South African primary money-market curve

Curve last updated on 19 August 2022 at 05.11.43 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight15.320005.32000Effective
1 month305.583005.58300Effective
3 months915.742005.74200Effective
6 months1826.625006.62500Effective
9 months2737.192007.19200Effective
1 year3657.650007.65000Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
20 August 202215.319615.319610.999850.99985
21 August 202225.328255.328250.999710.99971
22 August 202235.336905.336900.999560.99956
23 August 202245.345545.345540.999410.99941
24 August 202255.354185.354180.999270.99927
25 August 202265.362825.362820.999120.99912
26 August 202275.371465.371460.998970.99897
27 August 202285.380115.380110.998820.99882
28 August 202295.388755.388750.998670.99867
29 August 2022105.397395.397390.998520.99852
30 August 2022115.406035.406030.998370.99837
31 August 2022125.414675.414670.998220.99822
1 September 2022135.423325.423320.998070.99807
2 September 2022145.431965.431960.997920.99792
3 September 2022155.440605.440600.997770.99777
4 September 2022165.449245.449240.997610.99761
5 September 2022175.457885.457880.997460.99746
6 September 2022185.466535.466530.997310.99731
7 September 2022195.475175.475170.997150.99715
8 September 2022205.483815.483810.997000.99700
9 September 2022215.492455.492450.996850.99685
10 September 2022225.501095.501090.996690.99669
11 September 2022235.509745.509740.996530.99653
12 September 2022245.518385.518380.996380.99638
13 September 2022255.527025.527020.996220.99622
14 September 2022265.535665.535660.996060.99606
15 September 2022275.544305.544300.995910.99591
16 September 2022285.552955.552950.995750.99575
17 September 2022295.561595.561590.995590.99559
18 September 2022305.570235.570230.995430.99543
19 September 2022315.572385.572380.995280.99528
20 September 2022325.574535.574530.995120.99512
21 September 2022335.576685.576680.994970.99497
22 September 2022345.578825.578820.994820.99482
23 September 2022355.580975.580970.994660.99466
24 September 2022365.583125.583120.994510.99451
25 September 2022375.585275.585270.994350.99435
26 September 2022385.587425.587420.994200.99420
27 September 2022395.589575.589570.994050.99405
28 September 2022405.591715.591710.993890.99389
29 September 2022415.593865.593860.993740.99374
30 September 2022425.596015.596010.993580.99358
1 October 2022435.598165.598160.993430.99343
2 October 2022445.600315.600310.993270.99327
3 October 2022455.602465.602460.993120.99312
4 October 2022465.604615.604610.992960.99296
5 October 2022475.606755.606750.992810.99281
6 October 2022485.608905.608900.992650.99265
7 October 2022495.611055.611050.992500.99250
8 October 2022505.613205.613200.992340.99234
9 October 2022515.615355.615350.992180.99218
10 October 2022525.617505.617500.992030.99203
11 October 2022535.619655.619650.991870.99187
12 October 2022545.621795.621790.991720.99172
13 October 2022555.623945.623940.991560.99156
14 October 2022565.626095.626090.991410.99141
15 October 2022575.628245.628240.991250.99125
16 October 2022585.630395.630390.991090.99109
17 October 2022595.632545.632540.990940.99094
18 October 2022605.634685.634680.990780.99078
19 October 2022615.636835.636830.990620.99062
20 October 2022625.638985.638980.990470.99047
21 October 2022635.641135.641130.990310.99031
22 October 2022645.643285.643280.990150.99015
23 October 2022655.645435.645430.990000.99000
24 October 2022665.647585.647580.989840.98984
25 October 2022675.649725.649720.989680.98968
26 October 2022685.651875.651870.989530.98953
27 October 2022695.654025.654020.989370.98937
28 October 2022705.656175.656170.989210.98921
29 October 2022715.658325.658320.989050.98905
30 October 2022725.660475.660470.988900.98890
31 October 2022735.662615.662610.988740.98874
1 November 2022745.664765.664760.988580.98858
2 November 2022755.666915.666910.988420.98842
3 November 2022765.669065.669060.988270.98827
4 November 2022775.671215.671210.988110.98811
5 November 2022785.673365.673360.987950.98795
6 November 2022795.675515.675510.987790.98779
7 November 2022805.677655.677650.987630.98763
8 November 2022815.679805.679800.987470.98747
9 November 2022825.681955.681950.987320.98732
10 November 2022835.684105.684100.987160.98716
11 November 2022845.686255.686250.987000.98700
12 November 2022855.688405.688400.986840.98684
13 November 2022865.690555.690550.986680.98668
14 November 2022875.692695.692690.986520.98652
15 November 2022885.694845.694840.986360.98636
16 November 2022895.696995.696990.986200.98620
17 November 2022905.699145.699140.986050.98605
18 November 2022915.701295.701290.985890.98589
19 November 2022925.710265.710260.985710.98571
20 November 2022935.719245.719240.985530.98553
21 November 2022945.728215.728210.985360.98536
22 November 2022955.737185.737180.985180.98518
23 November 2022965.746165.746160.985000.98500
24 November 2022975.755135.755130.984820.98482
25 November 2022985.764115.764110.984640.98464
26 November 2022995.773085.773080.984460.98446
27 November 20221005.782055.782050.984280.98428
28 November 20221015.791035.791030.984100.98410
29 November 20221025.800005.800000.983920.98392
30 November 20221035.808985.808980.983740.98374
1 December 20221045.817955.817950.983560.98356
2 December 20221055.826925.826920.983380.98338
3 December 20221065.835905.835900.983190.98319
4 December 20221075.844875.844870.983010.98301
5 December 20221085.853855.853850.982830.98283
6 December 20221095.862825.862820.982640.98264
7 December 20221105.871795.871790.982460.98246
8 December 20221115.880775.880770.982280.98228
9 December 20221125.889745.889740.982090.98209
10 December 20221135.898725.898720.981900.98190
11 December 20221145.907695.907690.981720.98172
12 December 20221155.916665.916660.981530.98153
13 December 20221165.925645.925640.981340.98134
14 December 20221175.934615.934610.981160.98116
15 December 20221185.943595.943590.980970.98097
16 December 20221195.952565.952560.980780.98078
17 December 20221205.961545.961540.980590.98059
18 December 20221215.970515.970510.980400.98040
19 December 20221225.979485.979480.980210.98021
20 December 20221235.988465.988460.980020.98002
21 December 20221245.997435.997430.979830.97983
22 December 20221256.006416.006410.979640.97964
23 December 20221266.015386.015380.979450.97945
24 December 20221276.024356.024350.979260.97926
25 December 20221286.033336.033330.979060.97906
26 December 20221296.042306.042300.978870.97887
27 December 20221306.051286.051280.978680.97868
28 December 20221316.060256.060250.978480.97848
29 December 20221326.069226.069220.978290.97829
30 December 20221336.078206.078200.978100.97810
31 December 20221346.087176.087170.977900.97790
1 January 20231356.096156.096150.977710.97771
2 January 20231366.105126.105120.977510.97751
3 January 20231376.114096.114090.977310.97731
4 January 20231386.123076.123070.977120.97712
5 January 20231396.132046.132040.976920.97692
6 January 20231406.141026.141020.976720.97672
7 January 20231416.149996.149990.976520.97652
8 January 20231426.158966.158960.976320.97632
9 January 20231436.167946.167940.976120.97612
10 January 20231446.176916.176910.975930.97593
11 January 20231456.185896.185890.975730.97573
12 January 20231466.194866.194860.975530.97553
13 January 20231476.203836.203830.975320.97532
14 January 20231486.212816.212810.975120.97512
15 January 20231496.221786.221780.974920.97492
16 January 20231506.230766.230760.974720.97472
17 January 20231516.239736.239730.974520.97452
18 January 20231526.248706.248700.974310.97431
19 January 20231536.257686.257680.974110.97411
20 January 20231546.266656.266650.973910.97391
21 January 20231556.275636.275630.973700.97370
22 January 20231566.284606.284600.973500.97350
23 January 20231576.293576.293570.973290.97329
24 January 20231586.302556.302550.973090.97309
25 January 20231596.311526.311520.972880.97288
26 January 20231606.320506.320500.972670.97267
27 January 20231616.329476.329470.972470.97247
28 January 20231626.338446.338440.972260.97226
29 January 20231636.347426.347420.972050.97205
30 January 20231646.356396.356390.971840.97184
31 January 20231656.365376.365370.971640.97164
1 February 20231666.374346.374340.971430.97143
2 February 20231676.383326.383320.971220.97122
3 February 20231686.392296.392290.971010.97101
4 February 20231696.401266.401260.970800.97080
5 February 20231706.410246.410240.970590.97059
6 February 20231716.419216.419210.970370.97037
7 February 20231726.428196.428190.970160.97016
8 February 20231736.437166.437160.969950.96995
9 February 20231746.446136.446130.969740.96974
10 February 20231756.455116.455110.969520.96952
11 February 20231766.464086.464080.969310.96931
12 February 20231776.473066.473060.969100.96910
13 February 20231786.482036.482030.968880.96888
14 February 20231796.491006.491000.968670.96867
15 February 20231806.499986.499980.968450.96845
16 February 20231816.508956.508950.968240.96824
17 February 20231826.517936.517930.968020.96802
18 February 20231836.523286.523280.967820.96782
19 February 20231846.528646.528640.967620.96762
20 February 20231856.533996.533990.967420.96742
21 February 20231866.539356.539350.967230.96723
22 February 20231876.544706.544700.967030.96703
23 February 20231886.550066.550060.966830.96683
24 February 20231896.555416.555410.966630.96663
25 February 20231906.560776.560770.966420.96642
26 February 20231916.566126.566120.966220.96622
27 February 20231926.571486.571480.966020.96602
28 February 20231936.576836.576830.965820.96582
1 March 20231946.582196.582190.965620.96562
2 March 20231956.587546.587540.965420.96542
3 March 20231966.592906.592900.965220.96522
4 March 20231976.598256.598250.965010.96501
5 March 20231986.603616.603610.964810.96481
6 March 20231996.608966.608960.964610.96461
7 March 20232006.614326.614320.964410.96441
8 March 20232016.619676.619670.964200.96420
9 March 20232026.625036.625030.964000.96400
10 March 20232036.630386.630380.963800.96380
11 March 20232046.635746.635740.963590.96359
12 March 20232056.641096.641090.963390.96339
13 March 20232066.646456.646450.963180.96318
14 March 20232076.651806.651800.962980.96298
15 March 20232086.657166.657160.962770.96277
16 March 20232096.662516.662510.962570.96257
17 March 20232106.667876.667870.962360.96236
18 March 20232116.673226.673220.962160.96216
19 March 20232126.678586.678580.961950.96195
20 March 20232136.683936.683930.961750.96175
21 March 20232146.689296.689290.961540.96154
22 March 20232156.694646.694640.961330.96133
23 March 20232166.700006.700000.961130.96113
24 March 20232176.705356.705350.960920.96092
25 March 20232186.710716.710710.960710.96071
26 March 20232196.716066.716060.960500.96050
27 March 20232206.721426.721420.960300.96030
28 March 20232216.726776.726770.960090.96009
29 March 20232226.732136.732130.959880.95988
30 March 20232236.737486.737480.959670.95967
31 March 20232246.742846.742840.959460.95946
1 April 20232256.748196.748190.959260.95926
2 April 20232266.753556.753550.959050.95905
3 April 20232276.758906.758900.958840.95884
4 April 20232286.764266.764260.958630.95863
5 April 20232296.769616.769610.958420.95842
6 April 20232306.774976.774970.958210.95821
7 April 20232316.780326.780320.958000.95800
8 April 20232326.785686.785680.957790.95779
9 April 20232336.791036.791030.957580.95758
10 April 20232346.796396.796390.957360.95736
11 April 20232356.801746.801740.957150.95715
12 April 20232366.807106.807100.956940.95694
13 April 20232376.812456.812450.956730.95673
14 April 20232386.817816.817810.956520.95652
15 April 20232396.823166.823160.956310.95631
16 April 20232406.828526.828520.956090.95609
17 April 20232416.833876.833870.955880.95588
18 April 20232426.839236.839230.955670.95567
19 April 20232436.844586.844580.955450.95545
20 April 20232446.849946.849940.955240.95524
21 April 20232456.855296.855290.955030.95503
22 April 20232466.860656.860650.954810.95481
23 April 20232476.866006.866000.954600.95460
24 April 20232486.871366.871360.954390.95439
25 April 20232496.876716.876710.954170.95417
26 April 20232506.882076.882070.953960.95396
27 April 20232516.887426.887420.953740.95374
28 April 20232526.892786.892780.953530.95353
29 April 20232536.898136.898130.953310.95331
30 April 20232546.903496.903490.953100.95310
1 May 20232556.908846.908840.952880.95288
2 May 20232566.914206.914200.952660.95266
3 May 20232576.919556.919550.952450.95245
4 May 20232586.924916.924910.952230.95223
5 May 20232596.930266.930260.952010.95201
6 May 20232606.935626.935620.951800.95180
7 May 20232616.940976.940970.951580.95158
8 May 20232626.946336.946330.951360.95136
9 May 20232636.951686.951680.951140.95114
10 May 20232646.957046.957040.950930.95093
11 May 20232656.962396.962390.950710.95071
12 May 20232666.967756.967750.950490.95049
13 May 20232676.973106.973100.950270.95027
14 May 20232686.978466.978460.950050.95005
15 May 20232696.983816.983810.949830.94983
16 May 20232706.989176.989170.949610.94961
17 May 20232716.994526.994520.949390.94939
18 May 20232726.999886.999880.949170.94917
19 May 20232737.005237.005230.948950.94895
20 May 20232747.009217.009210.948740.94874
21 May 20232757.013197.013190.948530.94853
22 May 20232767.017187.017180.948320.94832
23 May 20232777.021167.021160.948110.94811
24 May 20232787.025147.025140.947900.94790
25 May 20232797.029127.029120.947690.94769
26 May 20232807.033107.033100.947480.94748
27 May 20232817.037087.037080.947270.94727
28 May 20232827.041067.041060.947050.94705
29 May 20232837.045047.045040.946840.94684
30 May 20232847.049037.049030.946630.94663
31 May 20232857.053017.053010.946420.94642
1 June 20232867.056997.056990.946210.94621
2 June 20232877.060977.060970.945990.94599
3 June 20232887.064957.064950.945780.94578
4 June 20232897.068937.068930.945570.94557
5 June 20232907.072917.072910.945350.94535
6 June 20232917.076897.076890.945140.94514
7 June 20232927.080887.080880.944930.94493
8 June 20232937.084867.084860.944710.94471
9 June 20232947.088847.088840.944500.94450
10 June 20232957.092827.092820.944290.94429
11 June 20232967.096807.096800.944070.94407
12 June 20232977.100787.100780.943860.94386
13 June 20232987.104767.104760.943640.94364
14 June 20232997.108747.108740.943430.94343
15 June 20233007.112727.112720.943220.94322
16 June 20233017.116717.116710.943000.94300
17 June 20233027.120697.120690.942790.94279
18 June 20233037.124677.124670.942570.94257
19 June 20233047.128657.128650.942360.94236
20 June 20233057.132637.132630.942140.94214
21 June 20233067.136617.136610.941920.94192
22 June 20233077.140597.140590.941710.94171
23 June 20233087.144577.144570.941490.94149
24 June 20233097.148567.148560.941280.94128
25 June 20233107.152547.152540.941060.94106
26 June 20233117.156527.156520.940840.94084
27 June 20233127.160507.160500.940630.94063
28 June 20233137.164487.164480.940410.94041
29 June 20233147.168467.168460.940190.94019
30 June 20233157.172447.172440.939980.93998
1 July 20233167.176427.176420.939760.93976
2 July 20233177.180417.180410.939540.93954
3 July 20233187.184397.184390.939330.93933
4 July 20233197.188377.188370.939110.93911
5 July 20233207.192357.192350.938890.93889
6 July 20233217.196337.196330.938670.93867
7 July 20233227.200317.200310.938450.93845
8 July 20233237.204297.204290.938240.93824
9 July 20233247.208277.208270.938020.93802
10 July 20233257.212267.212260.937800.93780
11 July 20233267.216247.216240.937580.93758
12 July 20233277.220227.220220.937360.93736
13 July 20233287.224207.224200.937140.93714
14 July 20233297.228187.228180.936920.93692
15 July 20233307.232167.232160.936710.93671
16 July 20233317.236147.236140.936490.93649
17 July 20233327.240127.240120.936270.93627
18 July 20233337.244107.244100.936050.93605
19 July 20233347.248097.248090.935830.93583
20 July 20233357.252077.252070.935610.93561
21 July 20233367.256057.256050.935390.93539
22 July 20233377.260037.260030.935170.93517
23 July 20233387.264017.264010.934950.93495
24 July 20233397.267997.267990.934730.93473
25 July 20233407.271977.271970.934500.93450
26 July 20233417.275957.275950.934280.93428
27 July 20233427.279947.279940.934060.93406
28 July 20233437.283927.283920.933840.93384
29 July 20233447.287907.287900.933620.93362
30 July 20233457.291887.291880.933400.93340
31 July 20233467.295867.295860.933180.93318
1 August 20233477.299847.299840.932950.93295
2 August 20233487.303827.303820.932730.93273
3 August 20233497.307807.307800.932510.93251
4 August 20233507.311797.311790.932290.93229
5 August 20233517.315777.315770.932070.93207
6 August 20233527.319757.319750.931840.93184
7 August 20233537.323737.323730.931620.93162
8 August 20233547.327717.327710.931400.93140
9 August 20233557.331697.331690.931170.93117
10 August 20233567.335677.335670.930950.93095
11 August 20233577.339657.339650.930730.93073
12 August 20233587.343647.343640.930500.93050
13 August 20233597.347627.347620.930280.93028
14 August 20233607.351607.351600.930060.93006
15 August 20233617.355587.355580.929830.92983
16 August 20233627.359567.359560.929610.92961
17 August 20233637.363547.363540.929390.92939
18 August 20233647.367527.367520.929160.92916
19 August 20233657.371507.371500.928940.92894
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19 November 20234577.371507.371500.911840.91184
19 December 20234877.371507.371500.906330.90633
18 January 20245177.371507.371500.900850.90085
17 February 20245477.371507.371500.895410.89541
19 March 20245787.371507.371500.889820.88982
19 April 20246097.371507.371500.884270.88427
19 May 20246397.371507.371500.878930.87893
19 June 20246707.371507.371500.873440.87344
19 July 20247007.371507.371500.868170.86817
18 August 20247307.371507.371500.862920.86292
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17 August 202614597.371507.371500.744790.74479
18 August 202718257.371507.371500.691720.69172
17 August 202821907.371507.371500.642560.64256
17 February 202923747.371507.371500.619120.61912
18 August 202925567.371507.371500.596780.59678
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19 August 203132877.371507.371500.514870.51487
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19 August 203443837.371507.371500.412640.41264
19 August 203547487.371507.371500.383310.38331
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16 August 203754767.371507.371500.330900.33090
18 August 204273047.371507.371500.228750.22875
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19 August 2052109587.371507.371500.109360.10936
19 August 2057127847.371507.371500.075630.07563
19 August 2062146107.371507.371500.052310.05231