South African primary bond curve

Curve last updated on 20 February 2020 at 07.29.48 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight16.100006.10000Effective
1 month306.383006.38300Effective
3 months916.558006.55800Effective
6 months1827.075007.07500Effective
1 year3657.367007.36700Effective

Bond rates

SecurityBid/payOffer/receive
R208.ZA6.500006.50000
R2023.ZA6.590006.59000
R186.ZA7.970007.97000
R2030.ZA8.880008.88000
R213.ZA9.110009.11000
R2032.ZA9.300009.30000
R2035.ZA9.730009.73000
R209.ZA9.800009.80000
R2037.ZA9.920009.92000
R2040.ZA10.0700010.07000
R214.ZA10.0100010.01000
R2044.ZA10.1200010.12000
R2048.ZA10.1350010.13500



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
25 February 202016.099496.099490.999830.99983
26 February 202026.108696.108690.999670.99967
27 February 202036.117896.117890.999500.99950
28 February 202046.127096.127090.999330.99933
29 February 202056.136296.136290.999160.99916
1 March 202066.145496.145490.998990.99899
2 March 202076.154706.154700.998820.99882
3 March 202086.163906.163900.998650.99865
4 March 202096.173106.173100.998480.99848
5 March 2020106.182306.182300.998310.99831
6 March 2020116.191506.191500.998140.99814
7 March 2020126.200706.200700.997960.99796
8 March 2020136.209906.209900.997790.99779
9 March 2020146.219106.219100.997620.99762
10 March 2020156.228306.228300.997440.99744
11 March 2020166.237506.237500.997270.99727
12 March 2020176.246706.246700.997090.99709
13 March 2020186.255906.255900.996920.99692
14 March 2020196.265116.265110.996740.99674
15 March 2020206.274316.274310.996570.99657
16 March 2020216.283516.283510.996390.99639
17 March 2020226.292716.292710.996210.99621
18 March 2020236.301916.301910.996040.99604
19 March 2020246.311116.311110.995860.99586
20 March 2020256.320316.320310.995680.99568
21 March 2020266.329516.329510.995500.99550
22 March 2020276.338716.338710.995320.99532
23 March 2020286.347916.347910.995140.99514
24 March 2020296.357116.357110.994960.99496
25 March 2020306.366316.366310.994780.99478
26 March 2020316.368596.368590.994610.99461
27 March 2020326.370866.370860.994430.99443
28 March 2020336.373136.373130.994250.99425
29 March 2020346.375416.375410.994080.99408
30 March 2020356.377686.377680.993900.99390
31 March 2020366.379956.379950.993730.99373
1 April 2020376.382236.382230.993550.99355
2 April 2020386.384506.384500.993380.99338
3 April 2020396.386776.386770.993200.99320
4 April 2020406.389046.389040.993020.99302
5 April 2020416.391326.391320.992850.99285
6 April 2020426.393596.393590.992670.99267
7 April 2020436.395866.395860.992490.99249
8 April 2020446.398146.398140.992320.99232
9 April 2020456.400416.400410.992140.99214
10 April 2020466.402686.402680.991960.99196
11 April 2020476.404966.404960.991790.99179
12 April 2020486.407236.407230.991610.99161
13 April 2020496.409506.409500.991430.99143
14 April 2020506.411776.411770.991260.99126
15 April 2020516.414056.414050.991080.99108
16 April 2020526.416326.416320.990900.99090
17 April 2020536.418596.418590.990720.99072
18 April 2020546.420876.420870.990550.99055
19 April 2020556.423146.423140.990370.99037
20 April 2020566.425416.425410.990190.99019
21 April 2020576.427686.427680.990010.99001
22 April 2020586.429966.429960.989830.98983
23 April 2020596.432236.432230.989660.98966
24 April 2020606.434506.434500.989480.98948
25 April 2020616.436786.436780.989300.98930
26 April 2020626.439056.439050.989120.98912
27 April 2020636.441326.441320.988940.98894
28 April 2020646.443606.443600.988770.98877
29 April 2020656.445876.445870.988590.98859
30 April 2020666.448146.448140.988410.98841
1 May 2020676.450416.450410.988230.98823
2 May 2020686.452696.452690.988050.98805
3 May 2020696.454966.454960.987870.98787
4 May 2020706.457236.457230.987690.98769
5 May 2020716.459516.459510.987510.98751
6 May 2020726.461786.461780.987330.98733
7 May 2020736.464056.464050.987160.98716
8 May 2020746.466336.466330.986980.98698
9 May 2020756.468606.468600.986800.98680
10 May 2020766.470876.470870.986620.98662
11 May 2020776.473146.473140.986440.98644
12 May 2020786.475426.475420.986260.98626
13 May 2020796.477696.477690.986080.98608
14 May 2020806.479966.479960.985900.98590
15 May 2020816.482246.482240.985720.98572
16 May 2020826.484516.484510.985540.98554
17 May 2020836.486786.486780.985360.98536
18 May 2020846.489056.489050.985180.98518
19 May 2020856.491336.491330.985000.98500
20 May 2020866.493606.493600.984820.98482
21 May 2020876.495876.495870.984640.98464
22 May 2020886.498156.498150.984460.98446
23 May 2020896.500426.500420.984270.98427
24 May 2020906.502696.502690.984090.98409
25 May 2020916.504976.504970.983910.98391
26 May 2020926.509896.509890.983730.98373
27 May 2020936.514816.514810.983540.98354
28 May 2020946.519746.519740.983350.98335
29 May 2020956.524666.524660.983160.98316
30 May 2020966.529596.529590.982970.98297
31 May 2020976.534516.534510.982780.98278
1 June 2020986.539436.539430.982600.98260
2 June 2020996.544366.544360.982410.98241
3 June 20201006.549286.549280.982220.98222
4 June 20201016.554216.554210.982030.98203
5 June 20201026.559136.559130.981840.98184
6 June 20201036.564066.564060.981650.98165
7 June 20201046.568986.568980.981460.98146
8 June 20201056.573906.573900.981270.98127
9 June 20201066.578836.578830.981080.98108
10 June 20201076.583756.583750.980880.98088
11 June 20201086.588686.588680.980690.98069
12 June 20201096.593606.593600.980500.98050
13 June 20201106.598526.598520.980310.98031
14 June 20201116.603456.603450.980120.98012
15 June 20201126.608376.608370.979930.97993
16 June 20201136.613306.613300.979730.97973
17 June 20201146.618226.618220.979540.97954
18 June 20201156.623156.623150.979350.97935
19 June 20201166.628076.628070.979160.97916
20 June 20201176.632996.632990.978960.97896
21 June 20201186.637926.637920.978770.97877
22 June 20201196.642846.642840.978580.97858
23 June 20201206.647776.647770.978380.97838
24 June 20201216.652696.652690.978190.97819
25 June 20201226.657616.657610.977990.97799
26 June 20201236.662546.662540.977800.97780
27 June 20201246.667466.667460.977600.97760
28 June 20201256.672396.672390.977410.97741
29 June 20201266.677316.677310.977210.97721
30 June 20201276.682236.682230.977020.97702
1 July 20201286.687166.687160.976820.97682
2 July 20201296.692086.692080.976630.97663
3 July 20201306.697016.697010.976430.97643
4 July 20201316.701936.701930.976230.97623
5 July 20201326.706866.706860.976040.97604
6 July 20201336.711786.711780.975840.97584
7 July 20201346.716706.716700.975640.97564
8 July 20201356.721636.721630.975450.97545
9 July 20201366.726556.726550.975250.97525
10 July 20201376.731486.731480.975050.97505
11 July 20201386.736406.736400.974850.97485
12 July 20201396.741326.741320.974650.97465
13 July 20201406.746256.746250.974460.97446
14 July 20201416.751176.751170.974260.97426
15 July 20201426.756106.756100.974060.97406
16 July 20201436.761026.761020.973860.97386
17 July 20201446.765956.765950.973660.97366
18 July 20201456.770876.770870.973460.97346
19 July 20201466.775796.775790.973260.97326
20 July 20201476.780726.780720.973060.97306
21 July 20201486.785646.785640.972860.97286
22 July 20201496.790576.790570.972660.97266
23 July 20201506.795496.795490.972460.97246
24 July 20201516.800416.800410.972260.97226
25 July 20201526.805346.805340.972060.97206
26 July 20201536.810266.810260.971860.97186
27 July 20201546.815196.815190.971660.97166
28 July 20201556.820116.820110.971450.97145
29 July 20201566.825046.825040.971250.97125
30 July 20201576.829966.829960.971050.97105
31 July 20201586.834886.834880.970850.97085
1 August 20201596.839816.839810.970640.97064
2 August 20201606.844736.844730.970440.97044
3 August 20201616.849666.849660.970240.97024
4 August 20201626.854586.854580.970040.97004
5 August 20201636.859506.859500.969830.96983
6 August 20201646.864436.864430.969630.96963
7 August 20201656.869356.869350.969420.96942
8 August 20201666.874286.874280.969220.96922
9 August 20201676.879206.879200.969020.96902
10 August 20201686.884136.884130.968810.96881
11 August 20201696.889056.889050.968610.96861
12 August 20201706.893976.893970.968400.96840
13 August 20201716.898906.898900.968200.96820
14 August 20201726.903826.903820.967990.96799
15 August 20201736.908756.908750.967780.96778
16 August 20201746.913676.913670.967580.96758
17 August 20201756.918596.918590.967370.96737
18 August 20201766.923526.923520.967170.96717
19 August 20201776.928446.928440.966960.96696
20 August 20201786.933376.933370.966750.96675
21 August 20201796.938296.938290.966550.96655
22 August 20201806.943226.943220.966340.96634
23 August 20201816.948146.948140.966130.96613
24 August 20201826.953066.953060.965920.96592
25 August 20201836.953916.953910.965740.96574
26 August 20201846.954766.954760.965550.96555
27 August 20201856.955616.955610.965360.96536
28 August 20201866.956466.956460.965170.96517
29 August 20201876.957306.957300.964980.96498
30 August 20201886.958156.958150.964800.96480
31 August 20201896.959006.959000.964610.96461
1 September 20201906.959856.959850.964420.96442
2 September 20201916.960706.960700.964230.96423
3 September 20201926.961546.961540.964040.96404
4 September 20201936.962396.962390.963850.96385
5 September 20201946.963246.963240.963670.96367
6 September 20201956.964096.964090.963480.96348
7 September 20201966.964946.964940.963290.96329
8 September 20201976.965796.965790.963100.96310
9 September 20201986.966636.966630.962910.96291
10 September 20201996.967486.967480.962730.96273
11 September 20202006.968336.968330.962540.96254
12 September 20202016.969186.969180.962350.96235
13 September 20202026.970036.970030.962160.96216
14 September 20202036.970876.970870.961970.96197
15 September 20202046.971726.971720.961780.96178
16 September 20202056.972576.972570.961600.96160
17 September 20202066.973426.973420.961410.96141
18 September 20202076.974276.974270.961220.96122
19 September 20202086.975116.975110.961030.96103
20 September 20202096.975966.975960.960840.96084
21 September 20202106.976816.976810.960650.96065
22 September 20202116.977666.977660.960470.96047
23 September 20202126.978516.978510.960280.96028
24 September 20202136.979366.979360.960090.96009
25 September 20202146.980206.980200.959900.95990
26 September 20202156.981056.981050.959710.95971
27 September 20202166.981906.981900.959520.95952
28 September 20202176.982756.982750.959340.95934
29 September 20202186.983606.983600.959150.95915
30 September 20202196.984446.984440.958960.95896
1 October 20202206.985296.985290.958770.95877
2 October 20202216.986146.986140.958580.95858
3 October 20202226.986996.986990.958390.95839
4 October 20202236.987846.987840.958210.95821
5 October 20202246.988686.988680.958020.95802
6 October 20202256.989536.989530.957830.95783
7 October 20202266.990386.990380.957640.95764
8 October 20202276.991236.991230.957450.95745
9 October 20202286.992086.992080.957260.95726
10 October 20202296.992926.992920.957080.95708
11 October 20202306.993776.993770.956890.95689
12 October 20202316.994626.994620.956700.95670
13 October 20202326.995476.995470.956510.95651
14 October 20202336.996326.996320.956320.95632
15 October 20202346.997176.997170.956130.95613
16 October 20202356.998016.998010.955940.95594
17 October 20202366.998866.998860.955760.95576
18 October 20202376.999716.999710.955570.95557
19 October 20202387.000567.000560.955380.95538
20 October 20202397.001417.001410.955190.95519
21 October 20202407.002257.002250.955000.95500
22 October 20202417.003107.003100.954810.95481
23 October 20202427.003957.003950.954620.95462
24 October 20202437.004807.004800.954440.95444
25 October 20202447.005657.005650.954250.95425
26 October 20202457.006497.006490.954060.95406
27 October 20202467.007347.007340.953870.95387
28 October 20202477.008197.008190.953680.95368
29 October 20202487.009047.009040.953490.95349
30 October 20202497.009897.009890.953300.95330
31 October 20202507.010747.010740.953120.95312
1 November 20202517.011587.011580.952930.95293
2 November 20202527.012437.012430.952740.95274
3 November 20202537.013287.013280.952550.95255
4 November 20202547.014137.014130.952360.95236
5 November 20202557.014987.014980.952170.95217
6 November 20202567.015827.015820.951980.95198
7 November 20202577.016677.016670.951800.95180
8 November 20202587.017527.017520.951610.95161
9 November 20202597.018377.018370.951420.95142
10 November 20202607.019227.019220.951230.95123
11 November 20202617.020067.020060.951040.95104
12 November 20202627.020917.020910.950850.95085
13 November 20202637.021767.021760.950660.95066
14 November 20202647.022617.022610.950470.95047
15 November 20202657.023467.023460.950290.95029
16 November 20202667.024317.024310.950100.95010
17 November 20202677.025157.025150.949910.94991
18 November 20202687.026007.026000.949720.94972
19 November 20202697.026857.026850.949530.94953
20 November 20202707.027707.027700.949340.94934
21 November 20202717.028557.028550.949150.94915
22 November 20202727.029397.029390.948970.94897
23 November 20202737.030247.030240.948780.94878
24 November 20202747.031097.031090.948590.94859
25 November 20202757.031947.031940.948400.94840
26 November 20202767.032797.032790.948210.94821
27 November 20202777.033637.033630.948020.94802
28 November 20202787.034487.034480.947830.94783
29 November 20202797.035337.035330.947640.94764
30 November 20202807.036187.036180.947450.94745
1 December 20202817.037037.037030.947270.94727
2 December 20202827.037887.037880.947080.94708
3 December 20202837.038727.038720.946890.94689
4 December 20202847.039577.039570.946700.94670
5 December 20202857.040427.040420.946510.94651
6 December 20202867.041277.041270.946320.94632
7 December 20202877.042127.042120.946130.94613
8 December 20202887.042967.042960.945940.94594
9 December 20202897.043817.043810.945760.94576
10 December 20202907.044667.044660.945570.94557
11 December 20202917.045517.045510.945380.94538
12 December 20202927.046367.046360.945190.94519
13 December 20202937.047207.047200.945000.94500
14 December 20202947.048057.048050.944810.94481
15 December 20202957.048907.048900.944620.94462
16 December 20202967.049757.049750.944430.94443
17 December 20202977.050607.050600.944240.94424
18 December 20202987.051447.051440.944060.94406
19 December 20202997.052297.052290.943870.94387
20 December 20203007.053147.053140.943680.94368
21 December 20203017.053997.053990.943490.94349
22 December 20203027.054847.054840.943300.94330
23 December 20203037.055697.055690.943110.94311
24 December 20203047.056537.056530.942920.94292
25 December 20203057.057387.057380.942730.94273
26 December 20203067.058237.058230.942540.94254
27 December 20203077.059087.059080.942350.94235
28 December 20203087.059937.059930.942170.94217
29 December 20203097.060777.060770.941980.94198
30 December 20203107.061627.061620.941790.94179
31 December 20203117.062477.062470.941600.94160
1 January 20213127.063327.063320.941410.94141
2 January 20213137.064177.064170.941220.94122
3 January 20213147.065017.065010.941030.94103
4 January 20213157.065867.065860.940840.94084
5 January 20213167.066717.066710.940650.94065
6 January 20213177.067567.067560.940460.94046
7 January 20213187.068417.068410.940280.94028
8 January 20213197.069267.069260.940090.94009
9 January 20213207.070107.070100.939900.93990
10 January 20213217.070957.070950.939710.93971
11 January 20213227.071807.071800.939520.93952
12 January 20213237.072657.072650.939330.93933
13 January 20213247.073507.073500.939140.93914
14 January 20213257.074347.074340.938950.93895
15 January 20213267.075197.075190.938760.93876
16 January 20213277.076047.076040.938570.93857
17 January 20213287.076897.076890.938390.93839
18 January 20213297.077747.077740.938200.93820
19 January 20213307.078587.078580.938010.93801
20 January 20213317.079437.079430.937820.93782
21 January 20213327.080287.080280.937630.93763
22 January 20213337.081137.081130.937440.93744
23 January 20213347.081987.081980.937250.93725
24 January 20213357.082837.082830.937060.93706
25 January 20213367.083677.083670.936870.93687
26 January 20213377.084527.084520.936680.93668
27 January 20213387.085377.085370.936490.93649
28 January 20213397.086227.086220.936300.93630
29 January 20213407.087077.087070.936120.93612
30 January 20213417.087917.087910.935930.93593
31 January 20213427.088767.088760.935740.93574
1 February 20213437.089617.089610.935550.93555
2 February 20213447.090467.090460.935360.93536
3 February 20213457.091317.091310.935170.93517
4 February 20213467.092157.092150.934980.93498
5 February 20213477.093007.093000.934790.93479
6 February 20213487.093857.093850.934600.93460
7 February 20213497.094707.094700.934410.93441
8 February 20213507.095557.095550.934220.93422
9 February 20213517.096407.096400.934030.93403
10 February 20213527.097247.097240.933850.93385
11 February 20213537.098097.098090.933660.93366
12 February 20213547.098947.098940.933470.93347
13 February 20213557.099797.099790.933280.93328
14 February 20213567.100647.100640.933090.93309
15 February 20213577.101487.101480.932900.93290
16 February 20213587.102337.102330.932710.93271
17 February 20213597.103187.103180.932520.93252
18 February 20213607.104037.104030.932330.93233
19 February 20213617.104887.104880.932140.93214
20 February 20213627.105727.105720.931950.93195
21 February 20213637.106577.106570.931760.93176
22 February 20213647.107427.107420.931570.93157
23 February 20213657.108277.108270.931380.93138
26 March 20213966.484536.484530.932070.93207
25 April 20214266.386976.386970.928170.92817
26 May 20214576.390756.390750.923100.92310
25 June 20214876.394416.394410.918220.91822
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24 August 20215476.401736.401730.908520.90852
24 September 20215786.405516.405510.903540.90354
25 October 20216096.409296.409290.898580.89858
24 November 20216396.412956.412950.893800.89380
25 December 20216706.416746.416740.888890.88889
24 January 20227006.420396.420390.884150.88415
23 February 20227306.424056.424050.879430.87943
22 February 202310946.468456.468450.823760.82376
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22 February 202518257.315357.315350.693660.69366
22 February 202621907.741347.741340.628460.62846
25 August 202623747.956097.956090.596020.59602
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25 May 202830138.587788.587780.492180.49218
23 February 202932878.847568.847560.450780.45078
22 February 203036519.185309.185300.399000.39900
24 February 203140189.410249.410240.354910.35491
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23 February 2033474810.0331410.033140.271140.27114
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21 February 2035547610.5592710.559270.205120.20512
23 February 2040730411.2791011.279100.104660.10466
22 February 2045913011.3970011.397000.057800.05780
24 February 20501095811.3435311.343530.033190.03319
24 February 20551278411.3435311.343530.018820.01882
24 February 20601461011.3435311.343530.010670.01067