South African primary bond curve

Curve last updated on 3 September 2021 at 09.47.09 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.330003.33000Effective
1 month303.483003.48300Effective
3 months913.667003.66700Effective
6 months1824.142004.14200Effective
1 year3654.717004.71700Effective

Bond rates

SecurityBid/payOffer/receive
R2023.ZA4.915004.91500
R186.ZA7.290007.29000
R2030.ZA8.750008.75000
R213.ZA9.095009.09500
R2032.ZA9.415009.41500
R2035.ZA9.955009.95500
R209.ZA9.955009.95500
R2037.ZA10.2150010.21500
R2040.ZA10.3050010.30500
R214.ZA10.3300010.33000
R2044.ZA10.3650010.36500
R2048.ZA10.2950010.29500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
23 September 202113.329853.329850.999910.99991
24 September 202123.334963.334960.999820.99982
25 September 202133.340073.340070.999730.99973
26 September 202143.345183.345180.999630.99963
27 September 202153.350293.350290.999540.99954
28 September 202163.355403.355400.999450.99945
29 September 202173.360513.360510.999360.99936
30 September 202183.365613.365610.999260.99926
1 October 202193.370723.370720.999170.99917
2 October 2021103.375833.375830.999080.99908
3 October 2021113.380943.380940.998980.99898
4 October 2021123.386053.386050.998890.99889
5 October 2021133.391163.391160.998790.99879
6 October 2021143.396273.396270.998700.99870
7 October 2021153.401383.401380.998600.99860
8 October 2021163.406493.406490.998510.99851
9 October 2021173.411603.411600.998410.99841
10 October 2021183.416713.416710.998320.99832
11 October 2021193.421823.421820.998220.99822
12 October 2021203.426933.426930.998120.99812
13 October 2021213.432043.432040.998030.99803
14 October 2021223.437153.437150.997930.99793
15 October 2021233.442263.442260.997830.99783
16 October 2021243.447373.447370.997740.99774
17 October 2021253.452483.452480.997640.99764
18 October 2021263.457593.457590.997540.99754
19 October 2021273.462703.462700.997440.99744
20 October 2021283.467813.467810.997340.99734
21 October 2021293.472913.472910.997240.99724
22 October 2021303.478023.478020.997150.99715
23 October 2021313.480853.480850.997050.99705
24 October 2021323.483673.483670.996950.99695
25 October 2021333.486503.486500.996850.99685
26 October 2021343.489323.489320.996760.99676
27 October 2021353.492153.492150.996660.99666
28 October 2021363.494973.494970.996560.99656
29 October 2021373.497803.497800.996460.99646
30 October 2021383.500623.500620.996360.99636
31 October 2021393.503453.503450.996260.99626
1 November 2021403.506273.506270.996160.99616
2 November 2021413.509103.509100.996070.99607
3 November 2021423.511923.511920.995970.99597
4 November 2021433.514753.514750.995870.99587
5 November 2021443.517573.517570.995770.99577
6 November 2021453.520403.520400.995670.99567
7 November 2021463.523223.523220.995570.99557
8 November 2021473.526053.526050.995470.99547
9 November 2021483.528873.528870.995370.99537
10 November 2021493.531703.531700.995270.99527
11 November 2021503.534523.534520.995170.99517
12 November 2021513.537353.537350.995070.99507
13 November 2021523.540173.540170.994970.99497
14 November 2021533.543003.543000.994870.99487
15 November 2021543.545823.545820.994770.99477
16 November 2021553.548643.548640.994670.99467
17 November 2021563.551473.551470.994570.99457
18 November 2021573.554293.554290.994460.99446
19 November 2021583.557123.557120.994360.99436
20 November 2021593.559943.559940.994260.99426
21 November 2021603.562773.562770.994160.99416
22 November 2021613.565593.565590.994060.99406
23 November 2021623.568423.568420.993960.99396
24 November 2021633.571243.571240.993850.99385
25 November 2021643.574073.574070.993750.99375
26 November 2021653.576893.576890.993650.99365
27 November 2021663.579723.579720.993550.99355
28 November 2021673.582543.582540.993450.99345
29 November 2021683.585373.585370.993340.99334
30 November 2021693.588193.588190.993240.99324
1 December 2021703.591023.591020.993140.99314
2 December 2021713.593843.593840.993030.99303
3 December 2021723.596673.596670.992930.99293
4 December 2021733.599493.599490.992830.99283
5 December 2021743.602323.602320.992720.99272
6 December 2021753.605143.605140.992620.99262
7 December 2021763.607973.607970.992520.99252
8 December 2021773.610793.610790.992410.99241
9 December 2021783.613623.613620.992310.99231
10 December 2021793.616443.616440.992200.99220
11 December 2021803.619273.619270.992100.99210
12 December 2021813.622093.622090.991990.99199
13 December 2021823.624923.624920.991890.99189
14 December 2021833.627743.627740.991780.99178
15 December 2021843.630573.630570.991680.99168
16 December 2021853.633393.633390.991570.99157
17 December 2021863.636213.636210.991470.99147
18 December 2021873.639043.639040.991360.99136
19 December 2021883.641863.641860.991260.99126
20 December 2021893.644693.644690.991150.99115
21 December 2021903.647513.647510.991050.99105
22 December 2021913.650343.650340.990940.99094
23 December 2021923.655283.655280.990830.99083
24 December 2021933.660223.660220.990720.99072
25 December 2021943.665163.665160.990610.99061
26 December 2021953.670103.670100.990490.99049
27 December 2021963.675043.675040.990380.99038
28 December 2021973.679973.679970.990270.99027
29 December 2021983.684913.684910.990160.99016
30 December 2021993.689853.689850.990040.99004
31 December 20211003.694793.694790.989930.98993
1 January 20221013.699733.699730.989810.98981
2 January 20221023.704673.704670.989700.98970
3 January 20221033.709613.709610.989590.98959
4 January 20221043.714553.714550.989470.98947
5 January 20221053.719493.719490.989360.98936
6 January 20221063.724433.724430.989240.98924
7 January 20221073.729373.729370.989130.98913
8 January 20221083.734313.734310.989010.98901
9 January 20221093.739243.739240.988900.98890
10 January 20221103.744183.744180.988780.98878
11 January 20221113.749123.749120.988660.98866
12 January 20221123.754063.754060.988550.98855
13 January 20221133.759003.759000.988430.98843
14 January 20221143.763943.763940.988310.98831
15 January 20221153.768883.768880.988200.98820
16 January 20221163.773823.773820.988080.98808
17 January 20221173.778763.778760.987960.98796
18 January 20221183.783703.783700.987840.98784
19 January 20221193.788643.788640.987720.98772
20 January 20221203.793583.793580.987610.98761
21 January 20221213.798523.798520.987490.98749
22 January 20221223.803453.803450.987370.98737
23 January 20221233.808393.808390.987250.98725
24 January 20221243.813333.813330.987130.98713
25 January 20221253.818273.818270.987010.98701
26 January 20221263.823213.823210.986890.98689
27 January 20221273.828153.828150.986770.98677
28 January 20221283.833093.833090.986650.98665
29 January 20221293.838033.838030.986530.98653
30 January 20221303.842973.842970.986410.98641
31 January 20221313.847913.847910.986280.98628
1 February 20221323.852853.852850.986160.98616
2 February 20221333.857793.857790.986040.98604
3 February 20221343.862733.862730.985920.98592
4 February 20221353.867663.867660.985800.98580
5 February 20221363.872603.872600.985670.98567
6 February 20221373.877543.877540.985550.98555
7 February 20221383.882483.882480.985430.98543
8 February 20221393.887423.887420.985300.98530
9 February 20221403.892363.892360.985180.98518
10 February 20221413.897303.897300.985060.98506
11 February 20221423.902243.902240.984930.98493
12 February 20221433.907183.907180.984810.98481
13 February 20221443.912123.912120.984680.98468
14 February 20221453.917063.917060.984560.98456
15 February 20221463.922003.922000.984430.98443
16 February 20221473.926933.926930.984310.98431
17 February 20221483.931873.931870.984180.98418
18 February 20221493.936813.936810.984060.98406
19 February 20221503.941753.941750.983930.98393
20 February 20221513.946693.946690.983810.98381
21 February 20221523.951633.951630.983680.98368
22 February 20221533.956573.956570.983550.98355
23 February 20221543.961513.961510.983420.98342
24 February 20221553.966453.966450.983300.98330
25 February 20221563.971393.971390.983170.98317
26 February 20221573.976333.976330.983040.98304
27 February 20221583.981273.981270.982910.98291
28 February 20221593.986213.986210.982790.98279
1 March 20221603.991143.991140.982660.98266
2 March 20221613.996083.996080.982530.98253
3 March 20221624.001024.001020.982400.98240
4 March 20221634.005964.005960.982270.98227
5 March 20221644.010904.010900.982140.98214
6 March 20221654.015844.015840.982010.98201
7 March 20221664.020784.020780.981880.98188
8 March 20221674.025724.025720.981750.98175
9 March 20221684.030664.030660.981620.98162
10 March 20221694.035604.035600.981490.98149
11 March 20221704.040544.040540.981360.98136
12 March 20221714.045484.045480.981230.98123
13 March 20221724.050424.050420.981090.98109
14 March 20221734.055354.055350.980960.98096
15 March 20221744.060294.060290.980830.98083
16 March 20221754.065234.065230.980700.98070
17 March 20221764.070174.070170.980570.98057
18 March 20221774.075114.075110.980430.98043
19 March 20221784.080054.080050.980300.98030
20 March 20221794.084994.084990.980170.98017
21 March 20221804.089934.089930.980030.98003
22 March 20221814.094874.094870.979900.97990
23 March 20221824.099814.099810.979760.97976
24 March 20221834.102594.102590.979640.97964
25 March 20221844.105374.105370.979520.97952
26 March 20221854.108164.108160.979390.97939
27 March 20221864.110944.110940.979270.97927
28 March 20221874.113724.113720.979140.97914
29 March 20221884.116514.116510.979020.97902
30 March 20221894.119294.119290.978900.97890
31 March 20221904.122074.122070.978770.97877
1 April 20221914.124864.124860.978650.97865
2 April 20221924.127644.127640.978520.97852
3 April 20221934.130424.130420.978400.97840
4 April 20221944.133214.133210.978270.97827
5 April 20221954.135994.135990.978150.97815
6 April 20221964.138774.138770.978020.97802
7 April 20221974.141554.141550.977900.97790
8 April 20221984.144344.144340.977770.97777
9 April 20221994.147124.147120.977640.97764
10 April 20222004.149904.149900.977520.97752
11 April 20222014.152694.152690.977390.97739
12 April 20222024.155474.155470.977270.97727
13 April 20222034.158254.158250.977140.97714
14 April 20222044.161044.161040.977010.97701
15 April 20222054.163824.163820.976890.97689
16 April 20222064.166604.166600.976760.97676
17 April 20222074.169394.169390.976630.97663
18 April 20222084.172174.172170.976500.97650
19 April 20222094.174954.174950.976380.97638
20 April 20222104.177744.177740.976250.97625
21 April 20222114.180524.180520.976120.97612
22 April 20222124.183304.183300.976000.97600
23 April 20222134.186094.186090.975870.97587
24 April 20222144.188874.188870.975740.97574
25 April 20222154.191654.191650.975610.97561
26 April 20222164.194444.194440.975480.97548
27 April 20222174.197224.197220.975360.97536
28 April 20222184.200004.200000.975230.97523
29 April 20222194.202784.202780.975100.97510
30 April 20222204.205574.205570.974970.97497
1 May 20222214.208354.208350.974840.97484
2 May 20222224.211134.211130.974710.97471
3 May 20222234.213924.213920.974580.97458
4 May 20222244.216704.216700.974450.97445
5 May 20222254.219484.219480.974320.97432
6 May 20222264.222274.222270.974200.97420
7 May 20222274.225054.225050.974070.97407
8 May 20222284.227834.227830.973940.97394
9 May 20222294.230624.230620.973810.97381
10 May 20222304.233404.233400.973680.97368
11 May 20222314.236184.236180.973550.97355
12 May 20222324.238974.238970.973420.97342
13 May 20222334.241754.241750.973290.97329
14 May 20222344.244534.244530.973160.97316
15 May 20222354.247324.247320.973020.97302
16 May 20222364.250104.250100.972890.97289
17 May 20222374.252884.252880.972760.97276
18 May 20222384.255674.255670.972630.97263
19 May 20222394.258454.258450.972500.97250
20 May 20222404.261234.261230.972370.97237
21 May 20222414.264014.264010.972240.97224
22 May 20222424.266804.266800.972110.97211
23 May 20222434.269584.269580.971980.97198
24 May 20222444.272364.272360.971840.97184
25 May 20222454.275154.275150.971710.97171
26 May 20222464.277934.277930.971580.97158
27 May 20222474.280714.280710.971450.97145
28 May 20222484.283504.283500.971320.97132
29 May 20222494.286284.286280.971180.97118
30 May 20222504.289064.289060.971050.97105
31 May 20222514.291854.291850.970920.97092
1 June 20222524.294634.294630.970780.97078
2 June 20222534.297414.297410.970650.97065
3 June 20222544.300204.300200.970520.97052
4 June 20222554.302984.302980.970390.97039
5 June 20222564.305764.305760.970250.97025
6 June 20222574.308554.308550.970120.97012
7 June 20222584.311334.311330.969990.96999
8 June 20222594.314114.314110.969850.96985
9 June 20222604.316904.316900.969720.96972
10 June 20222614.319684.319680.969580.96958
11 June 20222624.322464.322460.969450.96945
12 June 20222634.325244.325240.969320.96932
13 June 20222644.328034.328030.969180.96918
14 June 20222654.330814.330810.969050.96905
15 June 20222664.333594.333590.968910.96891
16 June 20222674.336384.336380.968780.96878
17 June 20222684.339164.339160.968640.96864
18 June 20222694.341944.341940.968510.96851
19 June 20222704.344734.344730.968370.96837
20 June 20222714.347514.347510.968240.96824
21 June 20222724.350294.350290.968100.96810
22 June 20222734.353084.353080.967970.96797
23 June 20222744.355864.355860.967830.96783
24 June 20222754.358644.358640.967690.96769
25 June 20222764.361434.361430.967560.96756
26 June 20222774.364214.364210.967420.96742
27 June 20222784.366994.366990.967290.96729
28 June 20222794.369784.369780.967150.96715
29 June 20222804.372564.372560.967010.96701
30 June 20222814.375344.375340.966880.96688
1 July 20222824.378134.378130.966740.96674
2 July 20222834.380914.380910.966600.96660
3 July 20222844.383694.383690.966470.96647
4 July 20222854.386474.386470.966330.96633
5 July 20222864.389264.389260.966190.96619
6 July 20222874.392044.392040.966050.96605
7 July 20222884.394824.394820.965920.96592
8 July 20222894.397614.397610.965780.96578
9 July 20222904.400394.400390.965640.96564
10 July 20222914.403174.403170.965500.96550
11 July 20222924.405964.405960.965370.96537
12 July 20222934.408744.408740.965230.96523
13 July 20222944.411524.411520.965090.96509
14 July 20222954.414314.414310.964950.96495
15 July 20222964.417094.417090.964810.96481
16 July 20222974.419874.419870.964670.96467
17 July 20222984.422664.422660.964540.96454
18 July 20222994.425444.425440.964400.96440
19 July 20223004.428224.428220.964260.96426
20 July 20223014.431014.431010.964120.96412
21 July 20223024.433794.433790.963980.96398
22 July 20223034.436574.436570.963840.96384
23 July 20223044.439354.439350.963700.96370
24 July 20223054.442144.442140.963560.96356
25 July 20223064.444924.444920.963420.96342
26 July 20223074.447704.447700.963280.96328
27 July 20223084.450494.450490.963140.96314
28 July 20223094.453274.453270.963000.96300
29 July 20223104.456054.456050.962860.96286
30 July 20223114.458844.458840.962720.96272
31 July 20223124.461624.461620.962580.96258
1 August 20223134.464404.464400.962440.96244
2 August 20223144.467194.467190.962300.96230
3 August 20223154.469974.469970.962160.96216
4 August 20223164.472754.472750.962020.96202
5 August 20223174.475544.475540.961880.96188
6 August 20223184.478324.478320.961730.96173
7 August 20223194.481104.481100.961590.96159
8 August 20223204.483894.483890.961450.96145
9 August 20223214.486674.486670.961310.96131
10 August 20223224.489454.489450.961170.96117
11 August 20223234.492244.492240.961030.96103
12 August 20223244.495024.495020.960880.96088
13 August 20223254.497804.497800.960740.96074
14 August 20223264.500584.500580.960600.96060
15 August 20223274.503374.503370.960460.96046
16 August 20223284.506154.506150.960320.96032
17 August 20223294.508934.508930.960170.96017
18 August 20223304.511724.511720.960030.96003
19 August 20223314.514504.514500.959890.95989
20 August 20223324.517284.517280.959740.95974
21 August 20223334.520074.520070.959600.95960
22 August 20223344.522854.522850.959460.95946
23 August 20223354.525634.525630.959310.95931
24 August 20223364.528424.528420.959170.95917
25 August 20223374.531204.531200.959030.95903
26 August 20223384.533984.533980.958880.95888
27 August 20223394.536774.536770.958740.95874
28 August 20223404.539554.539550.958600.95860
29 August 20223414.542334.542330.958450.95845
30 August 20223424.545124.545120.958310.95831
31 August 20223434.547904.547900.958160.95816
1 September 20223444.550684.550680.958020.95802
2 September 20223454.553474.553470.957870.95787
3 September 20223464.556254.556250.957730.95773
4 September 20223474.559034.559030.957580.95758
5 September 20223484.561814.561810.957440.95744
6 September 20223494.564604.564600.957290.95729
7 September 20223504.567384.567380.957150.95715
8 September 20223514.570164.570160.957000.95700
9 September 20223524.572954.572950.956860.95686
10 September 20223534.575734.575730.956710.95671
11 September 20223544.578514.578510.956570.95657
12 September 20223554.581304.581300.956420.95642
13 September 20223564.584084.584080.956270.95627
14 September 20223574.586864.586860.956130.95613
15 September 20223584.589654.589650.955980.95598
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