South African primary money-market curve

Curve last updated on 31 January 2023 at 05.33.18 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight17.060007.06000Effective
1 month307.308007.30800Effective
3 months917.433007.43300Effective
6 months1827.967007.96700Effective
9 months2738.250008.25000Effective
1 year3658.517008.51700Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
1 February 202317.059327.059320.999810.99981
2 February 202327.067147.067140.999610.99961
3 February 202337.074967.074960.999420.99942
4 February 202347.082787.082780.999220.99922
5 February 202357.090607.090600.999030.99903
6 February 202367.098427.098420.998830.99883
7 February 202377.106257.106250.998640.99864
8 February 202387.114077.114070.998440.99844
9 February 202397.121897.121890.998250.99825
10 February 2023107.129717.129710.998050.99805
11 February 2023117.137537.137530.997850.99785
12 February 2023127.145357.145350.997650.99765
13 February 2023137.153177.153170.997460.99746
14 February 2023147.161007.161000.997260.99726
15 February 2023157.168827.168820.997060.99706
16 February 2023167.176647.176640.996860.99686
17 February 2023177.184467.184460.996660.99666
18 February 2023187.192287.192280.996460.99646
19 February 2023197.200107.200100.996260.99626
20 February 2023207.207937.207930.996060.99606
21 February 2023217.215757.215750.995860.99586
22 February 2023227.223577.223570.995660.99566
23 February 2023237.231397.231390.995450.99545
24 February 2023247.239217.239210.995250.99525
25 February 2023257.247037.247030.995050.99505
26 February 2023267.254857.254850.994850.99485
27 February 2023277.262687.262680.994640.99464
28 February 2023287.270507.270500.994440.99444
1 March 2023297.278327.278320.994230.99423
2 March 2023307.286147.286140.994030.99403
3 March 2023317.287437.287430.993830.99383
4 March 2023327.288727.288720.993630.99363
5 March 2023337.290027.290020.993430.99343
6 March 2023347.291317.291310.993230.99323
7 March 2023357.292607.292600.993030.99303
8 March 2023367.293897.293890.992830.99283
9 March 2023377.295197.295190.992630.99263
10 March 2023387.296487.296480.992430.99243
11 March 2023397.297777.297770.992230.99223
12 March 2023407.299067.299060.992030.99203
13 March 2023417.300357.300350.991830.99183
14 March 2023427.301657.301650.991630.99163
15 March 2023437.302947.302940.991430.99143
16 March 2023447.304237.304230.991230.99123
17 March 2023457.305527.305520.991030.99103
18 March 2023467.306827.306820.990830.99083
19 March 2023477.308117.308110.990630.99063
20 March 2023487.309407.309400.990430.99043
21 March 2023497.310697.310690.990230.99023
22 March 2023507.311987.311980.990030.99003
23 March 2023517.313287.313280.989830.98983
24 March 2023527.314577.314570.989630.98963
25 March 2023537.315867.315860.989430.98943
26 March 2023547.317157.317150.989230.98923
27 March 2023557.318457.318450.989030.98903
28 March 2023567.319747.319740.988830.98883
29 March 2023577.321037.321030.988630.98863
30 March 2023587.322327.322320.988430.98843
31 March 2023597.323617.323610.988230.98823
1 April 2023607.324917.324910.988030.98803
2 April 2023617.326207.326200.987830.98783
3 April 2023627.327497.327490.987630.98763
4 April 2023637.328787.328780.987430.98743
5 April 2023647.330087.330080.987230.98723
6 April 2023657.331377.331370.987030.98703
7 April 2023667.332667.332660.986830.98683
8 April 2023677.333957.333950.986630.98663
9 April 2023687.335247.335240.986430.98643
10 April 2023697.336547.336540.986230.98623
11 April 2023707.337837.337830.986030.98603
12 April 2023717.339127.339120.985830.98583
13 April 2023727.340417.340410.985620.98562
14 April 2023737.341717.341710.985420.98542
15 April 2023747.343007.343000.985220.98522
16 April 2023757.344297.344290.985020.98502
17 April 2023767.345587.345580.984820.98482
18 April 2023777.346887.346880.984620.98462
19 April 2023787.348177.348170.984420.98442
20 April 2023797.349467.349460.984220.98422
21 April 2023807.350757.350750.984020.98402
22 April 2023817.352047.352040.983820.98382
23 April 2023827.353347.353340.983620.98362
24 April 2023837.354637.354630.983410.98341
25 April 2023847.355927.355920.983210.98321
26 April 2023857.357217.357210.983010.98301
27 April 2023867.358517.358510.982810.98281
28 April 2023877.359807.359800.982610.98261
29 April 2023887.361097.361090.982410.98241
30 April 2023897.362387.362380.982210.98221
1 May 2023907.363677.363670.982010.98201
2 May 2023917.364977.364970.981810.98181
3 May 2023927.369897.369890.981600.98160
4 May 2023937.374817.374810.981380.98138
5 May 2023947.379737.379730.981170.98117
6 May 2023957.384657.384650.980960.98096
7 May 2023967.389577.389570.980750.98075
8 May 2023977.394507.394500.980540.98054
9 May 2023987.399427.399420.980330.98033
10 May 2023997.404347.404340.980120.98012
11 May 20231007.409267.409260.979910.97991
12 May 20231017.414187.414180.979690.97969
13 May 20231027.419107.419100.979480.97948
14 May 20231037.424027.424020.979270.97927
15 May 20231047.428957.428950.979060.97906
16 May 20231057.433877.433870.978840.97884
17 May 20231067.438797.438790.978630.97863
18 May 20231077.443717.443710.978420.97842
19 May 20231087.448637.448630.978200.97820
20 May 20231097.453557.453550.977990.97799
21 May 20231107.458477.458470.977770.97777
22 May 20231117.463407.463400.977560.97756
23 May 20231127.468327.468320.977340.97734
24 May 20231137.473247.473240.977130.97713
25 May 20231147.478167.478160.976910.97691
26 May 20231157.483087.483080.976700.97670
27 May 20231167.488007.488000.976480.97648
28 May 20231177.492937.492930.976270.97627
29 May 20231187.497857.497850.976050.97605
30 May 20231197.502777.502770.975840.97584
31 May 20231207.507697.507690.975620.97562
1 June 20231217.512617.512610.975400.97540
2 June 20231227.517537.517530.975190.97519
3 June 20231237.522457.522450.974970.97497
4 June 20231247.527387.527380.974750.97475
5 June 20231257.532307.532300.974530.97453
6 June 20231267.537227.537220.974320.97432
7 June 20231277.542147.542140.974100.97410
8 June 20231287.547067.547060.973880.97388
9 June 20231297.551987.551980.973660.97366
10 June 20231307.556907.556900.973440.97344
11 June 20231317.561837.561830.973230.97323
12 June 20231327.566757.566750.973010.97301
13 June 20231337.571677.571670.972790.97279
14 June 20231347.576597.576590.972570.97257
15 June 20231357.581517.581510.972350.97235
16 June 20231367.586437.586430.972130.97213
17 June 20231377.591367.591360.971910.97191
18 June 20231387.596287.596280.971690.97169
19 June 20231397.601207.601200.971470.97147
20 June 20231407.606127.606120.971250.97125
21 June 20231417.611047.611040.971030.97103
22 June 20231427.615967.615960.970810.97081
23 June 20231437.620887.620880.970580.97058
24 June 20231447.625817.625810.970360.97036
25 June 20231457.630737.630730.970140.97014
26 June 20231467.635657.635650.969920.96992
27 June 20231477.640577.640570.969700.96970
28 June 20231487.645497.645490.969470.96947
29 June 20231497.650417.650410.969250.96925
30 June 20231507.655337.655330.969030.96903
1 July 20231517.660267.660260.968810.96881
2 July 20231527.665187.665180.968580.96858
3 July 20231537.670107.670100.968360.96836
4 July 20231547.675027.675020.968140.96814
5 July 20231557.679947.679940.967910.96791
6 July 20231567.684867.684860.967690.96769
7 July 20231577.689787.689780.967460.96746
8 July 20231587.694717.694710.967240.96724
9 July 20231597.699637.699630.967020.96702
10 July 20231607.704557.704550.966790.96679
11 July 20231617.709477.709470.966570.96657
12 July 20231627.714397.714390.966340.96634
13 July 20231637.719317.719310.966110.96611
14 July 20231647.724247.724240.965890.96589
15 July 20231657.729167.729160.965660.96566
16 July 20231667.734087.734080.965440.96544
17 July 20231677.739007.739000.965210.96521
18 July 20231687.743927.743920.964980.96498
19 July 20231697.748847.748840.964760.96476
20 July 20231707.753767.753760.964530.96453
21 July 20231717.758697.758690.964300.96430
22 July 20231727.763617.763610.964080.96408
23 July 20231737.768537.768530.963850.96385
24 July 20231747.773457.773450.963620.96362
25 July 20231757.778377.778370.963390.96339
26 July 20231767.783297.783290.963170.96317
27 July 20231777.788217.788210.962940.96294
28 July 20231787.793147.793140.962710.96271
29 July 20231797.798067.798060.962480.96248
30 July 20231807.802987.802980.962250.96225
31 July 20231817.807907.807900.962020.96202
1 August 20231827.812827.812820.961790.96179
2 August 20231837.814947.814940.961580.96158
3 August 20231847.817067.817060.961360.96136
4 August 20231857.819177.819170.961140.96114
5 August 20231867.821297.821290.960930.96093
6 August 20231877.823417.823410.960710.96071
7 August 20231887.825527.825520.960490.96049
8 August 20231897.827647.827640.960280.96028
9 August 20231907.829767.829760.960060.96006
10 August 20231917.831887.831880.959850.95985
11 August 20231927.833997.833990.959630.95963
12 August 20231937.836117.836110.959410.95941
13 August 20231947.838237.838230.959200.95920
14 August 20231957.840347.840340.958980.95898
15 August 20231967.842467.842460.958760.95876
16 August 20231977.844587.844580.958540.95854
17 August 20231987.846697.846690.958330.95833
18 August 20231997.848817.848810.958110.95811
19 August 20232007.850937.850930.957890.95789
20 August 20232017.853057.853050.957680.95768
21 August 20232027.855167.855160.957460.95746
22 August 20232037.857287.857280.957240.95724
23 August 20232047.859407.859400.957020.95702
24 August 20232057.861517.861510.956810.95681
25 August 20232067.863637.863630.956590.95659
26 August 20232077.865757.865750.956370.95637
27 August 20232087.867877.867870.956150.95615
28 August 20232097.869987.869980.955940.95594
29 August 20232107.872107.872100.955720.95572
30 August 20232117.874227.874220.955500.95550
31 August 20232127.876337.876330.955280.95528
1 September 20232137.878457.878450.955070.95507
2 September 20232147.880577.880570.954850.95485
3 September 20232157.882687.882680.954630.95463
4 September 20232167.884807.884800.954410.95441
5 September 20232177.886927.886920.954190.95419
6 September 20232187.889047.889040.953970.95397
7 September 20232197.891157.891150.953760.95376
8 September 20232207.893277.893270.953540.95354
9 September 20232217.895397.895390.953320.95332
10 September 20232227.897507.897500.953100.95310
11 September 20232237.899627.899620.952880.95288
12 September 20232247.901747.901740.952660.95266
13 September 20232257.903867.903860.952450.95245
14 September 20232267.905977.905970.952230.95223
15 September 20232277.908097.908090.952010.95201
16 September 20232287.910217.910210.951790.95179
17 September 20232297.912327.912320.951570.95157
18 September 20232307.914447.914440.951350.95135
19 September 20232317.916567.916560.951130.95113
20 September 20232327.918677.918670.950910.95091
21 September 20232337.920797.920790.950690.95069
22 September 20232347.922917.922910.950480.95048
23 September 20232357.925037.925030.950260.95026
24 September 20232367.927147.927140.950040.95004
25 September 20232377.929267.929260.949820.94982
26 September 20232387.931387.931380.949600.94960
27 September 20232397.933497.933490.949380.94938
28 September 20232407.935617.935610.949160.94916
29 September 20232417.937737.937730.948940.94894
30 September 20232427.939857.939850.948720.94872
1 October 20232437.941967.941960.948500.94850
2 October 20232447.944087.944080.948280.94828
3 October 20232457.946207.946200.948060.94806
4 October 20232467.948317.948310.947840.94784
5 October 20232477.950437.950430.947620.94762
6 October 20232487.952557.952550.947400.94740
7 October 20232497.954667.954660.947180.94718
8 October 20232507.956787.956780.946960.94696
9 October 20232517.958907.958900.946740.94674
10 October 20232527.961027.961020.946520.94652
11 October 20232537.963137.963130.946300.94630
12 October 20232547.965257.965250.946080.94608
13 October 20232557.967377.967370.945860.94586
14 October 20232567.969487.969480.945640.94564
15 October 20232577.971607.971600.945420.94542
16 October 20232587.973727.973720.945200.94520
17 October 20232597.975847.975840.944980.94498
18 October 20232607.977957.977950.944760.94476
19 October 20232617.980077.980070.944530.94453
20 October 20232627.982197.982190.944310.94431
21 October 20232637.984307.984300.944090.94409
22 October 20232647.986427.986420.943870.94387
23 October 20232657.988547.988540.943650.94365
24 October 20232667.990657.990650.943430.94343
25 October 20232677.992777.992770.943210.94321
26 October 20232687.994897.994890.942990.94299
27 October 20232697.997017.997010.942770.94277
28 October 20232707.999127.999120.942550.94255
29 October 20232718.001248.001240.942320.94232
30 October 20232728.003368.003360.942100.94210
31 October 20232738.005478.005470.941880.94188
1 November 20232748.007308.007300.941660.94166
2 November 20232758.009138.009130.941440.94144
3 November 20232768.010968.010960.941220.94122
4 November 20232778.012798.012790.941000.94100
5 November 20232788.014618.014610.940780.94078
6 November 20232798.016448.016440.940560.94056
7 November 20232808.018278.018270.940340.94034
8 November 20232818.020108.020100.940120.94012
9 November 20232828.021938.021930.939900.93990
10 November 20232838.023768.023760.939680.93968
11 November 20232848.025588.025580.939460.93946
12 November 20232858.027418.027410.939240.93924
13 November 20232868.029248.029240.939020.93902
14 November 20232878.031078.031070.938800.93880
15 November 20232888.032908.032900.938580.93858
16 November 20232898.034728.034720.938360.93836
17 November 20232908.036558.036550.938140.93814
18 November 20232918.038388.038380.937920.93792
19 November 20232928.040218.040210.937700.93770
20 November 20232938.042048.042040.937480.93748
21 November 20232948.043878.043870.937260.93726
22 November 20232958.045698.045690.937040.93704
23 November 20232968.047528.047520.936820.93682
24 November 20232978.049358.049350.936600.93660
25 November 20232988.051188.051180.936380.93638
26 November 20232998.053018.053010.936160.93616
27 November 20233008.054838.054830.935940.93594
28 November 20233018.056668.056660.935720.93572
29 November 20233028.058498.058490.935500.93550
30 November 20233038.060328.060320.935280.93528
1 December 20233048.062158.062150.935060.93506
2 December 20233058.063988.063980.934840.93484
3 December 20233068.065808.065800.934620.93462
4 December 20233078.067638.067630.934390.93439
5 December 20233088.069468.069460.934170.93417
6 December 20233098.071298.071290.933950.93395
7 December 20233108.073128.073120.933730.93373
8 December 20233118.074948.074940.933510.93351
9 December 20233128.076778.076770.933290.93329
10 December 20233138.078608.078600.933070.93307
11 December 20233148.080438.080430.932850.93285
12 December 20233158.082268.082260.932630.93263
13 December 20233168.084098.084090.932400.93240
14 December 20233178.085918.085910.932180.93218
15 December 20233188.087748.087740.931960.93196
16 December 20233198.089578.089570.931740.93174
17 December 20233208.091408.091400.931520.93152
18 December 20233218.093238.093230.931300.93130
19 December 20233228.095058.095050.931080.93108
20 December 20233238.096888.096880.930860.93086
21 December 20233248.098718.098710.930630.93063
22 December 20233258.100548.100540.930410.93041
23 December 20233268.102378.102370.930190.93019
24 December 20233278.104208.104200.929970.92997
25 December 20233288.106028.106020.929750.92975
26 December 20233298.107858.107850.929520.92952
27 December 20233308.109688.109680.929300.92930
28 December 20233318.111518.111510.929080.92908
29 December 20233328.113348.113340.928860.92886
30 December 20233338.115168.115160.928640.92864
31 December 20233348.116998.116990.928420.92842
1 January 20243358.118828.118820.928190.92819
2 January 20243368.120658.120650.927970.92797
3 January 20243378.122488.122480.927750.92775
4 January 20243388.124318.124310.927530.92753
5 January 20243398.126138.126130.927310.92731
6 January 20243408.127968.127960.927080.92708
7 January 20243418.129798.129790.926860.92686
8 January 20243428.131628.131620.926640.92664
9 January 20243438.133458.133450.926420.92642
10 January 20243448.135278.135270.926190.92619
11 January 20243458.137108.137100.925970.92597
12 January 20243468.138938.138930.925750.92575
13 January 20243478.140768.140760.925530.92553
14 January 20243488.142598.142590.925300.92530
15 January 20243498.144428.144420.925080.92508
16 January 20243508.146248.146240.924860.92486
17 January 20243518.148078.148070.924640.92464
18 January 20243528.149908.149900.924410.92441
19 January 20243538.151738.151730.924190.92419
20 January 20243548.153568.153560.923970.92397
21 January 20243558.155388.155380.923740.92374
22 January 20243568.157218.157210.923520.92352
23 January 20243578.159048.159040.923300.92330
24 January 20243588.160878.160870.923080.92308
25 January 20243598.162708.162700.922850.92285
26 January 20243608.164528.164520.922630.92263
27 January 20243618.166358.166350.922410.92241
28 January 20243628.168188.168180.922180.92218
29 January 20243638.170018.170010.921960.92196
30 January 20243648.171848.171840.921740.92174
31 January 20243658.173678.173670.921510.92151
2 March 20243968.173678.173670.915140.91514
1 April 20244268.173678.173670.909010.90901
2 May 20244578.173678.173670.902720.90272
1 June 20244878.173678.173670.896680.89668
1 July 20245178.173678.173670.890680.89068
31 July 20245478.173678.173670.884710.88471
31 August 20245788.173678.173670.878590.87859
1 October 20246098.173678.173670.872510.87251
31 October 20246398.173678.173670.866670.86667
1 December 20246708.173678.173670.860680.86068
31 December 20247008.173678.173670.854910.85491
30 January 20257308.173678.173670.849190.84919
29 January 202610948.173678.173670.782720.78272
29 January 202714598.173678.173670.721280.72128
30 January 202818258.173678.173670.664520.66452
29 January 202921908.173678.173670.612370.61237
1 August 202923748.173678.173670.587650.58765
30 January 203025568.173678.173670.564180.56418
31 January 203129228.173678.173670.519780.51978
2 May 203130138.173678.173670.509300.50930
31 January 203232878.173678.173670.478990.47899
29 January 203336518.173678.173670.441490.44149
31 January 203440188.173678.173670.406660.40666
31 January 203543838.173678.173670.374740.37474
31 January 203647488.173678.173670.345330.34533
31 January 203751148.173678.173670.318160.31816
28 January 203854768.173678.173670.293380.29338
30 January 204373048.173678.173670.194830.19483
30 January 204891308.173678.173670.129440.12944
31 January 2053109588.173678.173670.085960.08596
31 January 2058127848.173678.173670.057110.05711
31 January 2063146108.173678.173670.037940.03794