South African primary money-market curve

Curve last updated on 15 October 2020 at 11.04.24 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.320003.32000Effective
1 month303.391673.39167Effective
3 months913.442003.44200Effective
6 months1823.525003.52500Effective
1 year3653.825003.82500Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
24 October 202013.319853.319850.999910.99991
25 October 202023.322163.322160.999820.99982
26 October 202033.324483.324480.999730.99973
27 October 202043.326793.326790.999640.99964
28 October 202053.329103.329100.999540.99954
29 October 202063.331423.331420.999450.99945
30 October 202073.333733.333730.999360.99936
31 October 202083.336053.336050.999270.99927
1 November 202093.338363.338360.999180.99918
2 November 2020103.340673.340670.999090.99909
3 November 2020113.342993.342990.998990.99899
4 November 2020123.345303.345300.998900.99890
5 November 2020133.347623.347620.998810.99881
6 November 2020143.349933.349930.998720.99872
7 November 2020153.352243.352240.998620.99862
8 November 2020163.354563.354560.998530.99853
9 November 2020173.356873.356870.998440.99844
10 November 2020183.359183.359180.998340.99834
11 November 2020193.361503.361500.998250.99825
12 November 2020203.363813.363810.998160.99816
13 November 2020213.366133.366130.998070.99807
14 November 2020223.368443.368440.997970.99797
15 November 2020233.370753.370750.997880.99788
16 November 2020243.373073.373070.997780.99778
17 November 2020253.375383.375380.997690.99769
18 November 2020263.377703.377700.997600.99760
19 November 2020273.380013.380010.997500.99750
20 November 2020283.382323.382320.997410.99741
21 November 2020293.384643.384640.997310.99731
22 November 2020303.386953.386950.997220.99722
23 November 2020313.387613.387610.997130.99713
24 November 2020323.388273.388270.997030.99703
25 November 2020333.388943.388940.996940.99694
26 November 2020343.389603.389600.996850.99685
27 November 2020353.390263.390260.996750.99675
28 November 2020363.390923.390920.996660.99666
29 November 2020373.391583.391580.996570.99657
30 November 2020383.392253.392250.996470.99647
1 December 2020393.392913.392910.996380.99638
2 December 2020403.393573.393570.996290.99629
3 December 2020413.394233.394230.996190.99619
4 December 2020423.394893.394890.996100.99610
5 December 2020433.395553.395550.996010.99601
6 December 2020443.396223.396220.995910.99591
7 December 2020453.396883.396880.995820.99582
8 December 2020463.397543.397540.995730.99573
9 December 2020473.398203.398200.995630.99563
10 December 2020483.398863.398860.995540.99554
11 December 2020493.399523.399520.995450.99545
12 December 2020503.400193.400190.995350.99535
13 December 2020513.400853.400850.995260.99526
14 December 2020523.401513.401510.995170.99517
15 December 2020533.402173.402170.995070.99507
16 December 2020543.402833.402830.994980.99498
17 December 2020553.403493.403490.994880.99488
18 December 2020563.404163.404160.994790.99479
19 December 2020573.404823.404820.994700.99470
20 December 2020583.405483.405480.994600.99460
21 December 2020593.406143.406140.994510.99451
22 December 2020603.406803.406800.994420.99442
23 December 2020613.407463.407460.994320.99432
24 December 2020623.408133.408130.994230.99423
25 December 2020633.408793.408790.994130.99413
26 December 2020643.409453.409450.994040.99404
27 December 2020653.410113.410110.993950.99395
28 December 2020663.410773.410770.993850.99385
29 December 2020673.411433.411430.993760.99376
30 December 2020683.412103.412100.993660.99366
31 December 2020693.412763.412760.993570.99357
1 January 2021703.413423.413420.993480.99348
2 January 2021713.414083.414080.993380.99338
3 January 2021723.414743.414740.993290.99329
4 January 2021733.415403.415400.993190.99319
5 January 2021743.416073.416070.993100.99310
6 January 2021753.416733.416730.993000.99300
7 January 2021763.417393.417390.992910.99291
8 January 2021773.418053.418050.992820.99282
9 January 2021783.418713.418710.992720.99272
10 January 2021793.419373.419370.992630.99263
11 January 2021803.420043.420040.992530.99253
12 January 2021813.420703.420700.992440.99244
13 January 2021823.421363.421360.992340.99234
14 January 2021833.422023.422020.992250.99225
15 January 2021843.422683.422680.992150.99215
16 January 2021853.423353.423350.992060.99206
17 January 2021863.424013.424010.991970.99197
18 January 2021873.424673.424670.991870.99187
19 January 2021883.425333.425330.991780.99178
20 January 2021893.425993.425990.991680.99168
21 January 2021903.426653.426650.991590.99159
22 January 2021913.427323.427320.991490.99149
23 January 2021923.428053.428050.991400.99140
24 January 2021933.428793.428790.991300.99130
25 January 2021943.429533.429530.991210.99121
26 January 2021953.430263.430260.991110.99111
27 January 2021963.431003.431000.991020.99102
28 January 2021973.431743.431740.990920.99092
29 January 2021983.432473.432470.990830.99083
30 January 2021993.433213.433210.990730.99073
31 January 20211003.433953.433950.990640.99064
1 February 20211013.434693.434690.990540.99054
2 February 20211023.435423.435420.990450.99045
3 February 20211033.436163.436160.990350.99035
4 February 20211043.436903.436900.990260.99026
5 February 20211053.437633.437630.990160.99016
6 February 20211063.438373.438370.990060.99006
7 February 20211073.439113.439110.989970.98997
8 February 20211083.439843.439840.989870.98987
9 February 20211093.440583.440580.989780.98978
10 February 20211103.441323.441320.989680.98968
11 February 20211113.442053.442050.989590.98959
12 February 20211123.442793.442790.989490.98949
13 February 20211133.443533.443530.989400.98940
14 February 20211143.444273.444270.989300.98930
15 February 20211153.445003.445000.989200.98920
16 February 20211163.445743.445740.989110.98911
17 February 20211173.446483.446480.989010.98901
18 February 20211183.447213.447210.988920.98892
19 February 20211193.447953.447950.988820.98882
20 February 20211203.448693.448690.988730.98873
21 February 20211213.449423.449420.988630.98863
22 February 20211223.450163.450160.988530.98853
23 February 20211233.450903.450900.988440.98844
24 February 20211243.451643.451640.988340.98834
25 February 20211253.452373.452370.988250.98825
26 February 20211263.453113.453110.988150.98815
27 February 20211273.453853.453850.988050.98805
28 February 20211283.454583.454580.987960.98796
1 March 20211293.455323.455320.987860.98786
2 March 20211303.456063.456060.987770.98777
3 March 20211313.456793.456790.987670.98767
4 March 20211323.457533.457530.987570.98757
5 March 20211333.458273.458270.987480.98748
6 March 20211343.459013.459010.987380.98738
7 March 20211353.459743.459740.987290.98729
8 March 20211363.460483.460480.987190.98719
9 March 20211373.461223.461220.987090.98709
10 March 20211383.461953.461950.987000.98700
11 March 20211393.462693.462690.986900.98690
12 March 20211403.463433.463430.986800.98680
13 March 20211413.464163.464160.986710.98671
14 March 20211423.464903.464900.986610.98661
15 March 20211433.465643.465640.986510.98651
16 March 20211443.466373.466370.986420.98642
17 March 20211453.467113.467110.986320.98632
18 March 20211463.467853.467850.986220.98622
19 March 20211473.468593.468590.986130.98613
20 March 20211483.469323.469320.986030.98603
21 March 20211493.470063.470060.985930.98593
22 March 20211503.470803.470800.985840.98584
23 March 20211513.471533.471530.985740.98574
24 March 20211523.472273.472270.985640.98564
25 March 20211533.473013.473010.985550.98555
26 March 20211543.473743.473740.985450.98545
27 March 20211553.474483.474480.985350.98535
28 March 20211563.475223.475220.985260.98526
29 March 20211573.475963.475960.985160.98516
30 March 20211583.476693.476690.985060.98506
31 March 20211593.477433.477430.984970.98497
1 April 20211603.478173.478170.984870.98487
2 April 20211613.478903.478900.984770.98477
3 April 20211623.479643.479640.984670.98467
4 April 20211633.480383.480380.984580.98458
5 April 20211643.481113.481110.984480.98448
6 April 20211653.481853.481850.984380.98438
7 April 20211663.482593.482590.984290.98429
8 April 20211673.483323.483320.984190.98419
9 April 20211683.484063.484060.984090.98409
10 April 20211693.484803.484800.983990.98399
11 April 20211703.485543.485540.983900.98390
12 April 20211713.486273.486270.983800.98380
13 April 20211723.487013.487010.983700.98370
14 April 20211733.487753.487750.983610.98361
15 April 20211743.488483.488480.983510.98351
16 April 20211753.489223.489220.983410.98341
17 April 20211763.489963.489960.983310.98331
18 April 20211773.490693.490690.983220.98322
19 April 20211783.491433.491430.983120.98312
20 April 20211793.492173.492170.983020.98302
21 April 20211803.492913.492910.982920.98292
22 April 20211813.493643.493640.982820.98282
23 April 20211823.494383.494380.982730.98273
24 April 20211833.495803.495800.982630.98263
25 April 20211843.497213.497210.982520.98252
26 April 20211853.498633.498630.982420.98242
27 April 20211863.500053.500050.982320.98232
28 April 20211873.501463.501460.982220.98222
29 April 20211883.502883.502880.982120.98212
30 April 20211893.504303.504300.982020.98202
1 May 20211903.505713.505710.981920.98192
2 May 20211913.507133.507130.981820.98182
3 May 20211923.508553.508550.981710.98171
4 May 20211933.509963.509960.981610.98161
5 May 20211943.511383.511380.981510.98151
6 May 20211953.512803.512800.981410.98141
7 May 20211963.514223.514220.981310.98131
8 May 20211973.515633.515630.981200.98120
9 May 20211983.517053.517050.981100.98110
10 May 20211993.518473.518470.981000.98100
11 May 20212003.519883.519880.980900.98090
12 May 20212013.521303.521300.980800.98080
13 May 20212023.522723.522720.980690.98069
14 May 20212033.524133.524130.980590.98059
15 May 20212043.525553.525550.980490.98049
16 May 20212053.526973.526970.980390.98039
17 May 20212063.528383.528380.980280.98028
18 May 20212073.529803.529800.980180.98018
19 May 20212083.531223.531220.980080.98008
20 May 20212093.532633.532630.979980.97998
21 May 20212103.534053.534050.979870.97987
22 May 20212113.535473.535470.979770.97977
23 May 20212123.536883.536880.979670.97967
24 May 20212133.538303.538300.979560.97956
25 May 20212143.539723.539720.979460.97946
26 May 20212153.541143.541140.979360.97936
27 May 20212163.542553.542550.979250.97925
28 May 20212173.543973.543970.979150.97915
29 May 20212183.545393.545390.979050.97905
30 May 20212193.546803.546800.978940.97894
31 May 20212203.548223.548220.978840.97884
1 June 20212213.549643.549640.978740.97874
2 June 20212223.551053.551050.978630.97863
3 June 20212233.552473.552470.978530.97853
4 June 20212243.553893.553890.978430.97843
5 June 20212253.555303.555300.978320.97832
6 June 20212263.556723.556720.978220.97822
7 June 20212273.558143.558140.978110.97811
8 June 20212283.559553.559550.978010.97801
9 June 20212293.560973.560970.977910.97791
10 June 20212303.562393.562390.977800.97780
11 June 20212313.563803.563800.977700.97770
12 June 20212323.565223.565220.977590.97759
13 June 20212333.566643.566640.977490.97749
14 June 20212343.568053.568050.977390.97739
15 June 20212353.569473.569470.977280.97728
16 June 20212363.570893.570890.977180.97718
17 June 20212373.572313.572310.977070.97707
18 June 20212383.573723.573720.976970.97697
19 June 20212393.575143.575140.976860.97686
20 June 20212403.576563.576560.976760.97676
21 June 20212413.577973.577970.976650.97665
22 June 20212423.579393.579390.976550.97655
23 June 20212433.580813.580810.976440.97644
24 June 20212443.582223.582220.976340.97634
25 June 20212453.583643.583640.976230.97623
26 June 20212463.585063.585060.976130.97613
27 June 20212473.586473.586470.976020.97602
28 June 20212483.587893.587890.975920.97592
29 June 20212493.589313.589310.975810.97581
30 June 20212503.590723.590720.975710.97571
1 July 20212513.592143.592140.975600.97560
2 July 20212523.593563.593560.975500.97550
3 July 20212533.594973.594970.975390.97539
4 July 20212543.596393.596390.975280.97528
5 July 20212553.597813.597810.975180.97518
6 July 20212563.599233.599230.975070.97507
7 July 20212573.600643.600640.974970.97497
8 July 20212583.602063.602060.974860.97486
9 July 20212593.603483.603480.974750.97475
10 July 20212603.604893.604890.974650.97465
11 July 20212613.606313.606310.974540.97454
12 July 20212623.607733.607730.974440.97444
13 July 20212633.609143.609140.974330.97433
14 July 20212643.610563.610560.974220.97422
15 July 20212653.611983.611980.974120.97412
16 July 20212663.613393.613390.974010.97401
17 July 20212673.614813.614810.973900.97390
18 July 20212683.616233.616230.973800.97380
19 July 20212693.617643.617640.973690.97369
20 July 20212703.619063.619060.973580.97358
21 July 20212713.620483.620480.973480.97348
22 July 20212723.621893.621890.973370.97337
23 July 20212733.623313.623310.973260.97326
24 July 20212743.624733.624730.973160.97316
25 July 20212753.626153.626150.973050.97305
26 July 20212763.627563.627560.972940.97294
27 July 20212773.628983.628980.972840.97284
28 July 20212783.630403.630400.972730.97273
29 July 20212793.631813.631810.972620.97262
30 July 20212803.633233.633230.972510.97251
31 July 20212813.634653.634650.972410.97241
1 August 20212823.636063.636060.972300.97230
2 August 20212833.637483.637480.972190.97219
3 August 20212843.638903.638900.972080.97208
4 August 20212853.640313.640310.971980.97198
5 August 20212863.641733.641730.971870.97187
6 August 20212873.643153.643150.971760.97176
7 August 20212883.644563.644560.971650.97165
8 August 20212893.645983.645980.971540.97154
9 August 20212903.647403.647400.971440.97144
10 August 20212913.648813.648810.971330.97133
11 August 20212923.650233.650230.971220.97122
12 August 20212933.651653.651650.971110.97111
13 August 20212943.653073.653070.971000.97100
14 August 20212953.654483.654480.970900.97090
15 August 20212963.655903.655900.970790.97079
16 August 20212973.657323.657320.970680.97068
17 August 20212983.658733.658730.970570.97057
18 August 20212993.660153.660150.970460.97046
19 August 20213003.661573.661570.970350.97035
20 August 20213013.662983.662980.970240.97024
21 August 20213023.664403.664400.970140.97014
22 August 20213033.665823.665820.970030.97003
23 August 20213043.667233.667230.969920.96992
24 August 20213053.668653.668650.969810.96981
25 August 20213063.670073.670070.969700.96970
26 August 20213073.671483.671480.969590.96959
27 August 20213083.672903.672900.969480.96948
28 August 20213093.674323.674320.969370.96937
29 August 20213103.675733.675730.969260.96926
30 August 20213113.677153.677150.969150.96915
31 August 20213123.678573.678570.969050.96905
1 September 20213133.679983.679980.968940.96894
2 September 20213143.681403.681400.968830.96883
3 September 20213153.682823.682820.968720.96872
4 September 20213163.684243.684240.968610.96861
5 September 20213173.685653.685650.968500.96850
6 September 20213183.687073.687070.968390.96839
7 September 20213193.688493.688490.968280.96828
8 September 20213203.689903.689900.968170.96817
9 September 20213213.691323.691320.968060.96806
10 September 20213223.692743.692740.967950.96795
11 September 20213233.694153.694150.967840.96784
12 September 20213243.695573.695570.967730.96773
13 September 20213253.696993.696990.967620.96762
14 September 20213263.698403.698400.967510.96751
15 September 20213273.699823.699820.967400.96740
16 September 20213283.701243.701240.967290.96729
17 September 20213293.702653.702650.967180.96718
18 September 20213303.704073.704070.967070.96707
19 September 20213313.705493.705490.966960.96696
20 September 20213323.706903.706900.966840.96684
21 September 20213333.708323.708320.966730.96673
22 September 20213343.709743.709740.966620.96662
23 September 20213353.711163.711160.966510.96651
24 September 20213363.712573.712570.966400.96640
25 September 20213373.713993.713990.966290.96629
26 September 20213383.715413.715410.966180.96618
27 September 20213393.716823.716820.966070.96607
28 September 20213403.718243.718240.965960.96596
29 September 20213413.719663.719660.965850.96585
30 September 20213423.721073.721070.965730.96573
1 October 20213433.722493.722490.965620.96562
2 October 20213443.723913.723910.965510.96551
3 October 20213453.725323.725320.965400.96540
4 October 20213463.726743.726740.965290.96529
5 October 20213473.728163.728160.965180.96518
6 October 20213483.729573.729570.965070.96507
7 October 20213493.730993.730990.964950.96495
8 October 20213503.732413.732410.964840.96484
9 October 20213513.733823.733820.964730.96473
10 October 20213523.735243.735240.964620.96462
11 October 20213533.736663.736660.964510.96451
12 October 20213543.738083.738080.964400.96440
13 October 20213553.739493.739490.964280.96428
14 October 20213563.740913.740910.964170.96417
15 October 20213573.742333.742330.964060.96406
16 October 20213583.743743.743740.963950.96395
17 October 20213593.745163.745160.963830.96383
18 October 20213603.746583.746580.963720.96372
19 October 20213613.747993.747990.963610.96361
20 October 20213623.749413.749410.963500.96350
21 October 20213633.750833.750830.963380.96338
22 October 20213643.752243.752240.963270.96327
23 October 20213653.753663.753660.963160.96316
23 November 20213963.753663.753660.960090.96009
23 December 20214263.753663.753660.957140.95714
23 January 20224573.753663.753660.954090.95409
22 February 20224873.753663.753660.951150.95115
24 March 20225173.753663.753660.948220.94822
23 April 20225473.753663.753660.945300.94530
24 May 20225783.753663.753660.942290.94229
24 June 20226093.753663.753660.939290.93929
24 July 20226393.753663.753660.936400.93640
24 August 20226703.753663.753660.933420.93342
23 September 20227003.753663.753660.930540.93054
23 October 20227303.753663.753660.927680.92768
22 October 202310943.753663.753660.893590.89359
21 October 202414593.753663.753660.860670.86067
22 October 202518253.753663.753660.828880.82888
22 October 202621903.753663.753660.798340.79834
24 April 202723743.753663.753660.783380.78338
23 October 202725563.753663.753660.768850.76885
23 October 202829223.753663.753660.740450.74045
22 January 202930133.753663.753660.733550.73355
23 October 202932873.753663.753660.713170.71317
22 October 203036513.753663.753660.686970.68697
24 October 203140183.753663.753660.661520.66152
23 October 203243833.753663.753660.637150.63715
23 October 203347483.753663.753660.613680.61368
24 October 203451143.753663.753660.591010.59101
21 October 203554763.753663.753660.569410.56941
22 October 204073043.753663.753660.471830.47183
22 October 204591303.753663.753660.391050.39105
24 October 2050109583.753663.753660.324030.32403
24 October 2055127843.753663.753660.268550.26855
23 October 2060146103.753663.753660.222570.22257