South African primary money-market curve

Curve last updated on 21 July 2020 at 13.11.38 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.590003.59000Effective
1 month303.750003.75000Effective
3 months913.850003.85000Effective
6 months1823.992003.99200Effective
1 year3654.342004.34200Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
9 August 202013.589823.589820.999900.99990
10 August 202023.595153.595150.999800.99980
11 August 202033.600473.600470.999700.99970
12 August 202043.605803.605800.999610.99961
13 August 202053.611123.611120.999510.99951
14 August 202063.616453.616450.999410.99941
15 August 202073.621773.621770.999310.99931
16 August 202083.627093.627090.999210.99921
17 August 202093.632423.632420.999100.99910
18 August 2020103.637743.637740.999000.99900
19 August 2020113.643073.643070.998900.99890
20 August 2020123.648393.648390.998800.99880
21 August 2020133.653723.653720.998700.99870
22 August 2020143.659043.659040.998600.99860
23 August 2020153.664373.664370.998500.99850
24 August 2020163.669693.669690.998390.99839
25 August 2020173.675013.675010.998290.99829
26 August 2020183.680343.680340.998190.99819
27 August 2020193.685663.685660.998080.99808
28 August 2020203.690993.690990.997980.99798
29 August 2020213.696313.696310.997880.99788
30 August 2020223.701643.701640.997770.99777
31 August 2020233.706963.706960.997670.99767
1 September 2020243.712293.712290.997560.99756
2 September 2020253.717613.717610.997460.99746
3 September 2020263.722943.722940.997350.99735
4 September 2020273.728263.728260.997250.99725
5 September 2020283.733583.733580.997140.99714
6 September 2020293.738913.738910.997030.99703
7 September 2020303.744233.744230.996930.99693
8 September 2020313.745673.745670.996820.99682
9 September 2020323.747103.747100.996720.99672
10 September 2020333.748533.748530.996620.99662
11 September 2020343.749963.749960.996510.99651
12 September 2020353.751403.751400.996410.99641
13 September 2020363.752833.752830.996310.99631
14 September 2020373.754263.754260.996200.99620
15 September 2020383.755703.755700.996100.99610
16 September 2020393.757133.757130.995990.99599
17 September 2020403.758563.758560.995890.99589
18 September 2020413.759993.759990.995790.99579
19 September 2020423.761433.761430.995680.99568
20 September 2020433.762863.762860.995580.99558
21 September 2020443.764293.764290.995470.99547
22 September 2020453.765733.765730.995370.99537
23 September 2020463.767163.767160.995260.99526
24 September 2020473.768593.768590.995160.99516
25 September 2020483.770033.770030.995050.99505
26 September 2020493.771463.771460.994950.99495
27 September 2020503.772893.772890.994850.99485
28 September 2020513.774323.774320.994740.99474
29 September 2020523.775763.775760.994640.99464
30 September 2020533.777193.777190.994530.99453
1 October 2020543.778623.778620.994430.99443
2 October 2020553.780063.780060.994320.99432
3 October 2020563.781493.781490.994220.99422
4 October 2020573.782923.782920.994110.99411
5 October 2020583.784353.784350.994000.99400
6 October 2020593.785793.785790.993900.99390
7 October 2020603.787223.787220.993790.99379
8 October 2020613.788653.788650.993690.99369
9 October 2020623.790093.790090.993580.99358
10 October 2020633.791523.791520.993480.99348
11 October 2020643.792953.792950.993370.99337
12 October 2020653.794383.794380.993270.99327
13 October 2020663.795823.795820.993160.99316
14 October 2020673.797253.797250.993050.99305
15 October 2020683.798683.798680.992950.99295
16 October 2020693.800123.800120.992840.99284
17 October 2020703.801553.801550.992740.99274
18 October 2020713.802983.802980.992630.99263
19 October 2020723.804413.804410.992520.99252
20 October 2020733.805853.805850.992420.99242
21 October 2020743.807283.807280.992310.99231
22 October 2020753.808713.808710.992200.99220
23 October 2020763.810153.810150.992100.99210
24 October 2020773.811583.811580.991990.99199
25 October 2020783.813013.813010.991880.99188
26 October 2020793.814453.814450.991780.99178
27 October 2020803.815883.815880.991670.99167
28 October 2020813.817313.817310.991560.99156
29 October 2020823.818743.818740.991460.99146
30 October 2020833.820183.820180.991350.99135
31 October 2020843.821613.821610.991240.99124
1 November 2020853.823043.823040.991140.99114
2 November 2020863.824483.824480.991030.99103
3 November 2020873.825913.825910.990920.99092
4 November 2020883.827343.827340.990810.99081
5 November 2020893.828773.828770.990710.99071
6 November 2020903.830213.830210.990600.99060
7 November 2020913.831643.831640.990490.99049
8 November 2020923.832973.832970.990390.99039
9 November 2020933.834303.834300.990280.99028
10 November 2020943.835633.835630.990170.99017
11 November 2020953.836973.836970.990060.99006
12 November 2020963.838303.838300.989960.98996
13 November 2020973.839633.839630.989850.98985
14 November 2020983.840963.840960.989740.98974
15 November 2020993.842293.842290.989630.98963
16 November 20201003.843623.843620.989520.98952
17 November 20201013.844953.844950.989420.98942
18 November 20201023.846283.846280.989310.98931
19 November 20201033.847623.847620.989200.98920
20 November 20201043.848953.848950.989090.98909
21 November 20201053.850283.850280.988990.98899
22 November 20201063.851613.851610.988880.98888
23 November 20201073.852943.852940.988770.98877
24 November 20201083.854273.854270.988660.98866
25 November 20201093.855603.855600.988550.98855
26 November 20201103.856933.856930.988440.98844
27 November 20201113.858273.858270.988340.98834
28 November 20201123.859603.859600.988230.98823
29 November 20201133.860933.860930.988120.98812
30 November 20201143.862263.862260.988010.98801
1 December 20201153.863593.863590.987900.98790
2 December 20201163.864923.864920.987790.98779
3 December 20201173.866253.866250.987680.98768
4 December 20201183.867593.867590.987570.98757
5 December 20201193.868923.868920.987470.98747
6 December 20201203.870253.870250.987360.98736
7 December 20201213.871583.871580.987250.98725
8 December 20201223.872913.872910.987140.98714
9 December 20201233.874243.874240.987030.98703
10 December 20201243.875573.875570.986920.98692
11 December 20201253.876903.876900.986810.98681
12 December 20201263.878243.878240.986700.98670
13 December 20201273.879573.879570.986590.98659
14 December 20201283.880903.880900.986480.98648
15 December 20201293.882233.882230.986370.98637
16 December 20201303.883563.883560.986260.98626
17 December 20201313.884893.884890.986150.98615
18 December 20201323.886223.886220.986040.98604
19 December 20201333.887553.887550.985930.98593
20 December 20201343.888893.888890.985820.98582
21 December 20201353.890223.890220.985710.98571
22 December 20201363.891553.891550.985600.98560
23 December 20201373.892883.892880.985490.98549
24 December 20201383.894213.894210.985380.98538
25 December 20201393.895543.895540.985270.98527
26 December 20201403.896873.896870.985160.98516
27 December 20201413.898213.898210.985050.98505
28 December 20201423.899543.899540.984940.98494
29 December 20201433.900873.900870.984830.98483
30 December 20201443.902203.902200.984720.98472
31 December 20201453.903533.903530.984610.98461
1 January 20211463.904863.904860.984500.98450
2 January 20211473.906193.906190.984390.98439
3 January 20211483.907523.907520.984280.98428
4 January 20211493.908863.908860.984170.98417
5 January 20211503.910193.910190.984060.98406
6 January 20211513.911523.911520.983950.98395
7 January 20211523.912853.912850.983840.98384
8 January 20211533.914183.914180.983730.98373
9 January 20211543.915513.915510.983620.98362
10 January 20211553.916843.916840.983500.98350
11 January 20211563.918173.918170.983390.98339
12 January 20211573.919513.919510.983280.98328
13 January 20211583.920843.920840.983170.98317
14 January 20211593.922173.922170.983060.98306
15 January 20211603.923503.923500.982950.98295
16 January 20211613.924833.924830.982840.98284
17 January 20211623.926163.926160.982730.98273
18 January 20211633.927493.927490.982610.98261
19 January 20211643.928833.928830.982500.98250
20 January 20211653.930163.930160.982390.98239
21 January 20211663.931493.931490.982280.98228
22 January 20211673.932823.932820.982170.98217
23 January 20211683.934153.934150.982060.98206
24 January 20211693.935483.935480.981940.98194
25 January 20211703.936813.936810.981830.98183
26 January 20211713.938143.938140.981720.98172
27 January 20211723.939483.939480.981610.98161
28 January 20211733.940813.940810.981500.98150
29 January 20211743.942143.942140.981380.98138
30 January 20211753.943473.943470.981270.98127
31 January 20211763.944803.944800.981160.98116
1 February 20211773.946133.946130.981050.98105
2 February 20211783.947463.947460.980930.98093
3 February 20211793.948793.948790.980820.98082
4 February 20211803.950133.950130.980710.98071
5 February 20211813.951463.951460.980600.98060
6 February 20211823.952793.952790.980480.98048
7 February 20211833.954413.954410.980370.98037
8 February 20211843.956043.956040.980250.98025
9 February 20211853.957673.957670.980140.98014
10 February 20211863.959293.959290.980030.98003
11 February 20211873.960923.960920.979910.97991
12 February 20211883.962553.962550.979800.97980
13 February 20211893.964173.964170.979680.97968
14 February 20211903.965803.965800.979570.97957
15 February 20211913.967423.967420.979450.97945
16 February 20211923.969053.969050.979340.97934
17 February 20211933.970683.970680.979220.97922
18 February 20211943.972303.972300.979110.97911
19 February 20211953.973933.973930.978990.97899
20 February 20211963.975553.975550.978880.97888
21 February 20211973.977183.977180.978760.97876
22 February 20211983.978813.978810.978650.97865
23 February 20211993.980433.980430.978530.97853
24 February 20212003.982063.982060.978420.97842
25 February 20212013.983693.983690.978300.97830
26 February 20212023.985313.985310.978190.97819
27 February 20212033.986943.986940.978070.97807
28 February 20212043.988563.988560.977950.97795
1 March 20212053.990193.990190.977840.97784
2 March 20212063.991823.991820.977720.97772
3 March 20212073.993443.993440.977610.97761
4 March 20212083.995073.995070.977490.97749
5 March 20212093.996703.996700.977370.97737
6 March 20212103.998323.998320.977260.97726
7 March 20212113.999953.999950.977140.97714
8 March 20212124.001574.001570.977030.97703
9 March 20212134.003204.003200.976910.97691
10 March 20212144.004834.004830.976790.97679
11 March 20212154.006454.006450.976680.97668
12 March 20212164.008084.008080.976560.97656
13 March 20212174.009704.009700.976440.97644
14 March 20212184.011334.011330.976330.97633
15 March 20212194.012964.012960.976210.97621
16 March 20212204.014584.014580.976090.97609
17 March 20212214.016214.016210.975980.97598
18 March 20212224.017844.017840.975860.97586
19 March 20212234.019464.019460.975740.97574
20 March 20212244.021094.021090.975620.97562
21 March 20212254.022714.022710.975510.97551
22 March 20212264.024344.024340.975390.97539
23 March 20212274.025974.025970.975270.97527
24 March 20212284.027594.027590.975160.97516
25 March 20212294.029224.029220.975040.97504
26 March 20212304.030844.030840.974920.97492
27 March 20212314.032474.032470.974800.97480
28 March 20212324.034104.034100.974680.97468
29 March 20212334.035724.035720.974570.97457
30 March 20212344.037354.037350.974450.97445
31 March 20212354.038984.038980.974330.97433
1 April 20212364.040604.040600.974210.97421
2 April 20212374.042234.042230.974090.97409
3 April 20212384.043854.043850.973980.97398
4 April 20212394.045484.045480.973860.97386
5 April 20212404.047114.047110.973740.97374
6 April 20212414.048734.048730.973620.97362
7 April 20212424.050364.050360.973500.97350
8 April 20212434.051994.051990.973380.97338
9 April 20212444.053614.053610.973270.97327
10 April 20212454.055244.055240.973150.97315
11 April 20212464.056864.056860.973030.97303
12 April 20212474.058494.058490.972910.97291
13 April 20212484.060124.060120.972790.97279
14 April 20212494.061744.061740.972670.97267
15 April 20212504.063374.063370.972550.97255
16 April 20212514.064994.064990.972430.97243
17 April 20212524.066624.066620.972310.97231
18 April 20212534.068254.068250.972190.97219
19 April 20212544.069874.069870.972080.97208
20 April 20212554.071504.071500.971960.97196
21 April 20212564.073134.073130.971840.97184
22 April 20212574.074754.074750.971720.97172
23 April 20212584.076384.076380.971600.97160
24 April 20212594.078004.078000.971480.97148
25 April 20212604.079634.079630.971360.97136
26 April 20212614.081264.081260.971240.97124
27 April 20212624.082884.082880.971120.97112
28 April 20212634.084514.084510.971000.97100
29 April 20212644.086134.086130.970880.97088
30 April 20212654.087764.087760.970760.97076
1 May 20212664.089394.089390.970640.97064
2 May 20212674.091014.091010.970520.97052
3 May 20212684.092644.092640.970400.97040
4 May 20212694.094274.094270.970280.97028
5 May 20212704.095894.095890.970160.97016
6 May 20212714.097524.097520.970040.97004
7 May 20212724.099144.099140.969910.96991
8 May 20212734.100774.100770.969790.96979
9 May 20212744.102404.102400.969670.96967
10 May 20212754.104024.104020.969550.96955
11 May 20212764.105654.105650.969430.96943
12 May 20212774.107274.107270.969310.96931
13 May 20212784.108904.108900.969190.96919
14 May 20212794.110534.110530.969070.96907
15 May 20212804.112154.112150.968950.96895
16 May 20212814.113784.113780.968830.96883
17 May 20212824.115414.115410.968700.96870
18 May 20212834.117034.117030.968580.96858
19 May 20212844.118664.118660.968460.96846
20 May 20212854.120284.120280.968340.96834
21 May 20212864.121914.121910.968220.96822
22 May 20212874.123544.123540.968100.96810
23 May 20212884.125164.125160.967970.96797
24 May 20212894.126794.126790.967850.96785
25 May 20212904.128424.128420.967730.96773
26 May 20212914.130044.130040.967610.96761
27 May 20212924.131674.131670.967490.96749
28 May 20212934.133294.133290.967360.96736
29 May 20212944.134924.134920.967240.96724
30 May 20212954.136554.136550.967120.96712
31 May 20212964.138174.138170.967000.96700
1 June 20212974.139804.139800.966880.96688
2 June 20212984.141424.141420.966750.96675
3 June 20212994.143054.143050.966630.96663
4 June 20213004.144684.144680.966510.96651
5 June 20213014.146304.146300.966390.96639
6 June 20213024.147934.147930.966260.96626
7 June 20213034.149564.149560.966140.96614
8 June 20213044.151184.151180.966020.96602
9 June 20213054.152814.152810.965890.96589
10 June 20213064.154434.154430.965770.96577
11 June 20213074.156064.156060.965650.96565
12 June 20213084.157694.157690.965520.96552
13 June 20213094.159314.159310.965400.96540
14 June 20213104.160944.160940.965280.96528
15 June 20213114.162564.162560.965150.96515
16 June 20213124.164194.164190.965030.96503
17 June 20213134.165824.165820.964910.96491
18 June 20213144.167444.167440.964780.96478
19 June 20213154.169074.169070.964660.96466
20 June 20213164.170704.170700.964540.96454
21 June 20213174.172324.172320.964410.96441
22 June 20213184.173954.173950.964290.96429
23 June 20213194.175574.175570.964160.96416
24 June 20213204.177204.177200.964040.96404
25 June 20213214.178834.178830.963920.96392
26 June 20213224.180454.180450.963790.96379
27 June 20213234.182084.182080.963670.96367
28 June 20213244.183714.183710.963540.96354
29 June 20213254.185334.185330.963420.96342
30 June 20213264.186964.186960.963290.96329
1 July 20213274.188584.188580.963170.96317
2 July 20213284.190214.190210.963050.96305
3 July 20213294.191844.191840.962920.96292
4 July 20213304.193464.193460.962800.96280
5 July 20213314.195094.195090.962670.96267
6 July 20213324.196714.196710.962550.96255
7 July 20213334.198344.198340.962420.96242
8 July 20213344.199974.199970.962300.96230
9 July 20213354.201594.201590.962170.96217
10 July 20213364.203224.203220.962050.96205
11 July 20213374.204854.204850.961920.96192
12 July 20213384.206474.206470.961800.96180
13 July 20213394.208104.208100.961670.96167
14 July 20213404.209724.209720.961550.96155
15 July 20213414.211354.211350.961420.96142
16 July 20213424.212984.212980.961290.96129
17 July 20213434.214604.214600.961170.96117
18 July 20213444.216234.216230.961040.96104
19 July 20213454.217854.217850.960920.96092
20 July 20213464.219484.219480.960790.96079
21 July 20213474.221114.221110.960670.96067
22 July 20213484.222734.222730.960540.96054
23 July 20213494.224364.224360.960410.96041
24 July 20213504.225994.225990.960290.96029
25 July 20213514.227614.227610.960160.96016
26 July 20213524.229244.229240.960030.96003
27 July 20213534.230864.230860.959910.95991
28 July 20213544.232494.232490.959780.95978
29 July 20213554.234124.234120.959660.95966
30 July 20213564.235744.235740.959530.95953
31 July 20213574.237374.237370.959400.95940
1 August 20213584.238994.238990.959280.95928
2 August 20213594.240624.240620.959150.95915
3 August 20213604.242254.242250.959020.95902
4 August 20213614.243874.243870.958900.95890
5 August 20213624.245504.245500.958770.95877
6 August 20213634.247134.247130.958640.95864
7 August 20213644.248754.248750.958510.95851
8 August 20213654.250384.250380.958390.95839
8 September 20213964.250384.250380.954930.95493
8 October 20214264.250384.250380.951600.95160
8 November 20214574.250384.250380.948170.94817
8 December 20214874.250384.250380.944870.94487
7 January 20225174.250384.250380.941570.94157
6 February 20225474.250384.250380.938290.93829
9 March 20225784.250384.250380.934910.93491
9 April 20226094.250384.250380.931540.93154
9 May 20226394.250384.250380.928290.92829
9 June 20226704.250384.250380.924950.92495
9 July 20227004.250384.250380.921720.92172
8 August 20227304.250384.250380.918510.91851
7 August 202310944.250384.250380.880390.88039
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