South African primary money-market curve

Curve last updated on 4 June 2021 at 11.18.32 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.310003.31000Effective
1 month303.517003.51700Effective
3 months913.683003.68300Effective
6 months1824.108004.10800Effective
1 year3654.625004.62500Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
23 June 202113.309853.309850.999910.99991
24 June 202123.316823.316820.999820.99982
25 June 202133.323793.323790.999730.99973
26 June 202143.330753.330750.999640.99964
27 June 202153.337723.337720.999540.99954
28 June 202163.344693.344690.999450.99945
29 June 202173.351663.351660.999360.99936
30 June 202183.358633.358630.999260.99926
1 July 202193.365603.365600.999170.99917
2 July 2021103.372563.372560.999080.99908
3 July 2021113.379533.379530.998980.99898
4 July 2021123.386503.386500.998890.99889
5 July 2021133.393473.393470.998790.99879
6 July 2021143.400443.400440.998700.99870
7 July 2021153.407403.407400.998600.99860
8 July 2021163.414373.414370.998500.99850
9 July 2021173.421343.421340.998410.99841
10 July 2021183.428313.428310.998310.99831
11 July 2021193.435283.435280.998210.99821
12 July 2021203.442253.442250.998120.99812
13 July 2021213.449213.449210.998020.99802
14 July 2021223.456183.456180.997920.99792
15 July 2021233.463153.463150.997820.99782
16 July 2021243.470123.470120.997720.99772
17 July 2021253.477093.477090.997620.99762
18 July 2021263.484053.484050.997520.99752
19 July 2021273.491023.491020.997420.99742
20 July 2021283.497993.497990.997320.99732
21 July 2021293.504963.504960.997220.99722
22 July 2021303.511933.511930.997120.99712
23 July 2021313.514463.514460.997020.99702
24 July 2021323.516983.516980.996920.99692
25 July 2021333.519513.519510.996820.99682
26 July 2021343.522043.522040.996720.99672
27 July 2021353.524573.524570.996630.99663
28 July 2021363.527103.527100.996530.99653
29 July 2021373.529633.529630.996430.99643
30 July 2021383.532163.532160.996330.99633
31 July 2021393.534693.534690.996230.99623
1 August 2021403.537223.537220.996130.99613
2 August 2021413.539753.539750.996030.99603
3 August 2021423.542273.542270.995930.99593
4 August 2021433.544803.544800.995830.99583
5 August 2021443.547333.547330.995730.99573
6 August 2021453.549863.549860.995630.99563
7 August 2021463.552393.552390.995530.99553
8 August 2021473.554923.554920.995430.99543
9 August 2021483.557453.557450.995330.99533
10 August 2021493.559983.559980.995230.99523
11 August 2021503.562513.562510.995130.99513
12 August 2021513.565033.565030.995030.99503
13 August 2021523.567563.567560.994930.99493
14 August 2021533.570093.570090.994830.99483
15 August 2021543.572623.572620.994730.99473
16 August 2021553.575153.575150.994630.99463
17 August 2021563.577683.577680.994530.99453
18 August 2021573.580213.580210.994420.99442
19 August 2021583.582743.582740.994320.99432
20 August 2021593.585273.585270.994220.99422
21 August 2021603.587803.587800.994120.99412
22 August 2021613.590323.590320.994020.99402
23 August 2021623.592853.592850.993920.99392
24 August 2021633.595383.595380.993810.99381
25 August 2021643.597913.597910.993710.99371
26 August 2021653.600443.600440.993610.99361
27 August 2021663.602973.602970.993510.99351
28 August 2021673.605503.605500.993400.99340
29 August 2021683.608033.608030.993300.99330
30 August 2021693.610563.610560.993200.99320
31 August 2021703.613093.613090.993090.99309
1 September 2021713.615613.615610.992990.99299
2 September 2021723.618143.618140.992890.99289
3 September 2021733.620673.620670.992780.99278
4 September 2021743.623203.623200.992680.99268
5 September 2021753.625733.625730.992580.99258
6 September 2021763.628263.628260.992470.99247
7 September 2021773.630793.630790.992370.99237
8 September 2021783.633323.633320.992270.99227
9 September 2021793.635853.635850.992160.99216
10 September 2021803.638383.638380.992060.99206
11 September 2021813.640903.640900.991950.99195
12 September 2021823.643433.643430.991850.99185
13 September 2021833.645963.645960.991740.99174
14 September 2021843.648493.648490.991640.99164
15 September 2021853.651023.651020.991530.99153
16 September 2021863.653553.653550.991430.99143
17 September 2021873.656083.656080.991320.99132
18 September 2021883.658613.658610.991220.99122
19 September 2021893.661143.661140.991110.99111
20 September 2021903.663663.663660.991010.99101
21 September 2021913.666193.666190.990900.99090
22 September 2021923.670593.670590.990790.99079
23 September 2021933.674993.674990.990680.99068
24 September 2021943.679393.679390.990570.99057
25 September 2021953.683793.683790.990460.99046
26 September 2021963.688193.688190.990350.99035
27 September 2021973.692593.692590.990230.99023
28 September 2021983.696993.696990.990120.99012
29 September 2021993.701383.701380.990010.99001
30 September 20211003.705783.705780.989900.98990
1 October 20211013.710183.710180.989790.98979
2 October 20211023.714583.714580.989670.98967
3 October 20211033.718983.718980.989560.98956
4 October 20211043.723383.723380.989450.98945
5 October 20211053.727783.727780.989330.98933
6 October 20211063.732183.732180.989220.98922
7 October 20211073.736583.736580.989110.98911
8 October 20211083.740973.740970.988990.98899
9 October 20211093.745373.745370.988880.98888
10 October 20211103.749773.749770.988760.98876
11 October 20211113.754173.754170.988650.98865
12 October 20211123.758573.758570.988530.98853
13 October 20211133.762973.762970.988420.98842
14 October 20211143.767373.767370.988300.98830
15 October 20211153.771773.771770.988190.98819
16 October 20211163.776173.776170.988070.98807
17 October 20211173.780563.780560.987950.98795
18 October 20211183.784963.784960.987840.98784
19 October 20211193.789363.789360.987720.98772
20 October 20211203.793763.793760.987600.98760
21 October 20211213.798163.798160.987490.98749
22 October 20211223.802563.802560.987370.98737
23 October 20211233.806963.806960.987250.98725
24 October 20211243.811363.811360.987140.98714
25 October 20211253.815763.815760.987020.98702
26 October 20211263.820153.820150.986900.98690
27 October 20211273.824553.824550.986780.98678
28 October 20211283.828953.828950.986660.98666
29 October 20211293.833353.833350.986540.98654
30 October 20211303.837753.837750.986420.98642
31 October 20211313.842153.842150.986310.98631
1 November 20211323.846553.846550.986190.98619
2 November 20211333.850953.850950.986070.98607
3 November 20211343.855353.855350.985950.98595
4 November 20211353.859743.859740.985830.98583
5 November 20211363.864143.864140.985710.98571
6 November 20211373.868543.868540.985580.98558
7 November 20211383.872943.872940.985460.98546
8 November 20211393.877343.877340.985340.98534
9 November 20211403.881743.881740.985220.98522
10 November 20211413.886143.886140.985100.98510
11 November 20211423.890543.890540.984980.98498
12 November 20211433.894943.894940.984860.98486
13 November 20211443.899333.899330.984730.98473
14 November 20211453.903733.903730.984610.98461
15 November 20211463.908133.908130.984490.98449
16 November 20211473.912533.912530.984370.98437
17 November 20211483.916933.916930.984240.98424
18 November 20211493.921333.921330.984120.98412
19 November 20211503.925733.925730.984000.98400
20 November 20211513.930133.930130.983870.98387
21 November 20211523.934533.934530.983750.98375
22 November 20211533.938923.938920.983620.98362
23 November 20211543.943323.943320.983500.98350
24 November 20211553.947723.947720.983380.98338
25 November 20211563.952123.952120.983250.98325
26 November 20211573.956523.956520.983130.98313
27 November 20211583.960923.960920.983000.98300
28 November 20211593.965323.965320.982870.98287
29 November 20211603.969723.969720.982750.98275
30 November 20211613.974123.974120.982620.98262
1 December 20211623.978513.978510.982500.98250
2 December 20211633.982913.982910.982370.98237
3 December 20211643.987313.987310.982240.98224
4 December 20211653.991713.991710.982120.98212
5 December 20211663.996113.996110.981990.98199
6 December 20211674.000514.000510.981860.98186
7 December 20211684.004914.004910.981740.98174
8 December 20211694.009314.009310.981610.98161
9 December 20211704.013714.013710.981480.98148
10 December 20211714.018104.018100.981350.98135
11 December 20211724.022504.022500.981220.98122
12 December 20211734.026904.026900.981090.98109
13 December 20211744.031304.031300.980970.98097
14 December 20211754.035704.035700.980840.98084
15 December 20211764.040104.040100.980710.98071
16 December 20211774.044504.044500.980580.98058
17 December 20211784.048904.048900.980450.98045
18 December 20211794.053304.053300.980320.98032
19 December 20211804.057694.057690.980190.98019
20 December 20211814.062094.062090.980060.98006
21 December 20211824.066494.066490.979930.97993
22 December 20211834.068984.068980.979810.97981
23 December 20211844.071464.071460.979680.97968
24 December 20211854.073954.073950.979560.97956
25 December 20211864.076434.076430.979440.97944
26 December 20211874.078924.078920.979320.97932
27 December 20211884.081404.081400.979200.97920
28 December 20211894.083894.083890.979080.97908
29 December 20211904.086374.086370.978950.97895
30 December 20211914.088864.088860.978830.97883
31 December 20211924.091344.091340.978710.97871
1 January 20221934.093834.093830.978590.97859
2 January 20221944.096314.096310.978460.97846
3 January 20221954.098804.098800.978340.97834
4 January 20221964.101284.101280.978220.97822
5 January 20221974.103774.103770.978090.97809
6 January 20221984.106254.106250.977970.97797
7 January 20221994.108744.108740.977850.97785
8 January 20222004.111224.111220.977720.97772
9 January 20222014.113714.113710.977600.97760
10 January 20222024.116194.116190.977480.97748
11 January 20222034.118684.118680.977350.97735
12 January 20222044.121164.121160.977230.97723
13 January 20222054.123654.123650.977110.97711
14 January 20222064.126134.126130.976980.97698
15 January 20222074.128624.128620.976860.97686
16 January 20222084.131104.131100.976730.97673
17 January 20222094.133594.133590.976610.97661
18 January 20222104.136074.136070.976480.97648
19 January 20222114.138564.138560.976360.97636
20 January 20222124.141044.141040.976230.97623
21 January 20222134.143534.143530.976110.97611
22 January 20222144.146014.146010.975990.97599
23 January 20222154.148504.148500.975860.97586
24 January 20222164.150984.150980.975730.97573
25 January 20222174.153464.153460.975610.97561
26 January 20222184.155954.155950.975480.97548
27 January 20222194.158434.158430.975360.97536
28 January 20222204.160924.160920.975230.97523
29 January 20222214.163404.163400.975110.97511
30 January 20222224.165894.165890.974980.97498
31 January 20222234.168374.168370.974850.97485
1 February 20222244.170864.170860.974730.97473
2 February 20222254.173344.173340.974600.97460
3 February 20222264.175834.175830.974480.97448
4 February 20222274.178314.178310.974350.97435
5 February 20222284.180804.180800.974220.97422
6 February 20222294.183284.183280.974100.97410
7 February 20222304.185774.185770.973970.97397
8 February 20222314.188254.188250.973840.97384
9 February 20222324.190744.190740.973710.97371
10 February 20222334.193224.193220.973590.97359
11 February 20222344.195714.195710.973460.97346
12 February 20222354.198194.198190.973330.97333
13 February 20222364.200684.200680.973210.97321
14 February 20222374.203164.203160.973080.97308
15 February 20222384.205654.205650.972950.97295
16 February 20222394.208134.208130.972820.97282
17 February 20222404.210624.210620.972690.97269
18 February 20222414.213104.213100.972570.97257
19 February 20222424.215594.215590.972440.97244
20 February 20222434.218074.218070.972310.97231
21 February 20222444.220564.220560.972180.97218
22 February 20222454.223044.223040.972050.97205
23 February 20222464.225534.225530.971920.97192
24 February 20222474.228014.228010.971790.97179
25 February 20222484.230504.230500.971670.97167
26 February 20222494.232984.232980.971540.97154
27 February 20222504.235474.235470.971410.97141
28 February 20222514.237954.237950.971280.97128
1 March 20222524.240444.240440.971150.97115
2 March 20222534.242924.242920.971020.97102
3 March 20222544.245414.245410.970890.97089
4 March 20222554.247894.247890.970760.97076
5 March 20222564.250384.250380.970630.97063
6 March 20222574.252864.252860.970500.97050
7 March 20222584.255354.255350.970370.97037
8 March 20222594.257834.257830.970240.97024
9 March 20222604.260324.260320.970110.97011
10 March 20222614.262804.262800.969980.96998
11 March 20222624.265294.265290.969850.96985
12 March 20222634.267774.267770.969720.96972
13 March 20222644.270264.270260.969590.96959
14 March 20222654.272744.272740.969460.96946
15 March 20222664.275234.275230.969320.96932
16 March 20222674.277714.277710.969190.96919
17 March 20222684.280204.280200.969060.96906
18 March 20222694.282684.282680.968930.96893
19 March 20222704.285174.285170.968800.96880
20 March 20222714.287654.287650.968670.96867
21 March 20222724.290144.290140.968540.96854
22 March 20222734.292624.292620.968400.96840
23 March 20222744.295114.295110.968270.96827
24 March 20222754.297594.297590.968140.96814
25 March 20222764.300084.300080.968010.96801
26 March 20222774.302564.302560.967880.96788
27 March 20222784.305054.305050.967740.96774
28 March 20222794.307534.307530.967610.96761
29 March 20222804.310024.310020.967480.96748
30 March 20222814.312504.312500.967340.96734
31 March 20222824.314994.314990.967210.96721
1 April 20222834.317474.317470.967080.96708
2 April 20222844.319964.319960.966950.96695
3 April 20222854.322444.322440.966810.96681
4 April 20222864.324924.324920.966680.96668
5 April 20222874.327414.327410.966550.96655
6 April 20222884.329894.329890.966410.96641
7 April 20222894.332384.332380.966280.96628
8 April 20222904.334864.334860.966150.96615
9 April 20222914.337354.337350.966010.96601
10 April 20222924.339834.339830.965880.96588
11 April 20222934.342324.342320.965740.96574
12 April 20222944.344804.344800.965610.96561
13 April 20222954.347294.347290.965470.96547
14 April 20222964.349774.349770.965340.96534
15 April 20222974.352264.352260.965210.96521
16 April 20222984.354744.354740.965070.96507
17 April 20222994.357234.357230.964940.96494
18 April 20223004.359714.359710.964800.96480
19 April 20223014.362204.362200.964670.96467
20 April 20223024.364684.364680.964530.96453
21 April 20223034.367174.367170.964400.96440
22 April 20223044.369654.369650.964260.96426
23 April 20223054.372144.372140.964130.96413
24 April 20223064.374624.374620.963990.96399
25 April 20223074.377114.377110.963850.96385
26 April 20223084.379594.379590.963720.96372
27 April 20223094.382084.382080.963580.96358
28 April 20223104.384564.384560.963450.96345
29 April 20223114.387054.387050.963310.96331
30 April 20223124.389534.389530.963170.96317
1 May 20223134.392024.392020.963040.96304
2 May 20223144.394504.394500.962900.96290
3 May 20223154.396994.396990.962760.96276
4 May 20223164.399474.399470.962630.96263
5 May 20223174.401964.401960.962490.96249
6 May 20223184.404444.404440.962350.96235
7 May 20223194.406934.406930.962220.96222
8 May 20223204.409414.409410.962080.96208
9 May 20223214.411904.411900.961940.96194
10 May 20223224.414384.414380.961810.96181
11 May 20223234.416874.416870.961670.96167
12 May 20223244.419354.419350.961530.96153
13 May 20223254.421844.421840.961390.96139
14 May 20223264.424324.424320.961250.96125
15 May 20223274.426814.426810.961120.96112
16 May 20223284.429294.429290.960980.96098
17 May 20223294.431784.431780.960840.96084
18 May 20223304.434264.434260.960700.96070
19 May 20223314.436754.436750.960560.96056
20 May 20223324.439234.439230.960430.96043
21 May 20223334.441724.441720.960290.96029
22 May 20223344.444204.444200.960150.96015
23 May 20223354.446694.446690.960010.96001
24 May 20223364.449174.449170.959870.95987
25 May 20223374.451664.451660.959730.95973
26 May 20223384.454144.454140.959590.95959
27 May 20223394.456634.456630.959450.95945
28 May 20223404.459114.459110.959310.95931
29 May 20223414.461604.461600.959170.95917
30 May 20223424.464084.464080.959030.95903
31 May 20223434.466574.466570.958900.95890
1 June 20223444.469054.469050.958760.95876
2 June 20223454.471544.471540.958620.95862
3 June 20223464.474024.474020.958480.95848
4 June 20223474.476514.476510.958340.95834
5 June 20223484.478994.478990.958200.95820
6 June 20223494.481484.481480.958050.95805
7 June 20223504.483964.483960.957910.95791
8 June 20223514.486454.486450.957770.95777
9 June 20223524.488934.488930.957630.95763
10 June 20223534.491424.491420.957490.95749
11 June 20223544.493904.493900.957350.95735
12 June 20223554.496394.496390.957210.95721
13 June 20223564.498874.498870.957070.95707
14 June 20223574.501354.501350.956930.95693
15 June 20223584.503844.503840.956790.95679
16 June 20223594.506324.506320.956650.95665
17 June 20223604.508814.508810.956500.95650
18 June 20223614.511294.511290.956360.95636
19 June 20223624.513784.513780.956220.95622
20 June 20223634.516264.516260.956080.95608
21 June 20223644.518754.518750.955940.95594
22 June 20223654.521234.521230.955790.95579
23 July 20223964.521234.521230.952130.95213
22 August 20224264.521234.521230.948600.94860
22 September 20224574.521234.521230.944960.94496
22 October 20224874.521234.521230.941460.94146
21 November 20225174.521234.521230.937970.93797
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