South African primary money-market curve

Curve last updated on 15 November 2019 at 14.32.05 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight16.340006.34000Effective
1 month306.706256.54375Effective
2 months616.793756.63125Effective
3 months916.881256.73125Effective
4 months1227.143756.99375Effective
5 months1527.275007.12500Effective
6 months1827.343757.19375Effective
7 months2137.425007.27500Effective
8 months2437.475007.32500Effective
9 months2737.556257.40625Effective
10 months3047.637507.48750Effective
11 months3357.712507.56250Effective
1 year3657.831257.68125Effective
18 months5477.705007.55500NACS
2 years7307.752507.60250NACS
3 years10957.910007.76000NACS
4 years14618.102507.95250NACS
5 years18268.352508.20250NACS



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
22 November 201916.339456.339450.999830.99983
23 November 201926.351466.345890.999650.99965
24 November 201936.363486.352330.999480.99948
25 November 201946.375496.358770.999300.99930
26 November 201956.387506.365210.999130.99913
27 November 201966.399526.371650.998950.99895
28 November 201976.411536.378090.998770.99878
29 November 201986.423546.384530.998590.99860
30 November 201996.435566.390970.998410.99843
1 December 2019106.447576.397410.998240.99825
2 December 2019116.459586.403850.998060.99807
3 December 2019126.471606.410290.997870.99789
4 December 2019136.483616.416730.997690.99772
5 December 2019146.495626.423170.997510.99754
6 December 2019156.507646.429610.997330.99736
7 December 2019166.519656.436050.997150.99718
8 December 2019176.531666.442490.996960.99700
9 December 2019186.543686.448930.996780.99682
10 December 2019196.555696.455370.996590.99665
11 December 2019206.567706.461810.996410.99647
12 December 2019216.579726.468250.996220.99629
13 December 2019226.591736.474690.996030.99611
14 December 2019236.603746.481130.995850.99592
15 December 2019246.615766.487570.995660.99574
16 December 2019256.627776.494010.995470.99556
17 December 2019266.639786.500450.995280.99538
18 December 2019276.651806.506890.995090.99520
19 December 2019286.663816.513340.994900.99502
20 December 2019296.675826.519780.994710.99483
21 December 2019306.687846.526220.994520.99465
22 December 2019316.690026.528430.994330.99447
23 December 2019326.692206.530640.994150.99429
24 December 2019336.694386.532850.993970.99411
25 December 2019346.696566.535060.993780.99393
26 December 2019356.698746.537270.993600.99375
27 December 2019366.700936.539480.993410.99357
28 December 2019376.703116.541700.993230.99339
29 December 2019386.705296.543910.993040.99321
30 December 2019396.707476.546120.992860.99303
31 December 2019406.709656.548330.992670.99285
1 January 2020416.711846.550540.992490.99267
2 January 2020426.714026.552750.992300.99249
3 January 2020436.716206.554970.992120.99231
4 January 2020446.718386.557180.991930.99213
5 January 2020456.720566.559390.991750.99195
6 January 2020466.722746.561600.991560.99176
7 January 2020476.724936.563810.991380.99158
8 January 2020486.727116.566020.991190.99140
9 January 2020496.729296.568240.991010.99122
10 January 2020506.731476.570450.990820.99104
11 January 2020516.733656.572660.990640.99086
12 January 2020526.735846.574870.990450.99068
13 January 2020536.738026.577080.990260.99050
14 January 2020546.740206.579290.990080.99031
15 January 2020556.742386.581500.989890.99013
16 January 2020566.744566.583720.989710.98995
17 January 2020576.746746.585930.989520.98977
18 January 2020586.748936.588140.989330.98959
19 January 2020596.751116.590350.989150.98940
20 January 2020606.753296.592560.988960.98922
21 January 2020616.755476.594770.988770.98904
22 January 2020626.757726.597460.988590.98886
23 January 2020636.759976.600150.988400.98867
24 January 2020646.762216.602840.988210.98849
25 January 2020656.764466.605520.988030.98831
26 January 2020666.766716.608210.987840.98812
27 January 2020676.768966.610900.987650.98794
28 January 2020686.771206.613590.987460.98775
29 January 2020696.773456.616270.987280.98757
30 January 2020706.775706.618960.987090.98739
31 January 2020716.777946.621650.986900.98720
1 February 2020726.780196.624330.986710.98702
2 February 2020736.782446.627020.986530.98683
3 February 2020746.784696.629710.986340.98665
4 February 2020756.786936.632400.986150.98646
5 February 2020766.789186.635080.985960.98628
6 February 2020776.791436.637770.985780.98609
7 February 2020786.793676.640460.985590.98591
8 February 2020796.795926.643150.985400.98572
9 February 2020806.798176.645830.985210.98554
10 February 2020816.800426.648520.985020.98535
11 February 2020826.802666.651210.984830.98517
12 February 2020836.804916.653890.984650.98498
13 February 2020846.807166.656580.984460.98480
14 February 2020856.809416.659270.984270.98461
15 February 2020866.811656.661960.984080.98443
16 February 2020876.813906.664640.983890.98424
17 February 2020886.816156.667330.983700.98405
18 February 2020896.818396.670020.983510.98387
19 February 2020906.820646.672700.983320.98368
20 February 2020916.822896.675390.983130.98350
21 February 2020926.830536.683070.982930.98330
22 February 2020936.838176.690740.982730.98310
23 February 2020946.845826.698410.982520.98290
24 February 2020956.853466.706080.982320.98270
25 February 2020966.861106.713760.982120.98250
26 February 2020976.868746.721430.981910.98230
27 February 2020986.876386.729100.981710.98210
28 February 2020996.884036.736780.981500.98189
29 February 20201006.891676.744450.981300.98169
1 March 20201016.899316.752120.981090.98149
2 March 20201026.906956.759800.980880.98129
3 March 20201036.914596.767470.980680.98108
4 March 20201046.922246.775140.980470.98088
5 March 20201056.929886.782820.980260.98068
6 March 20201066.937526.790490.980050.98047
7 March 20201076.945166.798160.979850.98027
8 March 20201086.952816.805830.979640.98006
9 March 20201096.960456.813510.979430.97986
10 March 20201106.968096.821180.979220.97965
11 March 20201116.975736.828850.979010.97945
12 March 20201126.983376.836530.978800.97924
13 March 20201136.991026.844200.978590.97903
14 March 20201146.998666.851870.978380.97883
15 March 20201157.006306.859550.978170.97862
16 March 20201167.013946.867220.977960.97841
17 March 20201177.021586.874890.977740.97820
18 March 20201187.029236.882570.977530.97800
19 March 20201197.036876.890240.977320.97779
20 March 20201207.044516.897910.977110.97758
21 March 20201217.052156.905580.976890.97737
22 March 20201227.059806.913260.976680.97716
23 March 20201237.063376.916860.976480.97696
24 March 20201247.066946.920460.976280.97676
25 March 20201257.070516.924070.976080.97657
26 March 20201267.074096.927670.975880.97637
27 March 20201277.077666.931270.975670.97617
28 March 20201287.081236.934870.975470.97597
29 March 20201297.084806.938480.975270.97578
30 March 20201307.088386.942080.975070.97558
31 March 20201317.091956.945680.974870.97538
1 April 20201327.095526.949290.974670.97518
2 April 20201337.099096.952890.974460.97498
3 April 20201347.102676.956490.974260.97478
4 April 20201357.106246.960090.974060.97459
5 April 20201367.109816.963700.973860.97439
6 April 20201377.113396.967300.973650.97419
7 April 20201387.116966.970900.973450.97399
8 April 20201397.120536.974510.973250.97379
9 April 20201407.124106.978110.973040.97359
10 April 20201417.127686.981710.972840.97339
11 April 20201427.131256.985310.972640.97319
12 April 20201437.134826.988920.972430.97299
13 April 20201447.138396.992520.972230.97279
14 April 20201457.141976.996120.972030.97259
15 April 20201467.145546.999730.971820.97239
16 April 20201477.149117.003330.971620.97219
17 April 20201487.152687.006930.971410.97199
18 April 20201497.156267.010530.971210.97179
19 April 20201507.159837.014140.971000.97159
20 April 20201517.163407.017740.970800.97139
21 April 20201527.166987.021340.970600.97118
22 April 20201537.168497.022890.970400.97099
23 April 20201547.170017.024430.970200.97080
24 April 20201557.171537.025980.970000.97060
25 April 20201567.173047.027530.969810.97041
26 April 20201577.174567.029070.969610.97022
27 April 20201587.176087.030620.969410.97002
28 April 20201597.177597.032170.969220.96983
29 April 20201607.179117.033710.969020.96964
30 April 20201617.180637.035260.968820.96944
1 May 20201627.182157.036810.968630.96925
2 May 20201637.183667.038350.968430.96906
3 May 20201647.185187.039900.968230.96886
4 May 20201657.186707.041450.968030.96867
5 May 20201667.188217.042990.967840.96848
6 May 20201677.189737.044540.967640.96828
7 May 20201687.191257.046080.967440.96809
8 May 20201697.192777.047630.967250.96790
9 May 20201707.194287.049180.967050.96770
10 May 20201717.195807.050720.966850.96751
11 May 20201727.197327.052270.966650.96731
12 May 20201737.198837.053820.966460.96712
13 May 20201747.200357.055360.966260.96693
14 May 20201757.201877.056910.966060.96673
15 May 20201767.203397.058460.965860.96654
16 May 20201777.204907.060000.965660.96634
17 May 20201787.206427.061550.965470.96615
18 May 20201797.207947.063090.965270.96595
19 May 20201807.209457.064640.965070.96576
20 May 20201817.210977.066190.964870.96557
21 May 20201827.212497.067730.964680.96537
22 May 20201837.214307.069580.964480.96518
23 May 20201847.216117.071420.964280.96498
24 May 20201857.217927.073260.964080.96478
25 May 20201867.219737.075100.963880.96459
26 May 20201877.221547.076940.963680.96439
27 May 20201887.223367.078780.963480.96420
28 May 20201897.225177.080620.963280.96400
29 May 20201907.226987.082460.963080.96380
30 May 20201917.228797.084300.962880.96361
31 May 20201927.230607.086150.962680.96341
1 June 20201937.232417.087990.962480.96321
2 June 20201947.234227.089830.962280.96302
3 June 20201957.236047.091670.962080.96282
4 June 20201967.237857.093510.961880.96263
5 June 20201977.239667.095350.961680.96243
6 June 20201987.241477.097190.961480.96223
7 June 20201997.243287.099030.961280.96204
8 June 20202007.245097.100870.961080.96184
9 June 20202017.246907.102720.960880.96164
10 June 20202027.248727.104560.960680.96144
11 June 20202037.250537.106400.960480.96125
12 June 20202047.252347.108240.960280.96105
13 June 20202057.254157.110080.960080.96085
14 June 20202067.255967.111920.959880.96066
15 June 20202077.257777.113760.959680.96046
16 June 20202087.259587.115600.959470.96026
17 June 20202097.261397.117440.959270.96006
18 June 20202107.263217.119290.959070.95987
19 June 20202117.265027.121130.958870.95967
20 June 20202127.266837.122970.958670.95947
21 June 20202137.268647.124810.958470.95927
22 June 20202147.269527.125720.958270.95908
23 June 20202157.270397.126620.958080.95889
24 June 20202167.271277.127530.957880.95870
25 June 20202177.272157.128430.957690.95851
26 June 20202187.273037.129340.957490.95831
27 June 20202197.273907.130250.957300.95812
28 June 20202207.274787.131150.957100.95793
29 June 20202217.275667.132060.956900.95774
30 June 20202227.276537.132970.956710.95754
1 July 20202237.277417.133870.956510.95735
2 July 20202247.278297.134780.956320.95716
3 July 20202257.279177.135680.956120.95697
4 July 20202267.280047.136590.955920.95677
5 July 20202277.280927.137500.955730.95658
6 July 20202287.281807.138400.955530.95639
7 July 20202297.282677.139310.955340.95620
8 July 20202307.283557.140210.955140.95600
9 July 20202317.284437.141120.954950.95581
10 July 20202327.285307.142030.954750.95562
11 July 20202337.286187.142930.954550.95543
12 July 20202347.287067.143840.954360.95523
13 July 20202357.287947.144750.954160.95504
14 July 20202367.288817.145650.953970.95485
15 July 20202377.289697.146560.953770.95466
16 July 20202387.290577.147460.953570.95446
17 July 20202397.291447.148370.953380.95427
18 July 20202407.292327.149280.953180.95408
19 July 20202417.293207.150180.952990.95389
20 July 20202427.294087.151090.952790.95369
21 July 20202437.294957.152000.952590.95350
22 July 20202447.296807.153880.952390.95330
23 July 20202457.298657.155750.952190.95310
24 July 20202467.300507.157630.951990.95290
25 July 20202477.302357.159510.951790.95271
26 July 20202487.304207.161390.951580.95251
27 July 20202497.306057.163270.951380.95231
28 July 20202507.307907.165150.951180.95211
29 July 20202517.309757.167030.950980.95191
30 July 20202527.311607.168910.950770.95171
31 July 20202537.313457.170790.950570.95151
1 August 20202547.315307.172670.950370.95131
2 August 20202557.317157.174550.950160.95111
3 August 20202567.319007.176430.949960.95091
4 August 20202577.320857.178310.949760.95071
5 August 20202587.322707.180190.949560.95051
6 August 20202597.324557.182070.949350.95031
7 August 20202607.326407.183950.949150.95011
8 August 20202617.328257.185830.948950.94991
9 August 20202627.330107.187710.948740.94971
10 August 20202637.331957.189590.948540.94951
11 August 20202647.333807.191470.948340.94931
12 August 20202657.335647.193350.948130.94911
13 August 20202667.337497.195230.947930.94891
14 August 20202677.339347.197110.947730.94871
15 August 20202687.341197.198990.947520.94851
16 August 20202697.343047.200870.947320.94831
17 August 20202707.344897.202750.947120.94811
18 August 20202717.346747.204630.946910.94791
19 August 20202727.348597.206510.946710.94771
20 August 20202737.350447.208390.946510.94751
21 August 20202747.352187.210160.946300.94731
22 August 20202757.353927.211930.946100.94711
23 August 20202767.355677.213710.945900.94691
24 August 20202777.357417.215480.945690.94671
25 August 20202787.359157.217250.945490.94651
26 August 20202797.360897.219020.945290.94631
27 August 20202807.362637.220790.945090.94611
28 August 20202817.364377.222560.944880.94591
29 August 20202827.366117.224330.944680.94571
30 August 20202837.367857.226110.944480.94551
31 August 20202847.369607.227880.944270.94531
1 September 20202857.371347.229650.944070.94511
2 September 20202867.373087.231420.943860.94491
3 September 20202877.374827.233190.943660.94471
4 September 20202887.376567.234960.943460.94451
5 September 20202897.378307.236730.943250.94431
6 September 20202907.380047.238510.943050.94411
7 September 20202917.381787.240280.942850.94391
8 September 20202927.383527.242050.942640.94371
9 September 20202937.385277.243820.942440.94351
10 September 20202947.387017.245590.942230.94331
11 September 20202957.388757.247360.942030.94311
12 September 20202967.390497.249140.941830.94291
13 September 20202977.392237.250910.941620.94271
14 September 20202987.393977.252680.941420.94251
15 September 20202997.395717.254450.941210.94230
16 September 20203007.397457.256220.941010.94210
17 September 20203017.399207.257990.940810.94190
18 September 20203027.400947.259760.940600.94170
19 September 20203037.402687.261540.940400.94150
20 September 20203047.404427.263310.940190.94130
21 September 20203057.405957.264870.939990.94110
22 September 20203067.407477.266420.939790.94090
23 September 20203077.409007.267980.939590.94070
24 September 20203087.410537.269540.939380.94050
25 September 20203097.412067.271100.939180.94030
26 September 20203107.413587.272650.938980.94010
27 September 20203117.415117.274210.938770.93990
28 September 20203127.416647.275770.938570.93970
29 September 20203137.418177.277330.938370.93950
30 September 20203147.419697.278880.938160.93930
1 October 20203157.421227.280440.937960.93910
2 October 20203167.422757.282000.937760.93890
3 October 20203177.424277.283560.937560.93870
4 October 20203187.425807.285110.937350.93850
5 October 20203197.427337.286670.937150.93830
6 October 20203207.428867.288230.936950.93810
7 October 20203217.430387.289790.936740.93790
8 October 20203227.431917.291340.936540.93770
9 October 20203237.433447.292900.936340.93750
10 October 20203247.434977.294460.936130.93730
11 October 20203257.436497.296020.935930.93710
12 October 20203267.438027.297570.935730.93690
13 October 20203277.439557.299130.935520.93670
14 October 20203287.441077.300690.935320.93650
15 October 20203297.442607.302250.935120.93630
16 October 20203307.444137.303800.934910.93610
17 October 20203317.445667.305360.934710.93590
18 October 20203327.447187.306920.934500.93570
19 October 20203337.448717.308480.934300.93550
20 October 20203347.450247.310030.934100.93530
21 October 20203357.451777.311590.933890.93510
22 October 20203367.454707.314560.933680.93488
23 October 20203377.457637.317520.933460.93467
24 October 20203387.460567.320490.933250.93446
25 October 20203397.463497.323450.933030.93424
26 October 20203407.466437.326410.932810.93403
27 October 20203417.469367.329380.932600.93382
28 October 20203427.472297.332340.932380.93360
29 October 20203437.475227.335310.932160.93339
30 October 20203447.478167.338270.931950.93318
31 October 20203457.481097.341240.931730.93296
1 November 20203467.484027.344200.931510.93275
2 November 20203477.486957.347170.931300.93254
3 November 20203487.489887.350130.931080.93232
4 November 20203497.492827.353100.930860.93211
5 November 20203507.495757.356060.930650.93189
6 November 20203517.498687.359020.930430.93168
7 November 20203527.501617.361990.930210.93146
8 November 20203537.504557.364950.929990.93125
9 November 20203547.507487.367920.929780.93103
10 November 20203557.510417.370880.929560.93082
11 November 20203567.513347.373850.929340.93061
12 November 20203577.516277.376810.929120.93039
13 November 20203587.519217.379780.928900.93018
14 November 20203597.522147.382740.928690.92996
15 November 20203607.525077.385710.928470.92974
16 November 20203617.528007.388670.928250.92953
17 November 20203627.530947.391640.928030.92931
18 November 20203637.533877.394600.927810.92910
19 November 20203647.536807.397560.927590.92888
20 November 20203657.539737.400530.927380.92867
21 December 20203967.543237.403130.921420.92282
20 January 20214267.546627.405650.915690.91720
20 February 20214577.550127.408250.909800.91142
22 March 20214877.553517.410770.904130.90585
21 April 20215177.556907.413280.898490.90032
21 May 20215477.560297.415800.892880.89482
21 June 20215787.568037.423550.887060.88909
22 July 20216097.575787.431310.881260.88339
21 August 20216397.583287.438810.875680.87789
21 September 20216707.591037.446560.869930.87224
21 October 20217007.598527.454060.864400.86679
20 November 20217307.606027.461570.858880.86137
19 November 202210947.757177.612820.792550.79598
19 November 202314597.941667.797450.728000.73221
19 November 202418258.182148.038100.664240.66904
19 November 202521908.182808.038760.612030.61735
22 May 202623748.182808.038760.587300.59283
20 November 202625568.182808.038760.563820.56954
21 November 202729228.182808.038760.519400.52543
20 February 202830138.182808.038760.508920.51500
20 November 202832878.182808.038760.478600.48484
19 November 202936518.182808.038760.441090.44749
21 November 203040188.182808.038760.406250.41275
21 November 203143838.182808.038760.374330.38086
20 November 203247488.182808.038760.344920.35145
21 November 203351148.182808.038760.317750.32423
18 November 203454768.182808.038760.292980.29938
20 November 203973048.182808.038760.194470.20016
19 November 204491308.182808.038760.129140.13388
21 November 2049109588.182808.038760.085720.08951
21 November 2054127848.182808.038760.056930.05987
21 November 2059146108.182808.038760.037800.04005