South African primary money-market curve

Curve last updated on 18 January 2022 at 05.35.57 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.580003.58000Effective
1 month303.742003.74200Effective
3 months913.892003.89200Effective
6 months1824.767004.76700Effective
9 months2735.200005.20000Effective
1 year3655.642005.64200Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
19 January 202213.579823.579820.999900.99990
20 January 202223.585223.585220.999800.99980
21 January 202233.590613.590610.999710.99971
22 January 202243.596013.596010.999610.99961
23 January 202253.601403.601400.999510.99951
24 January 202263.606803.606800.999410.99941
25 January 202273.612193.612190.999310.99931
26 January 202283.617583.617580.999210.99921
27 January 202293.622983.622980.999110.99911
28 January 2022103.628373.628370.999010.99901
29 January 2022113.633773.633770.998910.99891
30 January 2022123.639163.639160.998800.99880
31 January 2022133.644563.644560.998700.99870
1 February 2022143.649953.649950.998600.99860
2 February 2022153.655343.655340.998500.99850
3 February 2022163.660743.660740.998400.99840
4 February 2022173.666133.666130.998290.99829
5 February 2022183.671533.671530.998190.99819
6 February 2022193.676923.676920.998090.99809
7 February 2022203.682323.682320.997980.99798
8 February 2022213.687713.687710.997880.99788
9 February 2022223.693103.693100.997780.99778
10 February 2022233.698503.698500.997670.99767
11 February 2022243.703893.703890.997570.99757
12 February 2022253.709293.709290.997460.99746
13 February 2022263.714683.714680.997360.99736
14 February 2022273.720073.720070.997250.99725
15 February 2022283.725473.725470.997150.99715
16 February 2022293.730863.730860.997040.99704
17 February 2022303.736263.736260.996930.99693
18 February 2022313.738503.738500.996830.99683
19 February 2022323.740753.740750.996730.99673
20 February 2022333.742993.742990.996620.99662
21 February 2022343.745243.745240.996520.99652
22 February 2022353.747493.747490.996410.99641
23 February 2022363.749733.749730.996310.99631
24 February 2022373.751983.751980.996200.99620
25 February 2022383.754223.754220.996100.99610
26 February 2022393.756473.756470.995990.99599
27 February 2022403.758713.758710.995890.99589
28 February 2022413.760963.760960.995780.99578
1 March 2022423.763203.763200.995680.99568
2 March 2022433.765453.765450.995570.99557
3 March 2022443.767703.767700.995470.99547
4 March 2022453.769943.769940.995360.99536
5 March 2022463.772193.772190.995260.99526
6 March 2022473.774433.774430.995150.99515
7 March 2022483.776683.776680.995050.99505
8 March 2022493.778923.778920.994940.99494
9 March 2022503.781173.781170.994830.99483
10 March 2022513.783413.783410.994730.99473
11 March 2022523.785663.785660.994620.99462
12 March 2022533.787913.787910.994510.99451
13 March 2022543.790153.790150.994410.99441
14 March 2022553.792403.792400.994300.99430
15 March 2022563.794643.794640.994200.99420
16 March 2022573.796893.796890.994090.99409
17 March 2022583.799133.799130.993980.99398
18 March 2022593.801383.801380.993870.99387
19 March 2022603.803633.803630.993770.99377
20 March 2022613.805873.805870.993660.99366
21 March 2022623.808123.808120.993550.99355
22 March 2022633.810363.810360.993440.99344
23 March 2022643.812613.812610.993340.99334
24 March 2022653.814853.814850.993230.99323
25 March 2022663.817103.817100.993120.99312
26 March 2022673.819343.819340.993010.99301
27 March 2022683.821593.821590.992910.99291
28 March 2022693.823843.823840.992800.99280
29 March 2022703.826083.826080.992690.99269
30 March 2022713.828333.828330.992580.99258
31 March 2022723.830573.830570.992470.99247
1 April 2022733.832823.832820.992360.99236
2 April 2022743.835063.835060.992260.99226
3 April 2022753.837313.837310.992150.99215
4 April 2022763.839553.839550.992040.99204
5 April 2022773.841803.841800.991930.99193
6 April 2022783.844053.844050.991820.99182
7 April 2022793.846293.846290.991710.99171
8 April 2022803.848543.848540.991600.99160
9 April 2022813.850783.850780.991490.99149
10 April 2022823.853033.853030.991380.99138
11 April 2022833.855273.855270.991270.99127
12 April 2022843.857523.857520.991160.99116
13 April 2022853.859773.859770.991050.99105
14 April 2022863.862013.862010.990940.99094
15 April 2022873.864263.864260.990830.99083
16 April 2022883.866503.866500.990720.99072
17 April 2022893.868753.868750.990610.99061
18 April 2022903.870993.870990.990500.99050
19 April 2022913.873243.873240.990390.99039
20 April 2022923.882453.882450.990260.99026
21 April 2022933.891663.891660.990130.99013
22 April 2022943.900863.900860.990000.99000
23 April 2022953.910073.910070.989870.98987
24 April 2022963.919283.919280.989740.98974
25 April 2022973.928493.928490.989610.98961
26 April 2022983.937703.937700.989480.98948
27 April 2022993.946913.946910.989350.98935
28 April 20221003.956123.956120.989220.98922
29 April 20221013.965333.965330.989090.98909
30 April 20221023.974533.974530.988950.98895
1 May 20221033.983743.983740.988820.98882
2 May 20221043.992953.992950.988690.98869
3 May 20221054.002164.002160.988550.98855
4 May 20221064.011374.011370.988420.98842
5 May 20221074.020584.020580.988280.98828
6 May 20221084.029794.029790.988150.98815
7 May 20221094.038994.038990.988010.98801
8 May 20221104.048204.048200.987870.98787
9 May 20221114.057414.057410.987740.98774
10 May 20221124.066624.066620.987600.98760
11 May 20221134.075834.075830.987460.98746
12 May 20221144.085044.085040.987320.98732
13 May 20221154.094254.094250.987180.98718
14 May 20221164.103464.103460.987040.98704
15 May 20221174.112664.112660.986900.98690
16 May 20221184.121874.121870.986760.98676
17 May 20221194.131084.131080.986620.98662
18 May 20221204.140294.140290.986480.98648
19 May 20221214.149504.149500.986340.98634
20 May 20221224.158714.158710.986200.98620
21 May 20221234.167924.167920.986050.98605
22 May 20221244.177124.177120.985910.98591
23 May 20221254.186334.186330.985770.98577
24 May 20221264.195544.195540.985620.98562
25 May 20221274.204754.204750.985480.98548
26 May 20221284.213964.213960.985330.98533
27 May 20221294.223174.223170.985190.98519
28 May 20221304.232384.232380.985040.98504
29 May 20221314.241594.241590.984890.98489
30 May 20221324.250794.250790.984740.98474
31 May 20221334.260004.260000.984600.98460
1 June 20221344.269214.269210.984450.98445
2 June 20221354.278424.278420.984300.98430
3 June 20221364.287634.287630.984150.98415
4 June 20221374.296844.296840.984000.98400
5 June 20221384.306054.306050.983850.98385
6 June 20221394.315254.315250.983700.98370
7 June 20221404.324464.324460.983550.98355
8 June 20221414.333674.333670.983400.98340
9 June 20221424.342884.342880.983250.98325
10 June 20221434.352094.352090.983090.98309
11 June 20221444.361304.361300.982940.98294
12 June 20221454.370514.370510.982790.98279
13 June 20221464.379724.379720.982630.98263
14 June 20221474.388924.388920.982480.98248
15 June 20221484.398134.398130.982320.98232
16 June 20221494.407344.407340.982170.98217
17 June 20221504.416554.416550.982010.98201
18 June 20221514.425764.425760.981860.98186
19 June 20221524.434974.434970.981700.98170
20 June 20221534.444184.444180.981540.98154
21 June 20221544.453384.453380.981390.98139
22 June 20221554.462594.462590.981230.98123
23 June 20221564.471804.471800.981070.98107
24 June 20221574.481014.481010.980910.98091
25 June 20221584.490224.490220.980750.98075
26 June 20221594.499434.499430.980590.98059
27 June 20221604.508644.508640.980430.98043
28 June 20221614.517854.517850.980270.98027
29 June 20221624.527054.527050.980110.98011
30 June 20221634.536264.536260.979950.97995
1 July 20221644.545474.545470.979780.97978
2 July 20221654.554684.554680.979620.97962
3 July 20221664.563894.563890.979460.97946
4 July 20221674.573104.573100.979290.97929
5 July 20221684.582314.582310.979130.97913
6 July 20221694.591514.591510.978970.97897
7 July 20221704.600724.600720.978800.97880
8 July 20221714.609934.609930.978630.97863
9 July 20221724.619144.619140.978470.97847
10 July 20221734.628354.628350.978300.97830
11 July 20221744.637564.637560.978130.97813
12 July 20221754.646774.646770.977970.97797
13 July 20221764.655984.655980.977800.97780
14 July 20221774.665184.665180.977630.97763
15 July 20221784.674394.674390.977460.97746
16 July 20221794.683604.683600.977290.97729
17 July 20221804.692814.692810.977120.97712
18 July 20221814.702024.702020.976950.97695
19 July 20221824.711234.711230.976780.97678
20 July 20221834.715514.715510.976640.97664
21 July 20221844.719804.719800.976490.97649
22 July 20221854.724094.724090.976340.97634
23 July 20221864.728384.728380.976190.97619
24 July 20221874.732674.732670.976040.97604
25 July 20221884.736954.736950.975900.97590
26 July 20221894.741244.741240.975750.97575
27 July 20221904.745534.745530.975600.97560
28 July 20221914.749824.749820.975450.97545
29 July 20221924.754114.754110.975300.97530
30 July 20221934.758394.758390.975150.97515
31 July 20221944.762684.762680.975000.97500
1 August 20221954.766974.766970.974850.97485
2 August 20221964.771264.771260.974700.97470
3 August 20221974.775554.775550.974550.97455
4 August 20221984.779834.779830.974400.97440
5 August 20221994.784124.784120.974250.97425
6 August 20222004.788414.788410.974100.97410
7 August 20222014.792704.792700.973950.97395
8 August 20222024.796994.796990.973800.97380
9 August 20222034.801274.801270.973650.97365
10 August 20222044.805564.805560.973500.97350
11 August 20222054.809854.809850.973350.97335
12 August 20222064.814144.814140.973200.97320
13 August 20222074.818424.818420.973040.97304
14 August 20222084.822714.822710.972890.97289
15 August 20222094.827004.827000.972740.97274
16 August 20222104.831294.831290.972590.97259
17 August 20222114.835584.835580.972430.97243
18 August 20222124.839864.839860.972280.97228
19 August 20222134.844154.844150.972130.97213
20 August 20222144.848444.848440.971970.97197
21 August 20222154.852734.852730.971820.97182
22 August 20222164.857024.857020.971670.97167
23 August 20222174.861304.861300.971510.97151
24 August 20222184.865594.865590.971360.97136
25 August 20222194.869884.869880.971200.97120
26 August 20222204.874174.874170.971050.97105
27 August 20222214.878464.878460.970890.97089
28 August 20222224.882744.882740.970740.97074
29 August 20222234.887034.887030.970580.97058
30 August 20222244.891324.891320.970430.97043
31 August 20222254.895614.895610.970270.97027
1 September 20222264.899894.899890.970120.97012
2 September 20222274.904184.904180.969960.96996
3 September 20222284.908474.908470.969800.96980
4 September 20222294.912764.912760.969650.96965
5 September 20222304.917054.917050.969490.96949
6 September 20222314.921334.921330.969330.96933
7 September 20222324.925624.925620.969180.96918
8 September 20222334.929914.929910.969020.96902
9 September 20222344.934204.934200.968860.96886
10 September 20222354.938494.938490.968700.96870
11 September 20222364.942774.942770.968550.96855
12 September 20222374.947064.947060.968390.96839
13 September 20222384.951354.951350.968230.96823
14 September 20222394.955644.955640.968070.96807
15 September 20222404.959934.959930.967910.96791
16 September 20222414.964214.964210.967750.96775
17 September 20222424.968504.968500.967590.96759
18 September 20222434.972794.972790.967440.96744
19 September 20222444.977084.977080.967280.96728
20 September 20222454.981364.981360.967120.96712
21 September 20222464.985654.985650.966960.96696
22 September 20222474.989944.989940.966800.96680
23 September 20222484.994234.994230.966640.96664
24 September 20222494.998524.998520.966480.96648
25 September 20222505.002805.002800.966310.96631
26 September 20222515.007095.007090.966150.96615
27 September 20222525.011385.011380.965990.96599
28 September 20222535.015675.015670.965830.96583
29 September 20222545.019965.019960.965670.96567
30 September 20222555.024245.024240.965510.96551
1 October 20222565.028535.028530.965350.96535
2 October 20222575.032825.032820.965180.96518
3 October 20222585.037115.037110.965020.96502
4 October 20222595.041405.041400.964860.96486
5 October 20222605.045685.045680.964700.96470
6 October 20222615.049975.049970.964530.96453
7 October 20222625.054265.054260.964370.96437
8 October 20222635.058555.058550.964210.96421
9 October 20222645.062835.062830.964040.96404
10 October 20222655.067125.067120.963880.96388
11 October 20222665.071415.071410.963720.96372
12 October 20222675.075705.075700.963550.96355
13 October 20222685.079995.079990.963390.96339
14 October 20222695.084275.084270.963220.96322
15 October 20222705.088565.088560.963060.96306
16 October 20222715.092855.092850.962890.96289
17 October 20222725.097145.097140.962730.96273
18 October 20222735.101435.101430.962560.96256
19 October 20222745.105635.105630.962400.96240
20 October 20222755.109845.109840.962230.96223
21 October 20222765.114055.114050.962070.96207
22 October 20222775.118265.118260.961900.96190
23 October 20222785.122475.122470.961740.96174
24 October 20222795.126685.126680.961570.96157
25 October 20222805.130885.130880.961400.96140
26 October 20222815.135095.135090.961240.96124
27 October 20222825.139305.139300.961070.96107
28 October 20222835.143515.143510.960910.96091
29 October 20222845.147725.147720.960740.96074
30 October 20222855.151925.151920.960570.96057
31 October 20222865.156135.156130.960400.96040
1 November 20222875.160345.160340.960240.96024
2 November 20222885.164555.164550.960070.96007
3 November 20222895.168765.168760.959900.95990
4 November 20222905.172975.172970.959730.95973
5 November 20222915.177175.177170.959560.95956
6 November 20222925.181385.181380.959400.95940
7 November 20222935.185595.185590.959230.95923
8 November 20222945.189805.189800.959060.95906
9 November 20222955.194015.194010.958890.95889
10 November 20222965.198225.198220.958720.95872
11 November 20222975.202425.202420.958550.95855
12 November 20222985.206635.206630.958380.95838
13 November 20222995.210845.210840.958210.95821
14 November 20223005.215055.215050.958040.95804
15 November 20223015.219265.219260.957870.95787
16 November 20223025.223465.223460.957700.95770
17 November 20223035.227675.227670.957530.95753
18 November 20223045.231885.231880.957360.95736
19 November 20223055.236095.236090.957190.95719
20 November 20223065.240305.240300.957020.95702
21 November 20223075.244515.244510.956850.95685
22 November 20223085.248715.248710.956680.95668
23 November 20223095.252925.252920.956500.95650
24 November 20223105.257135.257130.956330.95633
25 November 20223115.261345.261340.956160.95616
26 November 20223125.265555.265550.955990.95599
27 November 20223135.269765.269760.955820.95582
28 November 20223145.273965.273960.955640.95564
29 November 20223155.278175.278170.955470.95547
30 November 20223165.282385.282380.955300.95530
1 December 20223175.286595.286590.955120.95512
2 December 20223185.290805.290800.954950.95495
3 December 20223195.295005.295000.954780.95478
4 December 20223205.299215.299210.954600.95460
5 December 20223215.303425.303420.954430.95443
6 December 20223225.307635.307630.954260.95426
7 December 20223235.311845.311840.954080.95408
8 December 20223245.316055.316050.953910.95391
9 December 20223255.320255.320250.953730.95373
10 December 20223265.324465.324460.953560.95356
11 December 20223275.328675.328670.953380.95338
12 December 20223285.332885.332880.953210.95321
13 December 20223295.337095.337090.953030.95303
14 December 20223305.341305.341300.952860.95286
15 December 20223315.345505.345500.952680.95268
16 December 20223325.349715.349710.952500.95250
17 December 20223335.353925.353920.952330.95233
18 December 20223345.358135.358130.952150.95215
19 December 20223355.362345.362340.951980.95198
20 December 20223365.366545.366540.951800.95180
21 December 20223375.370755.370750.951620.95162
22 December 20223385.374965.374960.951440.95144
23 December 20223395.379175.379170.951270.95127
24 December 20223405.383385.383380.951090.95109
25 December 20223415.387595.387590.950910.95091
26 December 20223425.391795.391790.950730.95073
27 December 20223435.396005.396000.950560.95056
28 December 20223445.400215.400210.950380.95038
29 December 20223455.404425.404420.950200.95020
30 December 20223465.408635.408630.950020.95002
31 December 20223475.412845.412840.949840.94984
1 January 20233485.417045.417040.949660.94966
2 January 20233495.421255.421250.949480.94948
3 January 20233505.425465.425460.949310.94931
4 January 20233515.429675.429670.949130.94913
5 January 20233525.433885.433880.948950.94895
6 January 20233535.438085.438080.948770.94877
7 January 20233545.442295.442290.948590.94859
8 January 20233555.446505.446500.948410.94841
9 January 20233565.450715.450710.948230.94823
10 January 20233575.454925.454920.948040.94804
11 January 20233585.459135.459130.947860.94786
12 January 20233595.463335.463330.947680.94768
13 January 20233605.467545.467540.947500.94750
14 January 20233615.471755.471750.947320.94732
15 January 20233625.475965.475960.947140.94714
16 January 20233635.480175.480170.946960.94696
17 January 20233645.484385.484380.946780.94678
18 January 20233655.488585.488580.946590.94659
18 February 20233965.488585.488580.942190.94219
20 March 20234265.488585.488580.937950.93795
20 April 20234575.488585.488580.933590.93359
20 May 20234875.488585.488580.929390.92939
19 June 20235175.488585.488580.925200.92520
19 July 20235475.488585.488580.921040.92104
19 August 20235785.488585.488580.916760.91676
19 September 20236095.488585.488580.912490.91249
19 October 20236395.488585.488580.908380.90838
19 November 20236705.488585.488580.904160.90416
19 December 20237005.488585.488580.900090.90009
18 January 20247305.488585.488580.896040.89604
16 January 202510945.488585.488580.848310.84831
16 January 202614595.488585.488580.803010.80301
17 January 202718255.488585.488580.760010.76001
17 January 202821905.488585.488580.719420.71942
19 July 202823745.488585.488580.699780.69978
17 January 202925565.488585.488580.680890.68089
18 January 203029225.488585.488580.644430.64443
19 April 203030135.488585.488580.635670.63567
18 January 203132875.488585.488580.610010.61001
17 January 203236515.488585.488580.577520.57752
18 January 203340185.488585.488580.546510.54651
18 January 203443835.488585.488580.517330.51733
18 January 203547485.488585.488580.489700.48970
19 January 203651145.488585.488580.463470.46347
15 January 203754765.488585.488580.438920.43892
17 January 204273045.488585.488580.333430.33343
17 January 204791305.488585.488580.253370.25337
19 January 2052109585.488585.488580.192480.19248
18 January 2057127845.488585.488580.146260.14626
18 January 2062146105.488585.488580.111140.11114