South African primary bond curve

Curve last updated on 18 March 2021 at 08.58.46 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.310003.31000Effective
1 month303.508003.50800Effective
3 months913.675003.67500Effective
6 months1824.083004.08300Effective
1 year3654.592004.59200Effective

Bond rates

SecurityBid/payOffer/receive
R2023.ZA5.320005.32000
R186.ZA7.390007.39000
R2030.ZA9.335009.33500
R213.ZA9.715009.71500
R2032.ZA10.1000010.10000
R2035.ZA10.8300010.83000
R209.ZA10.7450010.74500
R2037.ZA11.0750011.07500
R2040.ZA11.2050011.20500
R214.ZA11.1350011.13500
R2044.ZA11.2600011.26000
R2048.ZA11.1900011.19000



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
11 April 202113.309853.309850.999910.99991
12 April 202123.316513.316510.999820.99982
13 April 202133.323173.323170.999730.99973
14 April 202143.329833.329830.999640.99964
15 April 202153.336483.336480.999540.99954
16 April 202163.343143.343140.999450.99945
17 April 202173.349803.349800.999360.99936
18 April 202183.356463.356460.999260.99926
19 April 202193.363123.363120.999170.99917
20 April 2021103.369783.369780.999080.99908
21 April 2021113.376443.376440.998980.99898
22 April 2021123.383103.383100.998890.99889
23 April 2021133.389753.389750.998790.99879
24 April 2021143.396413.396410.998700.99870
25 April 2021153.403073.403070.998600.99860
26 April 2021163.409733.409730.998510.99851
27 April 2021173.416393.416390.998410.99841
28 April 2021183.423053.423050.998310.99831
29 April 2021193.429713.429710.998220.99822
30 April 2021203.436373.436370.998120.99812
1 May 2021213.443023.443020.998020.99802
2 May 2021223.449683.449680.997920.99792
3 May 2021233.456343.456340.997820.99782
4 May 2021243.463003.463000.997730.99773
5 May 2021253.469663.469660.997630.99763
6 May 2021263.476323.476320.997530.99753
7 May 2021273.482983.482980.997430.99743
8 May 2021283.489643.489640.997330.99733
9 May 2021293.496293.496290.997230.99723
10 May 2021303.502953.502950.997130.99713
11 May 2021313.505503.505500.997030.99703
12 May 2021323.508043.508040.996930.99693
13 May 2021333.510593.510590.996830.99683
14 May 2021343.513143.513140.996730.99673
15 May 2021353.515683.515680.996630.99663
16 May 2021363.518233.518230.996540.99654
17 May 2021373.520783.520780.996440.99644
18 May 2021383.523323.523320.996340.99634
19 May 2021393.525873.525870.996240.99624
20 May 2021403.528413.528410.996140.99614
21 May 2021413.530963.530960.996040.99604
22 May 2021423.533513.533510.995940.99594
23 May 2021433.536053.536050.995840.99584
24 May 2021443.538603.538600.995740.99574
25 May 2021453.541143.541140.995640.99564
26 May 2021463.543693.543690.995540.99554
27 May 2021473.546243.546240.995440.99544
28 May 2021483.548783.548780.995340.99534
29 May 2021493.551333.551330.995240.99524
30 May 2021503.553883.553880.995140.99514
31 May 2021513.556423.556420.995040.99504
1 June 2021523.558973.558970.994940.99494
2 June 2021533.561513.561510.994840.99484
3 June 2021543.564063.564060.994740.99474
4 June 2021553.566613.566610.994640.99464
5 June 2021563.569153.569150.994540.99454
6 June 2021573.571703.571700.994440.99444
7 June 2021583.574243.574240.994340.99434
8 June 2021593.576793.576790.994240.99424
9 June 2021603.579343.579340.994130.99413
10 June 2021613.581883.581880.994030.99403
11 June 2021623.584433.584430.993930.99393
12 June 2021633.586973.586970.993830.99383
13 June 2021643.589523.589520.993730.99373
14 June 2021653.592073.592070.993620.99362
15 June 2021663.594613.594610.993520.99352
16 June 2021673.597163.597160.993420.99342
17 June 2021683.599713.599710.993320.99332
18 June 2021693.602253.602250.993210.99321
19 June 2021703.604803.604800.993110.99311
20 June 2021713.607343.607340.993010.99301
21 June 2021723.609893.609890.992900.99290
22 June 2021733.612443.612440.992800.99280
23 June 2021743.614983.614980.992700.99270
24 June 2021753.617533.617530.992590.99259
25 June 2021763.620073.620070.992490.99249
26 June 2021773.622623.622620.992390.99239
27 June 2021783.625173.625170.992280.99228
28 June 2021793.627713.627710.992180.99218
29 June 2021803.630263.630260.992070.99207
30 June 2021813.632813.632810.991970.99197
1 July 2021823.635353.635350.991870.99187
2 July 2021833.637903.637900.991760.99176
3 July 2021843.640443.640440.991660.99166
4 July 2021853.642993.642990.991550.99155
5 July 2021863.645543.645540.991450.99145
6 July 2021873.648083.648080.991340.99134
7 July 2021883.650633.650630.991240.99124
8 July 2021893.653173.653170.991130.99113
9 July 2021903.655723.655720.991030.99103
10 July 2021913.658273.658270.990920.99092
11 July 2021923.662483.662480.990810.99081
12 July 2021933.666703.666700.990700.99070
13 July 2021943.670923.670920.990590.99059
14 July 2021953.675133.675130.990480.99048
15 July 2021963.679353.679350.990370.99037
16 July 2021973.683573.683570.990260.99026
17 July 2021983.687783.687780.990150.99015
18 July 2021993.692003.692000.990040.99004
19 July 20211003.696223.696220.989920.98992
20 July 20211013.700433.700430.989810.98981
21 July 20211023.704653.704650.989700.98970
22 July 20211033.708873.708870.989590.98959
23 July 20211043.713083.713080.989480.98948
24 July 20211053.717303.717300.989360.98936
25 July 20211063.721523.721520.989250.98925
26 July 20211073.725733.725730.989140.98914
27 July 20211083.729953.729950.989020.98902
28 July 20211093.734173.734170.988910.98891
29 July 20211103.738393.738390.988800.98880
30 July 20211113.742603.742600.988680.98868
31 July 20211123.746823.746820.988570.98857
1 August 20211133.751043.751040.988450.98845
2 August 20211143.755253.755250.988340.98834
3 August 20211153.759473.759470.988230.98823
4 August 20211163.763693.763690.988110.98811
5 August 20211173.767903.767900.987990.98799
6 August 20211183.772123.772120.987880.98788
7 August 20211193.776343.776340.987760.98776
8 August 20211203.780553.780550.987650.98765
9 August 20211213.784773.784770.987530.98753
10 August 20211223.788993.788990.987420.98742
11 August 20211233.793203.793200.987300.98730
12 August 20211243.797423.797420.987180.98718
13 August 20211253.801643.801640.987070.98707
14 August 20211263.805853.805850.986950.98695
15 August 20211273.810073.810070.986830.98683
16 August 20211283.814293.814290.986710.98671
17 August 20211293.818503.818500.986600.98660
18 August 20211303.822723.822720.986480.98648
19 August 20211313.826943.826940.986360.98636
20 August 20211323.831153.831150.986240.98624
21 August 20211333.835373.835370.986120.98612
22 August 20211343.839593.839590.986000.98600
23 August 20211353.843803.843800.985880.98588
24 August 20211363.848023.848020.985760.98576
25 August 20211373.852243.852240.985650.98565
26 August 20211383.856453.856450.985530.98553
27 August 20211393.860673.860670.985410.98541
28 August 20211403.864893.864890.985290.98529
29 August 20211413.869113.869110.985160.98516
30 August 20211423.873323.873320.985040.98504
31 August 20211433.877543.877540.984920.98492
1 September 20211443.881763.881760.984800.98480
2 September 20211453.885973.885970.984680.98468
3 September 20211463.890193.890190.984560.98456
4 September 20211473.894413.894410.984440.98444
5 September 20211483.898623.898620.984320.98432
6 September 20211493.902843.902840.984190.98419
7 September 20211503.907063.907060.984070.98407
8 September 20211513.911273.911270.983950.98395
9 September 20211523.915493.915490.983830.98383
10 September 20211533.919713.919710.983700.98370
11 September 20211543.923923.923920.983580.98358
12 September 20211553.928143.928140.983460.98346
13 September 20211563.932363.932360.983330.98333
14 September 20211573.936573.936570.983210.98321
15 September 20211583.940793.940790.983090.98309
16 September 20211593.945013.945010.982960.98296
17 September 20211603.949223.949220.982840.98284
18 September 20211613.953443.953440.982710.98271
19 September 20211623.957663.957660.982590.98259
20 September 20211633.961873.961870.982460.98246
21 September 20211643.966093.966090.982340.98234
22 September 20211653.970313.970310.982210.98221
23 September 20211663.974523.974520.982090.98209
24 September 20211673.978743.978740.981960.98196
25 September 20211683.982963.982960.981830.98183
26 September 20211693.987173.987170.981710.98171
27 September 20211703.991393.991390.981580.98158
28 September 20211713.995613.995610.981460.98146
29 September 20211723.999823.999820.981330.98133
30 September 20211734.004044.004040.981200.98120
1 October 20211744.008264.008260.981070.98107
2 October 20211754.012484.012480.980950.98095
3 October 20211764.016694.016690.980820.98082
4 October 20211774.020914.020910.980690.98069
5 October 20211784.025134.025130.980560.98056
6 October 20211794.029344.029340.980430.98043
7 October 20211804.033564.033560.980310.98031
8 October 20211814.037784.037780.980180.98018
9 October 20211824.041994.041990.980050.98005
10 October 20211834.044444.044440.979930.97993
11 October 20211844.046894.046890.979810.97981
12 October 20211854.049334.049330.979690.97969
13 October 20211864.051784.051780.979560.97956
14 October 20211874.054224.054220.979440.97944
15 October 20211884.056674.056670.979320.97932
16 October 20211894.059124.059120.979200.97920
17 October 20211904.061564.061560.979080.97908
18 October 20211914.064014.064010.978960.97896
19 October 20211924.066464.066460.978840.97884
20 October 20211934.068904.068900.978710.97871
21 October 20211944.071354.071350.978590.97859
22 October 20211954.073804.073800.978470.97847
23 October 20211964.076244.076240.978350.97835
24 October 20211974.078694.078690.978230.97823
25 October 20211984.081144.081140.978100.97810
26 October 20211994.083584.083580.977980.97798
27 October 20212004.086034.086030.977860.97786
28 October 20212014.088474.088470.977740.97774
29 October 20212024.090924.090920.977610.97761
30 October 20212034.093374.093370.977490.97749
31 October 20212044.095814.095810.977370.97737
1 November 20212054.098264.098260.977250.97725
2 November 20212064.100714.100710.977120.97712
3 November 20212074.103154.103150.977000.97700
4 November 20212084.105604.105600.976880.97688
5 November 20212094.108054.108050.976750.97675
6 November 20212104.110494.110490.976630.97663
7 November 20212114.112944.112940.976500.97650
8 November 20212124.115394.115390.976380.97638
9 November 20212134.117834.117830.976260.97626
10 November 20212144.120284.120280.976130.97613
11 November 20212154.122724.122720.976010.97601
12 November 20212164.125174.125170.975880.97588
13 November 20212174.127624.127620.975760.97576
14 November 20212184.130064.130060.975630.97563
15 November 20212194.132514.132510.975510.97551
16 November 20212204.134964.134960.975390.97539
17 November 20212214.137404.137400.975260.97526
18 November 20212224.139854.139850.975140.97514
19 November 20212234.142304.142300.975010.97501
20 November 20212244.144744.144740.974880.97488
21 November 20212254.147194.147190.974760.97476
22 November 20212264.149644.149640.974630.97463
23 November 20212274.152084.152080.974510.97451
24 November 20212284.154534.154530.974380.97438
25 November 20212294.156974.156970.974260.97426
26 November 20212304.159424.159420.974130.97413
27 November 20212314.161874.161870.974000.97400
28 November 20212324.164314.164310.973880.97388
29 November 20212334.166764.166760.973750.97375
30 November 20212344.169214.169210.973630.97363
1 December 20212354.171654.171650.973500.97350
2 December 20212364.174104.174100.973370.97337
3 December 20212374.176554.176550.973250.97325
4 December 20212384.178994.178990.973120.97312
5 December 20212394.181444.181440.972990.97299
6 December 20212404.183894.183890.972860.97286
7 December 20212414.186334.186330.972740.97274
8 December 20212424.188784.188780.972610.97261
9 December 20212434.191224.191220.972480.97248
10 December 20212444.193674.193670.972360.97236
11 December 20212454.196124.196120.972230.97223
12 December 20212464.198564.198560.972100.97210
13 December 20212474.201014.201010.971970.97197
14 December 20212484.203464.203460.971840.97184
15 December 20212494.205904.205900.971720.97172
16 December 20212504.208354.208350.971590.97159
17 December 20212514.210804.210800.971460.97146
18 December 20212524.213244.213240.971330.97133
19 December 20212534.215694.215690.971200.97120
20 December 20212544.218144.218140.971070.97107
21 December 20212554.220584.220580.970940.97094
22 December 20212564.223034.223030.970820.97082
23 December 20212574.225474.225470.970690.97069
24 December 20212584.227924.227920.970560.97056
25 December 20212594.230374.230370.970430.97043
26 December 20212604.232814.232810.970300.97030
27 December 20212614.235264.235260.970170.97017
28 December 20212624.237714.237710.970040.97004
29 December 20212634.240154.240150.969910.96991
30 December 20212644.242604.242600.969780.96978
31 December 20212654.245054.245050.969650.96965
1 January 20222664.247494.247490.969520.96952
2 January 20222674.249944.249940.969390.96939
3 January 20222684.252394.252390.969260.96926
4 January 20222694.254834.254830.969130.96913
5 January 20222704.257284.257280.969000.96900
6 January 20222714.259724.259720.968870.96887
7 January 20222724.262174.262170.968740.96874
8 January 20222734.264624.264620.968610.96861
9 January 20222744.267064.267060.968480.96848
10 January 20222754.269514.269510.968340.96834
11 January 20222764.271964.271960.968210.96821
12 January 20222774.274404.274400.968080.96808
13 January 20222784.276854.276850.967950.96795
14 January 20222794.279304.279300.967820.96782
15 January 20222804.281744.281740.967690.96769
16 January 20222814.284194.284190.967560.96756
17 January 20222824.286644.286640.967420.96742
18 January 20222834.289084.289080.967290.96729
19 January 20222844.291534.291530.967160.96716
20 January 20222854.293974.293970.967030.96703
21 January 20222864.296424.296420.966900.96690
22 January 20222874.298874.298870.966760.96676
23 January 20222884.301314.301310.966630.96663
24 January 20222894.303764.303760.966500.96650
25 January 20222904.306214.306210.966370.96637
26 January 20222914.308654.308650.966230.96623
27 January 20222924.311104.311100.966100.96610
28 January 20222934.313554.313550.965970.96597
29 January 20222944.315994.315990.965830.96583
30 January 20222954.318444.318440.965700.96570
31 January 20222964.320884.320880.965570.96557
1 February 20222974.323334.323330.965430.96543
2 February 20222984.325784.325780.965300.96530
3 February 20222994.328224.328220.965170.96517
4 February 20223004.330674.330670.965030.96503
5 February 20223014.333124.333120.964900.96490
6 February 20223024.335564.335560.964760.96476
7 February 20223034.338014.338010.964630.96463
8 February 20223044.340464.340460.964500.96450
9 February 20223054.342904.342900.964360.96436
10 February 20223064.345354.345350.964230.96423
11 February 20223074.347804.347800.964090.96409
12 February 20223084.350244.350240.963960.96396
13 February 20223094.352694.352690.963820.96382
14 February 20223104.355134.355130.963690.96369
15 February 20223114.357584.357580.963550.96355
16 February 20223124.360034.360030.963420.96342
17 February 20223134.362474.362470.963280.96328
18 February 20223144.364924.364920.963150.96315
19 February 20223154.367374.367370.963010.96301
20 February 20223164.369814.369810.962870.96287
21 February 20223174.372264.372260.962740.96274
22 February 20223184.374714.374710.962600.96260
23 February 20223194.377154.377150.962470.96247
24 February 20223204.379604.379600.962330.96233
25 February 20223214.382054.382050.962200.96220
26 February 20223224.384494.384490.962060.96206
27 February 20223234.386944.386940.961920.96192
28 February 20223244.389384.389380.961790.96179
1 March 20223254.391834.391830.961650.96165
2 March 20223264.394284.394280.961510.96151
3 March 20223274.396724.396720.961380.96138
4 March 20223284.399174.399170.961240.96124
5 March 20223294.401624.401620.961100.96110
6 March 20223304.404064.404060.960960.96096
7 March 20223314.406514.406510.960830.96083
8 March 20223324.408964.408960.960690.96069
9 March 20223334.411404.411400.960550.96055
10 March 20223344.413854.413850.960420.96042
11 March 20223354.416304.416300.960280.96028
12 March 20223364.418744.418740.960140.96014
13 March 20223374.421194.421190.960000.96000
14 March 20223384.423634.423630.959860.95986
15 March 20223394.426084.426080.959730.95973
16 March 20223404.428534.428530.959590.95959
17 March 20223414.430974.430970.959450.95945
18 March 20223424.433424.433420.959310.95931
19 March 20223434.435874.435870.959170.95917
20 March 20223444.438314.438310.959030.95903
21 March 20223454.440764.440760.958890.95889
22 March 20223464.443214.443210.958760.95876
23 March 20223474.445654.445650.958620.95862
24 March 20223484.448104.448100.958480.95848
25 March 20223494.450554.450550.958340.95834
26 March 20223504.452994.452990.958200.95820
27 March 20223514.455444.455440.958060.95806
28 March 20223524.457884.457880.957920.95792
29 March 20223534.460334.460330.957780.95778
30 March 20223544.462784.462780.957640.95764
31 March 20223554.465224.465220.957500.95750
1 April 20223564.467674.467670.957360.95736
2 April 20223574.470124.470120.957220.95722
3 April 20223584.472564.472560.957080.95708
4 April 20223594.475014.475010.956940.95694
5 April 20223604.477464.477460.956800.95680
6 April 20223614.479904.479900.956660.95666
7 April 20223624.482354.482350.956520.95652
8 April 20223634.484804.484800.956380.95638
9 April 20223644.487244.487240.956240.95624
10 April 20223654.489694.489690.956100.95610
11 May 20223964.566404.566400.951660.95166
10 June 20224264.640644.640640.947280.94728
11 July 20224574.717354.717350.942650.94265
10 August 20224874.791594.791590.938070.93807
9 September 20225174.865834.865830.933400.93340
9 October 20225474.940074.940070.928640.92864
9 November 20225785.016785.016780.923630.92363
10 December 20226095.093505.093500.918530.91853
9 January 20236395.167735.167730.913500.91350
9 February 20236705.244455.244450.908220.90822
11 March 20237005.309485.309480.903190.90319
10 April 20237305.358615.358610.898370.89837
8 April 202410945.954745.954740.836540.83654
8 April 202514596.552506.552500.769570.76957
9 April 202618257.151907.151900.699360.69936
9 April 202721907.794877.794870.626450.62645
10 October 202723748.172528.172520.587690.58769
9 April 202825568.546078.546070.549660.54966
10 April 202929229.297279.297270.475070.47507
10 July 202930139.484059.484050.457080.45708
10 April 203032879.973429.973420.407320.40732
9 April 2031365110.3680410.368040.354490.35449
10 April 2032401811.0274611.027460.297030.29703
10 April 2033438311.5044111.504410.251210.25121
10 April 2034474811.9813711.981370.210440.21044
11 April 2035511412.3183612.318360.178010.17801
7 April 2036547611.6184811.618480.174980.17498
9 April 2041730412.3450612.345060.084550.08455
9 April 2046913013.2191813.219180.036640.03664
11 April 20511095812.9448512.944850.020520.02052
10 April 20561278412.9448512.944850.010740.01074
10 April 20611461012.9448512.944850.005620.00562