
11 October 20212653.897533.897530.972100.97210
12 October 20212663.898593.898590.971990.97199
13 October 20212673.899653.899650.971880.97188
14 October 20212683.900713.900710.971770.97177
15 October 20212693.901783.901780.971650.97165
16 October 20212703.902843.902840.971540.97154
17 October 20212713.903903.903900.971430.97143
18 October 20212723.904963.904960.971320.97132
19 October 20212733.906023.906020.971210.97121
20 October 20212743.907083.907080.971100.97110
21 October 20212753.908143.908140.970980.97098
22 October 20212763.909203.909200.970870.97087
23 October 20212773.910263.910260.970760.97076
24 October 20212783.911323.911320.970650.97065
25 October 20212793.912383.912380.970540.97054
26 October 20212803.913453.913450.970430.97043
27 October 20212813.914513.914510.970310.97031
28 October 20212823.915573.915570.970200.97020
29 October 20212833.916633.916630.970090.97009
30 October 20212843.917693.917690.969980.96998
31 October 20212853.918753.918750.969870.96987
1 November 20212863.919813.919810.969750.96975
2 November 20212873.920873.920870.969640.96964
3 November 20212883.921933.921930.969530.96953
4 November 20212893.922993.922990.969420.96942
5 November 20212903.924063.924060.969300.96930
6 November 20212913.925123.925120.969190.96919
7 November 20212923.926183.926180.969080.96908
8 November 20212933.927243.927240.968970.96897
9 November 20212943.928303.928300.968850.96885
10 November 20212953.929363.929360.968740.96874
11 November 20212963.930423.930420.968630.96863
12 November 20212973.931483.931480.968520.96852
13 November 20212983.932543.932540.968400.96840
14 November 20212993.933603.933600.968290.96829
15 November 20213003.934663.934660.968180.96818
16 November 20213013.935733.935730.968060.96806
17 November 20213023.936793.936790.967950.96795
18 November 20213033.937853.937850.967840.96784
19 November 20213043.938913.938910.967730.96773
20 November 20213053.939973.939970.967610.96761
21 November 20213063.941033.941030.967500.96750
22 November 20213073.942093.942090.967390.96739
23 November 20213083.943153.943150.967270.96727
24 November 20213093.944213.944210.967160.96716
25 November 20213103.945273.945270.967050.96705
26 November 20213113.946333.946330.966930.96693
27 November 20213123.947403.947400.966820.96682
28 November 20213133.948463.948460.966710.96671
29 November 20213143.949523.949520.966590.96659
30 November 20213153.950583.950580.966480.96648
1 December 20213163.951643.951640.966370.96637
2 December 20213173.952703.952700.966250.96625
3 December 20213183.953763.953760.966140.96614
4 December 20213193.954823.954820.966030.96603
5 December 20213203.955883.955880.965910.96591
6 December 20213213.956943.956940.965800.96580
7 December 20213223.958003.958000.965690.96569
8 December 20213233.959073.959070.965570.96557
9 December 20213243.960133.960130.965460.96546
10 December 20213253.961193.961190.965340.96534
11 December 20213263.962253.962250.965230.96523
12 December 20213273.963313.963310.965120.96512
13 December 20213283.964373.964370.965000.96500
14 December 20213293.965433.965430.964890.96489
15 December 20213303.966493.966490.964770.96477
16 December 20213313.967553.967550.964660.96466
17 December 20213323.968613.968610.964550.96455
18 December 20213333.969683.969680.964430.96443
19 December 20213343.970743.970740.964320.96432
20 December 20213353.971803.971800.964200.96420
21 December 20213363.972863.972860.964090.96409
22 December 20213373.973923.973920.963970.96397
23 December 20213383.974983.974980.963860.96386
24 December 20213393.976043.976040.963750.96375
25 December 20213403.977103.977100.963630.96363
26 December 20213413.978163.978160.963520.96352
27 December 20213423.979223.979220.963400.96340
28 December 20213433.980283.980280.963290.96329
29 December 20213443.981353.981350.963170.96317
30 December 20213453.982413.982410.963060.96306
31 December 20213463.983473.983470.962940.96294
1 January 20223473.984533.984530.962830.96283
2 January 20223483.985593.985590.962710.96271
3 January 20223493.986653.986650.962600.96260
4 January 20223503.987713.987710.962480.96248
5 January 20223513.988773.988770.962370.96237
6 January 20223523.989833.989830.962250.96225
7 January 20223533.990893.990890.962140.96214
8 January 20223543.991953.991950.962020.96202
9 January 20223553.993023.993020.961910.96191
10 January 20223563.994083.994080.961790.96179
11 January 20223573.995143.995140.961680.96168
12 January 20223583.996203.996200.961560.96156
13 January 20223593.997263.997260.961450.96145
14 January 20223603.998323.998320.961330.96133
15 January 20223613.999383.999380.961220.96122
16 January 20223624.000444.000440.961100.96110
17 January 20223634.001504.001500.960990.96099
18 January 20223644.002564.002560.960870.96087
19 January 20223654.003634.003630.960750.96075
19 February 20223964.036514.036510.957150.95715
21 March 20224264.068344.068340.953630.95363
21 April 20224574.101234.101230.949950.94995
21 May 20224874.133064.133060.946350.94635
20 June 20225174.164894.164890.942710.94271
20 July 20225474.196724.196720.939040.93904
20 August 20225784.229604.229600.935220.93522
20 September 20226094.262494.262490.931350.93135
20 October 20226394.294324.294320.927580.92758
20 November 20226704.327214.327210.923640.92364
20 December 20227004.359044.359040.919800.91980
19 January 20237304.390874.390870.915930.91593
18 January 202410945.004215.004210.860720.86072
17 January 202514595.647365.647360.797930.79793
18 January 202618256.292286.292280.730070.73007
18 January 202721906.951176.951170.658970.65897
21 July 202723747.378857.378850.618830.61883
19 January 202825567.801877.801870.579060.57906
19 January 202929228.652578.652570.500230.50023
20 April 202930138.864088.864080.481080.48108
19 January 203032879.500949.500940.425030.42503
18 January 2031365110.0116510.011650.367350.36735
20 January 2032401810.8202110.820210.303880.30388
19 January 2033438311.4522211.452220.252790.25279
19 January 2034474812.0334312.033430.209020.20902
20 January 2035511412.6162312.616230.170730.17073
17 January 2036547611.8829111.882910.168170.16817
18 January 2041730412.5921112.592110.080480.08048
18 January 2046913013.8345713.834570.031410.03141
20 January 20511095813.3867413.386740.017970.01797
20 January 20561278413.3867413.386740.009200.00920
19 January 20611461013.3867413.386740.004710.00471