South African primary money-market curve

Curve last updated on 18 January 2021 at 09.55.10 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight13.310003.31000Effective
1 month303.492003.49200Effective
3 months913.642003.64200Effective
6 months1823.892003.89200Effective
1 year3654.117004.11700Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
21 January 202113.309853.309850.999910.99991
22 January 202123.315963.315960.999820.99982
23 January 202133.322073.322070.999730.99973
24 January 202143.328183.328180.999640.99964
25 January 202153.334283.334280.999540.99954
26 January 202163.340393.340390.999450.99945
27 January 202173.346503.346500.999360.99936
28 January 202183.352613.352610.999270.99927
29 January 202193.358723.358720.999170.99917
30 January 2021103.364833.364830.999080.99908
31 January 2021113.370943.370940.998980.99898
1 February 2021123.377043.377040.998890.99889
2 February 2021133.383153.383150.998800.99880
3 February 2021143.389263.389260.998700.99870
4 February 2021153.395373.395370.998610.99861
5 February 2021163.401483.401480.998510.99851
6 February 2021173.407593.407590.998410.99841
7 February 2021183.413703.413700.998320.99832
8 February 2021193.419803.419800.998220.99822
9 February 2021203.425913.425910.998120.99812
10 February 2021213.432023.432020.998030.99803
11 February 2021223.438133.438130.997930.99793
12 February 2021233.444243.444240.997830.99783
13 February 2021243.450353.450350.997730.99773
14 February 2021253.456463.456460.997640.99764
15 February 2021263.462563.462560.997540.99754
16 February 2021273.468673.468670.997440.99744
17 February 2021283.474783.474780.997340.99734
18 February 2021293.480893.480890.997240.99724
19 February 2021303.487003.487000.997140.99714
20 February 2021313.489273.489270.997040.99704
21 February 2021323.491543.491540.996940.99694
22 February 2021333.493813.493810.996850.99685
23 February 2021343.496083.496080.996750.99675
24 February 2021353.498363.498360.996650.99665
25 February 2021363.500633.500630.996550.99655
26 February 2021373.502903.502900.996460.99646
27 February 2021383.505173.505170.996360.99636
28 February 2021393.507443.507440.996260.99626
1 March 2021403.509713.509710.996160.99616
2 March 2021413.511993.511990.996060.99606
3 March 2021423.514263.514260.995960.99596
4 March 2021433.516533.516530.995870.99587
5 March 2021443.518803.518800.995770.99577
6 March 2021453.521073.521070.995670.99567
7 March 2021463.523343.523340.995570.99557
8 March 2021473.525623.525620.995470.99547
9 March 2021483.527893.527890.995370.99537
10 March 2021493.530163.530160.995270.99527
11 March 2021503.532433.532430.995170.99517
12 March 2021513.534703.534700.995070.99507
13 March 2021523.536973.536970.994970.99497
14 March 2021533.539243.539240.994870.99487
15 March 2021543.541523.541520.994770.99477
16 March 2021553.543793.543790.994670.99467
17 March 2021563.546063.546060.994570.99457
18 March 2021573.548333.548330.994470.99447
19 March 2021583.550603.550600.994370.99437
20 March 2021593.552873.552870.994270.99427
21 March 2021603.555153.555150.994170.99417
22 March 2021613.557423.557420.994070.99407
23 March 2021623.559693.559690.993970.99397
24 March 2021633.561963.561960.993870.99387
25 March 2021643.564233.564230.993770.99377
26 March 2021653.566503.566500.993670.99367
27 March 2021663.568783.568780.993570.99357
28 March 2021673.571053.571050.993470.99347
29 March 2021683.573323.573320.993370.99337
30 March 2021693.575593.575590.993260.99326
31 March 2021703.577863.577860.993160.99316
1 April 2021713.580133.580130.993060.99306
2 April 2021723.582403.582400.992960.99296
3 April 2021733.584683.584680.992860.99286
4 April 2021743.586953.586950.992750.99275
5 April 2021753.589223.589220.992650.99265
6 April 2021763.591493.591490.992550.99255
7 April 2021773.593763.593760.992450.99245
8 April 2021783.596033.596030.992340.99234
9 April 2021793.598313.598310.992240.99224
10 April 2021803.600583.600580.992140.99214
11 April 2021813.602853.602850.992040.99204
12 April 2021823.605123.605120.991930.99193
13 April 2021833.607393.607390.991830.99183
14 April 2021843.609663.609660.991730.99173
15 April 2021853.611943.611940.991620.99162
16 April 2021863.614213.614210.991520.99152
17 April 2021873.616483.616480.991420.99142
18 April 2021883.618753.618750.991310.99131
19 April 2021893.621023.621020.991210.99121
20 April 2021903.623293.623290.991110.99111
21 April 2021913.625563.625560.991000.99100
22 April 2021923.628083.628080.990900.99090
23 April 2021933.630603.630600.990790.99079
24 April 2021943.633123.633120.990690.99069
25 April 2021953.635643.635640.990580.99058
26 April 2021963.638163.638160.990480.99048
27 April 2021973.640673.640670.990370.99037
28 April 2021983.643193.643190.990270.99027
29 April 2021993.645713.645710.990160.99016
30 April 20211003.648233.648230.990050.99005
1 May 20211013.650753.650750.989950.98995
2 May 20211023.653263.653260.989840.98984
3 May 20211033.655783.655780.989740.98974
4 May 20211043.658303.658300.989630.98963
5 May 20211053.660823.660820.989520.98952
6 May 20211063.663343.663340.989420.98942
7 May 20211073.665863.665860.989310.98931
8 May 20211083.668373.668370.989200.98920
9 May 20211093.670893.670890.989100.98910
10 May 20211103.673413.673410.988990.98899
11 May 20211113.675933.675930.988880.98888
12 May 20211123.678453.678450.988780.98878
13 May 20211133.680963.680960.988670.98867
14 May 20211143.683483.683480.988560.98856
15 May 20211153.686003.686000.988450.98845
16 May 20211163.688523.688520.988350.98835
17 May 20211173.691043.691040.988240.98824
18 May 20211183.693553.693550.988130.98813
19 May 20211193.696073.696070.988020.98802
20 May 20211203.698593.698590.987910.98791
21 May 20211213.701113.701110.987810.98781
22 May 20211223.703633.703630.987700.98770
23 May 20211233.706153.706150.987590.98759
24 May 20211243.708663.708660.987480.98748
25 May 20211253.711183.711180.987370.98737
26 May 20211263.713703.713700.987260.98726
27 May 20211273.716223.716220.987150.98715
28 May 20211283.718743.718740.987040.98704
29 May 20211293.721253.721250.986930.98693
30 May 20211303.723773.723770.986820.98682
31 May 20211313.726293.726290.986720.98672
1 June 20211323.728813.728810.986610.98661
2 June 20211333.731333.731330.986500.98650
3 June 20211343.733853.733850.986390.98639
4 June 20211353.736363.736360.986280.98628
5 June 20211363.738883.738880.986170.98617
6 June 20211373.741403.741400.986060.98606
7 June 20211383.743923.743920.985940.98594
8 June 20211393.746443.746440.985830.98583
9 June 20211403.748953.748950.985720.98572
10 June 20211413.751473.751470.985610.98561
11 June 20211423.753993.753990.985500.98550
12 June 20211433.756513.756510.985390.98539
13 June 20211443.759033.759030.985280.98528
14 June 20211453.761543.761540.985170.98517
15 June 20211463.764063.764060.985060.98506
16 June 20211473.766583.766580.984950.98495
17 June 20211483.769103.769100.984830.98483
18 June 20211493.771623.771620.984720.98472
19 June 20211503.774143.774140.984610.98461
20 June 20211513.776653.776650.984500.98450
21 June 20211523.779173.779170.984390.98439
22 June 20211533.781693.781690.984270.98427
23 June 20211543.784213.784210.984160.98416
24 June 20211553.786733.786730.984050.98405
25 June 20211563.789243.789240.983940.98394
26 June 20211573.791763.791760.983820.98382
27 June 20211583.794283.794280.983710.98371
28 June 20211593.796803.796800.983600.98360
29 June 20211603.799323.799320.983480.98348
30 June 20211613.801843.801840.983370.98337
1 July 20211623.804353.804350.983260.98326
2 July 20211633.806873.806870.983140.98314
3 July 20211643.809393.809390.983030.98303
4 July 20211653.811913.811910.982920.98292
5 July 20211663.814433.814430.982800.98280
6 July 20211673.816943.816940.982690.98269
7 July 20211683.819463.819460.982570.98257
8 July 20211693.821983.821980.982460.98246
9 July 20211703.824503.824500.982350.98235
10 July 20211713.827023.827020.982230.98223
11 July 20211723.829533.829530.982120.98212
12 July 20211733.832053.832050.982000.98200
13 July 20211743.834573.834570.981890.98189
14 July 20211753.837093.837090.981770.98177
15 July 20211763.839613.839610.981660.98166
16 July 20211773.842133.842130.981540.98154
17 July 20211783.844643.844640.981430.98143
18 July 20211793.847163.847160.981310.98131
19 July 20211803.849683.849680.981190.98119
20 July 20211813.852203.852200.981080.98108
21 July 20211823.854723.854720.980960.98096
22 July 20211833.855703.855700.980850.98085
23 July 20211843.856683.856680.980750.98075
24 July 20211853.857663.857660.980640.98064
25 July 20211863.858653.858650.980530.98053
26 July 20211873.859633.859630.980420.98042
27 July 20211883.860613.860610.980310.98031
28 July 20211893.861593.861590.980200.98020
29 July 20211903.862583.862580.980090.98009
30 July 20211913.863563.863560.979990.97999
31 July 20211923.864543.864540.979880.97988
1 August 20211933.865523.865520.979770.97977
2 August 20211943.866513.866510.979660.97966
3 August 20211953.867493.867490.979550.97955
4 August 20211963.868473.868470.979440.97944
5 August 20211973.869453.869450.979330.97933
6 August 20211983.870443.870440.979220.97922
7 August 20211993.871423.871420.979110.97911
8 August 20212003.872403.872400.979000.97900
9 August 20212013.873383.873380.978900.97890
10 August 20212023.874373.874370.978790.97879
11 August 20212033.875353.875350.978680.97868
12 August 20212043.876333.876330.978570.97857
13 August 20212053.877313.877310.978460.97846
14 August 20212063.878303.878300.978350.97835
15 August 20212073.879283.879280.978240.97824
16 August 20212083.880263.880260.978130.97813
17 August 20212093.881243.881240.978020.97802
18 August 20212103.882233.882230.977910.97791
19 August 20212113.883213.883210.977800.97780
20 August 20212123.884193.884190.977690.97769
21 August 20212133.885173.885170.977580.97758
22 August 20212143.886163.886160.977470.97747
23 August 20212153.887143.887140.977360.97736
24 August 20212163.888123.888120.977250.97725
25 August 20212173.889103.889100.977140.97714
26 August 20212183.890093.890090.977030.97703
27 August 20212193.891073.891070.976920.97692
28 August 20212203.892053.892050.976810.97681
29 August 20212213.893033.893030.976700.97670
30 August 20212223.894023.894020.976590.97659
31 August 20212233.895003.895000.976480.97648
1 September 20212243.895983.895980.976370.97637
2 September 20212253.896963.896960.976260.97626
3 September 20212263.897943.897940.976150.97615
4 September 20212273.898933.898930.976040.97604
5 September 20212283.899913.899910.975930.97593
6 September 20212293.900893.900890.975820.97582
7 September 20212303.901873.901870.975710.97571
8 September 20212313.902863.902860.975600.97560
9 September 20212323.903843.903840.975490.97549
10 September 20212333.904823.904820.975380.97538
11 September 20212343.905803.905800.975270.97527
12 September 20212353.906793.906790.975160.97516
13 September 20212363.907773.907770.975050.97505
14 September 20212373.908753.908750.974940.97494
15 September 20212383.909733.909730.974830.97483
16 September 20212393.910723.910720.974720.97472
17 September 20212403.911703.911700.974610.97461
18 September 20212413.912683.912680.974500.97450
19 September 20212423.913663.913660.974390.97439
20 September 20212433.914653.914650.974270.97427
21 September 20212443.915633.915630.974160.97416
22 September 20212453.916613.916610.974050.97405
23 September 20212463.917593.917590.973940.97394
24 September 20212473.918583.918580.973830.97383
25 September 20212483.919563.919560.973720.97372
26 September 20212493.920543.920540.973610.97361
27 September 20212503.921523.921520.973500.97350
28 September 20212513.922513.922510.973390.97339
29 September 20212523.923493.923490.973280.97328
30 September 20212533.924473.924470.973160.97316
1 October 20212543.925453.925450.973050.97305
2 October 20212553.926443.926440.972940.97294
3 October 20212563.927423.927420.972830.97283
4 October 20212573.928403.928400.972720.97272
5 October 20212583.929383.929380.972610.97261
6 October 20212593.930373.930370.972500.97250
7 October 20212603.931353.931350.972380.97238
8 October 20212613.932333.932330.972270.97227
9 October 20212623.933313.933310.972160.97216
10 October 20212633.934303.934300.972050.97205
11 October 20212643.935283.935280.971940.97194
12 October 20212653.936263.936260.971830.97183
13 October 20212663.937243.937240.971710.97171
14 October 20212673.938233.938230.971600.97160
15 October 20212683.939213.939210.971490.97149
16 October 20212693.940193.940190.971380.97138
17 October 20212703.941173.941170.971270.97127
18 October 20212713.942163.942160.971160.97116
19 October 20212723.943143.943140.971040.97104
20 October 20212733.944123.944120.970930.97093
21 October 20212743.945103.945100.970820.97082
22 October 20212753.946093.946090.970710.97071
23 October 20212763.947073.947070.970590.97059
24 October 20212773.948053.948050.970480.97048
25 October 20212783.949033.949030.970370.97037
26 October 20212793.950023.950020.970260.97026
27 October 20212803.951003.951000.970150.97015
28 October 20212813.951983.951980.970030.97003
29 October 20212823.952963.952960.969920.96992
30 October 20212833.953953.953950.969810.96981
31 October 20212843.954933.954930.969700.96970
1 November 20212853.955913.955910.969580.96958
2 November 20212863.956893.956890.969470.96947
3 November 20212873.957883.957880.969360.96936
4 November 20212883.958863.958860.969250.96925
5 November 20212893.959843.959840.969130.96913
6 November 20212903.960823.960820.969020.96902
7 November 20212913.961813.961810.968910.96891
8 November 20212923.962793.962790.968800.96880
9 November 20212933.963773.963770.968680.96868
10 November 20212943.964753.964750.968570.96857
11 November 20212953.965743.965740.968460.96846
12 November 20212963.966723.966720.968340.96834
13 November 20212973.967703.967700.968230.96823
14 November 20212983.968683.968680.968120.96812
15 November 20212993.969673.969670.968000.96800
16 November 20213003.970653.970650.967890.96789
17 November 20213013.971633.971630.967780.96778
18 November 20213023.972613.972610.967670.96767
19 November 20213033.973603.973600.967550.96755
20 November 20213043.974583.974580.967440.96744
21 November 20213053.975563.975560.967330.96733
22 November 20213063.976543.976540.967210.96721
23 November 20213073.977523.977520.967100.96710
24 November 20213083.978513.978510.966990.96699
25 November 20213093.979493.979490.966870.96687
26 November 20213103.980473.980470.966760.96676
27 November 20213113.981453.981450.966640.96664
28 November 20213123.982443.982440.966530.96653
29 November 20213133.983423.983420.966420.96642
30 November 20213143.984403.984400.966300.96630
1 December 20213153.985383.985380.966190.96619
2 December 20213163.986373.986370.966080.96608
3 December 20213173.987353.987350.965960.96596
4 December 20213183.988333.988330.965850.96585
5 December 20213193.989313.989310.965740.96574
6 December 20213203.990303.990300.965620.96562
7 December 20213213.991283.991280.965510.96551
8 December 20213223.992263.992260.965390.96539
9 December 20213233.993243.993240.965280.96528
10 December 20213243.994233.994230.965170.96517
11 December 20213253.995213.995210.965050.96505
12 December 20213263.996193.996190.964940.96494
13 December 20213273.997173.997170.964820.96482
14 December 20213283.998163.998160.964710.96471
15 December 20213293.999143.999140.964600.96460
16 December 20213304.000124.000120.964480.96448
17 December 20213314.001104.001100.964370.96437
18 December 20213324.002094.002090.964250.96425
19 December 20213334.003074.003070.964140.96414
20 December 20213344.004054.004050.964020.96402
21 December 20213354.005034.005030.963910.96391
22 December 20213364.006024.006020.963790.96379
23 December 20213374.007004.007000.963680.96368
24 December 20213384.007984.007980.963570.96357
25 December 20213394.008964.008960.963450.96345
26 December 20213404.009954.009950.963340.96334
27 December 20213414.010934.010930.963220.96322
28 December 20213424.011914.011910.963110.96311
29 December 20213434.012894.012890.962990.96299
30 December 20213444.013884.013880.962880.96288
31 December 20213454.014864.014860.962760.96276
1 January 20223464.015844.015840.962650.96265
2 January 20223474.016824.016820.962530.96253
3 January 20223484.017814.017810.962420.96242
4 January 20223494.018794.018790.962300.96230
5 January 20223504.019774.019770.962190.96219
6 January 20223514.020754.020750.962070.96207
7 January 20223524.021744.021740.961960.96196
8 January 20223534.022724.022720.961840.96184
9 January 20223544.023704.023700.961730.96173
10 January 20223554.024684.024680.961610.96161
11 January 20223564.025674.025670.961500.96150
12 January 20223574.026654.026650.961380.96138
13 January 20223584.027634.027630.961270.96127
14 January 20223594.028614.028610.961150.96115
15 January 20223604.029604.029600.961040.96104
16 January 20223614.030584.030580.960920.96092
17 January 20223624.031564.031560.960800.96080
18 January 20223634.032544.032540.960690.96069
19 January 20223644.033534.033530.960570.96057
20 January 20223654.034514.034510.960460.96046
20 February 20223964.034514.034510.957170.95717
22 March 20224264.034514.034510.954000.95400
22 April 20224574.034514.034510.950740.95074
22 May 20224874.034514.034510.947590.94759
21 June 20225174.034514.034510.944460.94446
21 July 20225474.034514.034510.941330.94133
21 August 20225784.034514.034510.938110.93811
21 September 20226094.034514.034510.934900.93490
21 October 20226394.034514.034510.931810.93181
21 November 20226704.034514.034510.928620.92862
21 December 20227004.034514.034510.925540.92554
20 January 20237304.034514.034510.922480.92248
19 January 202410944.034514.034510.886100.88610
18 January 202514594.034514.034510.851060.85106
19 January 202618254.034514.034510.817320.81732
19 January 202721904.034514.034510.785000.78500
22 July 202723744.034514.034510.769200.76920
20 January 202825564.034514.034510.753880.75388
20 January 202929224.034514.034510.723990.72399
21 April 202930134.034514.034510.716740.71674
20 January 203032874.034514.034510.695360.69536
19 January 203136514.034514.034510.667940.66794
21 January 203240184.034514.034510.641380.64138
20 January 203343834.034514.034510.616020.61602
20 January 203447484.034514.034510.591660.59166
21 January 203551144.034514.034510.568200.56820
18 January 203654764.034514.034510.545920.54592
19 January 204173044.034514.034510.446040.44604
19 January 204691304.034514.034510.364520.36452
21 January 2051109584.034514.034510.297830.29783
21 January 2056127844.034514.034510.243390.24339
20 January 2061146104.034514.034510.198910.19891