South African primary bond curve

Curve last updated on 15 November 2019 at 14.32.13 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight16.340006.34000Effective
1 month316.706256.54375Effective

Bond rates

SecurityBid/payOffer/receive
R207.ZA6.900006.90000
R208.ZA6.650006.65000
R2023.ZA7.390007.39000
R186.ZA8.425008.42500
R2030.ZA9.120009.12000
R213.ZA9.330009.33000
R209.ZA9.765009.76500
R2037.ZA9.900009.90000
R2048.ZA10.0850010.08500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
22 November 201916.339456.339450.999830.99983
23 November 201926.351046.345660.999650.99965
24 November 201936.362636.351860.999480.99948
25 November 201946.374236.358070.999300.99930
26 November 201956.385826.364270.999130.99913
27 November 201966.397416.370480.998950.99895
28 November 201976.409006.376690.998770.99878
29 November 201986.420606.382890.998590.99860
30 November 201996.432196.389100.998420.99843
1 December 2019106.443786.395300.998240.99825
2 December 2019116.455376.401510.998060.99807
3 December 2019126.466976.407720.997880.99790
4 December 2019136.478566.413920.997700.99772
5 December 2019146.490156.420130.997510.99754
6 December 2019156.501746.426340.997330.99736
7 December 2019166.513346.432540.997150.99718
8 December 2019176.524936.438750.996970.99701
9 December 2019186.536526.444950.996780.99683
10 December 2019196.548116.451160.996600.99665
11 December 2019206.559716.457370.996410.99647
12 December 2019216.571306.463570.996230.99629
13 December 2019226.582896.469780.996040.99611
14 December 2019236.594486.475980.995850.99593
15 December 2019246.606086.482190.995670.99575
16 December 2019256.617676.488400.995480.99557
17 December 2019266.629266.494600.995290.99538
18 December 2019276.640856.500810.995100.99520
19 December 2019286.652456.507010.994910.99502
20 December 2019296.664046.513220.994720.99484
21 December 2019306.675636.519430.994530.99466
22 December 2019316.687226.525630.994340.99447
23 December 2019326.694616.539750.994150.99428
24 December 2019336.701996.553860.993960.99409
25 December 2019346.709376.567980.993770.99390
26 December 2019356.716756.582090.993580.99371
27 December 2019366.724136.596200.993390.99352
28 December 2019376.731516.610320.993200.99332
29 December 2019386.738896.624430.993010.99313
30 December 2019396.746286.638550.992820.99293
31 December 2019406.753666.652660.992630.99274
1 January 2020416.761046.666780.992430.99254
2 January 2020426.768426.680890.992240.99234
3 January 2020436.775806.695010.992050.99214
4 January 2020446.783186.709120.991860.99195
5 January 2020456.790566.723230.991660.99175
6 January 2020466.797956.737350.991470.99155
7 January 2020476.805336.751460.991280.99134
8 January 2020486.812716.765580.991080.99114
9 January 2020496.820096.779690.990890.99094
10 January 2020506.827476.793810.990690.99074
11 January 2020516.834856.807920.990500.99053
12 January 2020526.842236.822040.990300.99033
13 January 2020536.849626.836150.990100.99012
14 January 2020546.857006.850260.989910.98992
15 January 2020556.864386.864380.989710.98971
16 January 2020566.863626.863620.989520.98952
17 January 2020576.862876.862870.989340.98934
18 January 2020586.862116.862110.989160.98916
19 January 2020596.861366.861360.988970.98897
20 January 2020606.860606.860600.988790.98879
21 January 2020616.859856.859850.988600.98860
22 January 2020626.859096.859090.988420.98842
23 January 2020636.858346.858340.988230.98823
24 January 2020646.857586.857580.988050.98805
25 January 2020656.856836.856830.987860.98786
26 January 2020666.856076.856070.987680.98768
27 January 2020676.855326.855320.987500.98750
28 January 2020686.854566.854560.987310.98731
29 January 2020696.853816.853810.987130.98713
30 January 2020706.853056.853050.986940.98694
31 January 2020716.852306.852300.986760.98676
1 February 2020726.851546.851540.986580.98658
2 February 2020736.850796.850790.986390.98639
3 February 2020746.850036.850030.986210.98621
4 February 2020756.849286.849280.986020.98602
5 February 2020766.848526.848520.985840.98584
6 February 2020776.847776.847770.985660.98566
7 February 2020786.847016.847010.985470.98547
8 February 2020796.846266.846260.985290.98529
9 February 2020806.845506.845500.985110.98511
10 February 2020816.844756.844750.984930.98493
11 February 2020826.843996.843990.984740.98474
12 February 2020836.843246.843240.984560.98456
13 February 2020846.842486.842480.984380.98438
14 February 2020856.841736.841730.984190.98419
15 February 2020866.840976.840970.984010.98401
16 February 2020876.840226.840220.983830.98383
17 February 2020886.839466.839460.983650.98365
18 February 2020896.838716.838710.983460.98346
19 February 2020906.837956.837950.983280.98328
20 February 2020916.837206.837200.983100.98310
21 February 2020926.836446.836440.982920.98292
22 February 2020936.835696.835690.982730.98273
23 February 2020946.834936.834930.982550.98255
24 February 2020956.834186.834180.982370.98237
25 February 2020966.833426.833420.982190.98219
26 February 2020976.832676.832670.982010.98201
27 February 2020986.831916.831910.981820.98182
28 February 2020996.831166.831160.981640.98164
29 February 20201006.830406.830400.981460.98146
1 March 20201016.829656.829650.981280.98128
2 March 20201026.828896.828890.981100.98110
3 March 20201036.828146.828140.980920.98092
4 March 20201046.827386.827380.980730.98073
5 March 20201056.826636.826630.980550.98055
6 March 20201066.825876.825870.980370.98037
7 March 20201076.825126.825120.980190.98019
8 March 20201086.824366.824360.980010.98001
9 March 20201096.823616.823610.979830.97983
10 March 20201106.822856.822850.979650.97965
11 March 20201116.822106.822100.979470.97947
12 March 20201126.821346.821340.979290.97929
13 March 20201136.820596.820590.979110.97911
14 March 20201146.819836.819830.978930.97893
15 March 20201156.819086.819080.978740.97874
16 March 20201166.818326.818320.978560.97856
17 March 20201176.817576.817570.978380.97838
18 March 20201186.816816.816810.978200.97820
19 March 20201196.816066.816060.978020.97802
20 March 20201206.815306.815300.977840.97784
21 March 20201216.814556.814550.977660.97766
22 March 20201226.813796.813790.977480.97748
23 March 20201236.813046.813040.977300.97730
24 March 20201246.812286.812280.977120.97712
25 March 20201256.811536.811530.976940.97694
26 March 20201266.810776.810770.976760.97676
27 March 20201276.810026.810020.976580.97658
28 March 20201286.809266.809260.976400.97640
29 March 20201296.808516.808510.976220.97622
30 March 20201306.807756.807750.976040.97604
31 March 20201316.807006.807000.975870.97587
1 April 20201326.806246.806240.975690.97569
2 April 20201336.805496.805490.975510.97551
3 April 20201346.804736.804730.975330.97533
4 April 20201356.803986.803980.975150.97515
5 April 20201366.803226.803220.974970.97497
6 April 20201376.802476.802470.974790.97479
7 April 20201386.801716.801710.974610.97461
8 April 20201396.800966.800960.974430.97443
9 April 20201406.800206.800200.974250.97425
10 April 20201416.799456.799450.974080.97408
11 April 20201426.798696.798690.973900.97390
12 April 20201436.797946.797940.973720.97372
13 April 20201446.797186.797180.973540.97354
14 April 20201456.796436.796430.973360.97336
15 April 20201466.795676.795670.973180.97318
16 April 20201476.794926.794920.973010.97301
17 April 20201486.794166.794160.972830.97283
18 April 20201496.793416.793410.972650.97265
19 April 20201506.792656.792650.972470.97247
20 April 20201516.791906.791900.972290.97229
21 April 20201526.791146.791140.972120.97212
22 April 20201536.790396.790390.971940.97194
23 April 20201546.789636.789630.971760.97176
24 April 20201556.788886.788880.971580.97158
25 April 20201566.788126.788120.971400.97140
26 April 20201576.787376.787370.971230.97123
27 April 20201586.786616.786610.971050.97105
28 April 20201596.785866.785860.970870.97087
29 April 20201606.785106.785100.970700.97070
30 April 20201616.784356.784350.970520.97052
1 May 20201626.783596.783590.970340.97034
2 May 20201636.782846.782840.970160.97016
3 May 20201646.782086.782080.969990.96999
4 May 20201656.781336.781330.969810.96981
5 May 20201666.780576.780570.969630.96963
6 May 20201676.779826.779820.969460.96946
7 May 20201686.779066.779060.969280.96928
8 May 20201696.778316.778310.969100.96910
9 May 20201706.777556.777550.968930.96893
10 May 20201716.776806.776800.968750.96875
11 May 20201726.776046.776040.968570.96857
12 May 20201736.775296.775290.968400.96840
13 May 20201746.774536.774530.968220.96822
14 May 20201756.773786.773780.968040.96804
15 May 20201766.773026.773020.967870.96787
16 May 20201776.772276.772270.967690.96769
17 May 20201786.771516.771510.967520.96752
18 May 20201796.770766.770760.967340.96734
19 May 20201806.770006.770000.967160.96716
20 May 20201816.769256.769250.966990.96699
21 May 20201826.768496.768490.966810.96681
22 May 20201836.767746.767740.966640.96664
23 May 20201846.766986.766980.966460.96646
24 May 20201856.766236.766230.966290.96629
25 May 20201866.765476.765470.966110.96611
26 May 20201876.764726.764720.965940.96594
27 May 20201886.763966.763960.965760.96576
28 May 20201896.763216.763210.965590.96559
29 May 20201906.762456.762450.965410.96541
30 May 20201916.761706.761700.965240.96524
31 May 20201926.760946.760940.965060.96506
1 June 20201936.760196.760190.964890.96489
2 June 20201946.759436.759430.964710.96471
3 June 20201956.758686.758680.964540.96454
4 June 20201966.757926.757920.964360.96436
5 June 20201976.757176.757170.964190.96419
6 June 20201986.756416.756410.964010.96401
7 June 20201996.755666.755660.963840.96384
8 June 20202006.754906.754900.963660.96366
9 June 20202016.754156.754150.963490.96349
10 June 20202026.753396.753390.963310.96331
11 June 20202036.752646.752640.963140.96314
12 June 20202046.751886.751880.962970.96297
13 June 20202056.751136.751130.962790.96279
14 June 20202066.750376.750370.962620.96262
15 June 20202076.749626.749620.962440.96244
16 June 20202086.748866.748860.962270.96227
17 June 20202096.748116.748110.962100.96210
18 June 20202106.747356.747350.961920.96192
19 June 20202116.746606.746600.961750.96175
20 June 20202126.745846.745840.961580.96158
21 June 20202136.745096.745090.961400.96140
22 June 20202146.744336.744330.961230.96123
23 June 20202156.743586.743580.961060.96106
24 June 20202166.742826.742820.960880.96088
25 June 20202176.742076.742070.960710.96071
26 June 20202186.741316.741310.960540.96054
27 June 20202196.740566.740560.960360.96036
28 June 20202206.739806.739800.960190.96019
29 June 20202216.739056.739050.960020.96002
30 June 20202226.738296.738290.959840.95984
1 July 20202236.737546.737540.959670.95967
2 July 20202246.736786.736780.959500.95950
3 July 20202256.736036.736030.959330.95933
4 July 20202266.735276.735270.959150.95915
5 July 20202276.734526.734520.958980.95898
6 July 20202286.733766.733760.958810.95881
7 July 20202296.733016.733010.958640.95864
8 July 20202306.732256.732250.958460.95846
9 July 20202316.731506.731500.958290.95829
10 July 20202326.730746.730740.958120.95812
11 July 20202336.729996.729990.957950.95795
12 July 20202346.729236.729230.957780.95778
13 July 20202356.728486.728480.957600.95760
14 July 20202366.727726.727720.957430.95743
15 July 20202376.726976.726970.957260.95726
16 July 20202386.726216.726210.957090.95709
17 July 20202396.725466.725460.956920.95692
18 July 20202406.724706.724700.956750.95675
19 July 20202416.723956.723950.956570.95657
20 July 20202426.723196.723190.956400.95640
21 July 20202436.722446.722440.956230.95623
22 July 20202446.721686.721680.956060.95606
23 July 20202456.720936.720930.955890.95589
24 July 20202466.720176.720170.955720.95572
25 July 20202476.719426.719420.955550.95555
26 July 20202486.718666.718660.955380.95538
27 July 20202496.717916.717910.955210.95521
28 July 20202506.717156.717150.955030.95503
29 July 20202516.716406.716400.954860.95486
30 July 20202526.715646.715640.954690.95469
31 July 20202536.714896.714890.954520.95452
1 August 20202546.714136.714130.954350.95435
2 August 20202556.713386.713380.954180.95418
3 August 20202566.712626.712620.954010.95401
4 August 20202576.711876.711870.953840.95384
5 August 20202586.711116.711110.953670.95367
6 August 20202596.710366.710360.953500.95350
7 August 20202606.709606.709600.953330.95333
8 August 20202616.708856.708850.953160.95316
9 August 20202626.708096.708090.952990.95299
10 August 20202636.707346.707340.952820.95282
11 August 20202646.706586.706580.952650.95265
12 August 20202656.705836.705830.952480.95248
13 August 20202666.705076.705070.952310.95231
14 August 20202676.704326.704320.952140.95214
15 August 20202686.703566.703560.951970.95197
16 August 20202696.702816.702810.951800.95180
17 August 20202706.702056.702050.951630.95163
18 August 20202716.701306.701300.951460.95146
19 August 20202726.700546.700540.951290.95129
20 August 20202736.699796.699790.951120.95112
21 August 20202746.699036.699030.950960.95096
22 August 20202756.698286.698280.950790.95079
23 August 20202766.697526.697520.950620.95062
24 August 20202776.696776.696770.950450.95045
25 August 20202786.696016.696010.950280.95028
26 August 20202796.695266.695260.950110.95011
27 August 20202806.694506.694500.949940.94994
28 August 20202816.693756.693750.949770.94977
29 August 20202826.692996.692990.949600.94960
30 August 20202836.692246.692240.949440.94944
31 August 20202846.691486.691480.949270.94927
1 September 20202856.690736.690730.949100.94910
2 September 20202866.689976.689970.948930.94893
3 September 20202876.689226.689220.948760.94876
4 September 20202886.688466.688460.948590.94859
5 September 20202896.687716.687710.948430.94843
6 September 20202906.686956.686950.948260.94826
7 September 20202916.686206.686200.948090.94809
8 September 20202926.685446.685440.947920.94792
9 September 20202936.684696.684690.947750.94775
10 September 20202946.683936.683930.947590.94759
11 September 20202956.683186.683180.947420.94742
12 September 20202966.682426.682420.947250.94725
13 September 20202976.681676.681670.947080.94708
14 September 20202986.680916.680910.946920.94692
15 September 20202996.680166.680160.946750.94675
16 September 20203006.679406.679400.946580.94658
17 September 20203016.678656.678650.946410.94641
18 September 20203026.677896.677890.946250.94625
19 September 20203036.677146.677140.946080.94608
20 September 20203046.676386.676380.945910.94591
21 September 20203056.675636.675630.945740.94574
22 September 20203066.674876.674870.945580.94558
23 September 20203076.674126.674120.945410.94541
24 September 20203086.673366.673360.945240.94524
25 September 20203096.672616.672610.945080.94508
26 September 20203106.671856.671850.944910.94491
27 September 20203116.671106.671100.944740.94474
28 September 20203126.670346.670340.944580.94458
29 September 20203136.669596.669590.944410.94441
30 September 20203146.668836.668830.944240.94424
1 October 20203156.668086.668080.944080.94408
2 October 20203166.667326.667320.943910.94391
3 October 20203176.666576.666570.943750.94375
4 October 20203186.665816.665810.943580.94358
5 October 20203196.665066.665060.943410.94341
6 October 20203206.664306.664300.943250.94325
7 October 20203216.663556.663550.943080.94308
8 October 20203226.662796.662790.942920.94292
9 October 20203236.662046.662040.942750.94275
10 October 20203246.661286.661280.942580.94258
11 October 20203256.660536.660530.942420.94242
12 October 20203266.659776.659770.942250.94225
13 October 20203276.659026.659020.942090.94209
14 October 20203286.658266.658260.941920.94192
15 October 20203296.657516.657510.941760.94176
16 October 20203306.656756.656750.941590.94159
17 October 20203316.656006.656000.941430.94143
18 October 20203326.655246.655240.941260.94126
19 October 20203336.654496.654490.941100.94110
20 October 20203346.653736.653730.940930.94093
21 October 20203356.652986.652980.940770.94077
22 October 20203366.652226.652220.940600.94060
23 October 20203376.651476.651470.940440.94044
24 October 20203386.650716.650710.940270.94027
25 October 20203396.649966.649960.940110.94011
26 October 20203406.649206.649200.939940.93994
27 October 20203416.648456.648450.939780.93978
28 October 20203426.647696.647690.939610.93961
29 October 20203436.646946.646940.939450.93945
30 October 20203446.646186.646180.939280.93928
31 October 20203456.645436.645430.939120.93912
1 November 20203466.644676.644670.938950.93895
2 November 20203476.643926.643920.938790.93879
3 November 20203486.643166.643160.938630.93863
4 November 20203496.642416.642410.938460.93846
5 November 20203506.641656.641650.938300.93830
6 November 20203516.640906.640900.938130.93813
7 November 20203526.640146.640140.937970.93797
8 November 20203536.639396.639390.937810.93781
9 November 20203546.638636.638630.937640.93764
10 November 20203556.637886.637880.937480.93748
11 November 20203566.637126.637120.937320.93732
12 November 20203576.636376.636370.937150.93715
13 November 20203586.635616.635610.936990.93699
14 November 20203596.634866.634860.936830.93683
15 November 20203606.634106.634100.936660.93666
16 November 20203616.633356.633350.936500.93650
17 November 20203626.632596.632590.936340.93634
18 November 20203636.631846.631840.936170.93617
19 November 20203646.631086.631080.936010.93601
20 November 20203656.630336.630330.935850.93585
21 December 20203966.606926.606920.930830.93083
20 January 20214266.584276.584270.926030.92603
20 February 20214576.560876.560870.921140.92114
22 March 20214876.538226.538220.916460.91646
21 April 20215176.554576.554570.911340.91134
21 May 20215476.587636.587630.905990.90599
21 June 20215786.621796.621790.900450.90045
22 July 20216096.655956.655950.894890.89489
21 August 20216396.689026.689010.889490.88949
21 September 20216706.723186.723180.883900.88390
21 October 20217006.756246.756240.878470.87847
20 November 20217306.789306.789300.873030.87303
19 November 202210947.190447.190440.806130.80613
19 November 202314597.529877.529900.740090.74009
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22 May 202623748.320538.320650.582060.58206
20 November 202625568.477798.477930.552290.55229
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19 November 202936519.268659.268630.395690.39569
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