South African primary swap curve

Curve last updated on 31 January 2023 at 05.33.23 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight17.060007.06000Effective
1 month307.308007.30800Effective

Quarterly-forward rates

PeriodBid/payOffer/receive

Swap rates

Period (Years)Bid/payOffer/receive



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
1 February 202317.059327.059320.999810.99981
2 February 202327.067147.067140.999610.99961
3 February 202337.074967.074960.999420.99942
4 February 202347.082787.082780.999220.99922
5 February 202357.090607.090600.999030.99903
6 February 202367.098427.098420.998830.99883
7 February 202377.106257.106250.998640.99864
8 February 202387.114077.114070.998440.99844
9 February 202397.121897.121890.998250.99825
10 February 2023107.129717.129710.998050.99805
11 February 2023117.137537.137530.997850.99785
12 February 2023127.145357.145350.997650.99765
13 February 2023137.153177.153170.997460.99746
14 February 2023147.161007.161000.997260.99726
15 February 2023157.168827.168820.997060.99706
16 February 2023167.176647.176640.996860.99686
17 February 2023177.184467.184460.996660.99666
18 February 2023187.192287.192280.996460.99646
19 February 2023197.200107.200100.996260.99626
20 February 2023207.207937.207930.996060.99606
21 February 2023217.215757.215750.995860.99586
22 February 2023227.223577.223570.995660.99566
23 February 2023237.231397.231390.995450.99545
24 February 2023247.239217.239210.995250.99525
25 February 2023257.247037.247030.995050.99505
26 February 2023267.254857.254850.994850.99485
27 February 2023277.262687.262680.994640.99464
28 February 2023287.270507.270500.994440.99444
1 March 2023297.278327.278320.994230.99423
2 March 2023307.286147.286140.994030.99403
3 March 2023317.286147.286140.993830.99383
4 March 2023327.286147.286140.993630.99363
5 March 2023337.286147.286140.993430.99343
6 March 2023347.286147.286140.993240.99324
7 March 2023357.286147.286140.993040.99304
8 March 2023367.286147.286140.992840.99284
9 March 2023377.286147.286140.992640.99264
10 March 2023387.286147.286140.992440.99244
11 March 2023397.286147.286140.992250.99225
12 March 2023407.286147.286140.992050.99205
13 March 2023417.286147.286140.991850.99185
14 March 2023427.286147.286140.991650.99165
15 March 2023437.286147.286140.991450.99145
16 March 2023447.286147.286140.991260.99126
17 March 2023457.286147.286140.991060.99106
18 March 2023467.286147.286140.990860.99086
19 March 2023477.286147.286140.990660.99066
20 March 2023487.286147.286140.990460.99046
21 March 2023497.286147.286140.990270.99027
22 March 2023507.286147.286140.990070.99007
23 March 2023517.286147.286140.989870.98987
24 March 2023527.286147.286140.989670.98967
25 March 2023537.286147.286140.989480.98948
26 March 2023547.286147.286140.989280.98928
27 March 2023557.286147.286140.989080.98908
28 March 2023567.286147.286140.988880.98888
29 March 2023577.286147.286140.988690.98869
30 March 2023587.286147.286140.988490.98849
31 March 2023597.286147.286140.988290.98829
1 April 2023607.286147.286140.988090.98809
2 April 2023617.286147.286140.987900.98790
3 April 2023627.286147.286140.987700.98770
4 April 2023637.286147.286140.987500.98750
5 April 2023647.286147.286140.987310.98731
6 April 2023657.286147.286140.987110.98711
7 April 2023667.286147.286140.986910.98691
8 April 2023677.286147.286140.986710.98671
9 April 2023687.286147.286140.986520.98652
10 April 2023697.286147.286140.986320.98632
11 April 2023707.286147.286140.986120.98612
12 April 2023717.286147.286140.985930.98593
13 April 2023727.286147.286140.985730.98573
14 April 2023737.286147.286140.985530.98553
15 April 2023747.286147.286140.985340.98534
16 April 2023757.286147.286140.985140.98514
17 April 2023767.286147.286140.984940.98494
18 April 2023777.286147.286140.984750.98475
19 April 2023787.286147.286140.984550.98455
20 April 2023797.286147.286140.984350.98435
21 April 2023807.286147.286140.984160.98416
22 April 2023817.286147.286140.983960.98396
23 April 2023827.286147.286140.983760.98376
24 April 2023837.286147.286140.983570.98357
25 April 2023847.286147.286140.983370.98337
26 April 2023857.286147.286140.983180.98318
27 April 2023867.286147.286140.982980.98298
28 April 2023877.286147.286140.982780.98278
29 April 2023887.286147.286140.982590.98259
30 April 2023897.286147.286140.982390.98239
1 May 2023907.286147.286140.982190.98219
2 May 2023917.286147.286140.982000.98200
3 May 2023927.286147.286140.981800.98180
4 May 2023937.286147.286140.981610.98161
5 May 2023947.286147.286140.981410.98141
6 May 2023957.286147.286140.981210.98121
7 May 2023967.286147.286140.981020.98102
8 May 2023977.286147.286140.980820.98082
9 May 2023987.286147.286140.980630.98063
10 May 2023997.286147.286140.980430.98043
11 May 20231007.286147.286140.980240.98024
12 May 20231017.286147.286140.980040.98004
13 May 20231027.286147.286140.979840.97984
14 May 20231037.286147.286140.979650.97965
15 May 20231047.286147.286140.979450.97945
16 May 20231057.286147.286140.979260.97926
17 May 20231067.286147.286140.979060.97906
18 May 20231077.286147.286140.978870.97887
19 May 20231087.286147.286140.978670.97867
20 May 20231097.286147.286140.978480.97848
21 May 20231107.286147.286140.978280.97828
22 May 20231117.286147.286140.978090.97809
23 May 20231127.286147.286140.977890.97789
24 May 20231137.286147.286140.977700.97770
25 May 20231147.286147.286140.977500.97750
26 May 20231157.286147.286140.977310.97731
27 May 20231167.286147.286140.977110.97711
28 May 20231177.286147.286140.976920.97692
29 May 20231187.286147.286140.976720.97672
30 May 20231197.286147.286140.976530.97653
31 May 20231207.286147.286140.976330.97633
1 June 20231217.286147.286140.976140.97614
2 June 20231227.286147.286140.975940.97594
3 June 20231237.286147.286140.975750.97575
4 June 20231247.286147.286140.975550.97555
5 June 20231257.286147.286140.975360.97536
6 June 20231267.286147.286140.975160.97516
7 June 20231277.286147.286140.974970.97497
8 June 20231287.286147.286140.974770.97477
9 June 20231297.286147.286140.974580.97458
10 June 20231307.286147.286140.974380.97438
11 June 20231317.286147.286140.974190.97419
12 June 20231327.286147.286140.973990.97399
13 June 20231337.286147.286140.973800.97380
14 June 20231347.286147.286140.973610.97361
15 June 20231357.286147.286140.973410.97341
16 June 20231367.286147.286140.973220.97322
17 June 20231377.286147.286140.973020.97302
18 June 20231387.286147.286140.972830.97283
19 June 20231397.286147.286140.972630.97263
20 June 20231407.286147.286140.972440.97244
21 June 20231417.286147.286140.972250.97225
22 June 20231427.286147.286140.972050.97205
23 June 20231437.286147.286140.971860.97186
24 June 20231447.286147.286140.971660.97166
25 June 20231457.286147.286140.971470.97147
26 June 20231467.286147.286140.971280.97128
27 June 20231477.286147.286140.971080.97108
28 June 20231487.286147.286140.970890.97089
29 June 20231497.286147.286140.970690.97069
30 June 20231507.286147.286140.970500.97050
1 July 20231517.286147.286140.970310.97031
2 July 20231527.286147.286140.970110.97011
3 July 20231537.286147.286140.969920.96992
4 July 20231547.286147.286140.969730.96973
5 July 20231557.286147.286140.969530.96953
6 July 20231567.286147.286140.969340.96934
7 July 20231577.286147.286140.969150.96915
8 July 20231587.286147.286140.968950.96895
9 July 20231597.286147.286140.968760.96876
10 July 20231607.286147.286140.968570.96857
11 July 20231617.286147.286140.968370.96837
12 July 20231627.286147.286140.968180.96818
13 July 20231637.286147.286140.967990.96799
14 July 20231647.286147.286140.967790.96779
15 July 20231657.286147.286140.967600.96760
16 July 20231667.286147.286140.967410.96741
17 July 20231677.286147.286140.967210.96721
18 July 20231687.286147.286140.967020.96702
19 July 20231697.286147.286140.966830.96683
20 July 20231707.286147.286140.966630.96663
21 July 20231717.286147.286140.966440.96644
22 July 20231727.286147.286140.966250.96625
23 July 20231737.286147.286140.966060.96606
24 July 20231747.286147.286140.965860.96586
25 July 20231757.286147.286140.965670.96567
26 July 20231767.286147.286140.965480.96548
27 July 20231777.286147.286140.965280.96528
28 July 20231787.286147.286140.965090.96509
29 July 20231797.286147.286140.964900.96490
30 July 20231807.286147.286140.964710.96471
31 July 20231817.286147.286140.964510.96451
1 August 20231827.286147.286140.964320.96432
2 August 20231837.286147.286140.964130.96413
3 August 20231847.286147.286140.963940.96394
4 August 20231857.286147.286140.963740.96374
5 August 20231867.286147.286140.963550.96355
6 August 20231877.286147.286140.963360.96336
7 August 20231887.286147.286140.963170.96317
8 August 20231897.286147.286140.962970.96297
9 August 20231907.286147.286140.962780.96278
10 August 20231917.286147.286140.962590.96259
11 August 20231927.286147.286140.962400.96240
12 August 20231937.286147.286140.962210.96221
13 August 20231947.286147.286140.962010.96201
14 August 20231957.286147.286140.961820.96182
15 August 20231967.286147.286140.961630.96163
16 August 20231977.286147.286140.961440.96144
17 August 20231987.286147.286140.961250.96125
18 August 20231997.286147.286140.961050.96105
19 August 20232007.286147.286140.960860.96086
20 August 20232017.286147.286140.960670.96067
21 August 20232027.286147.286140.960480.96048
22 August 20232037.286147.286140.960290.96029
23 August 20232047.286147.286140.960100.96010
24 August 20232057.286147.286140.959900.95990
25 August 20232067.286147.286140.959710.95971
26 August 20232077.286147.286140.959520.95952
27 August 20232087.286147.286140.959330.95933
28 August 20232097.286147.286140.959140.95914
29 August 20232107.286147.286140.958950.95895
30 August 20232117.286147.286140.958750.95875
31 August 20232127.286147.286140.958560.95856
1 September 20232137.286147.286140.958370.95837
2 September 20232147.286147.286140.958180.95818
3 September 20232157.286147.286140.957990.95799
4 September 20232167.286147.286140.957800.95780
5 September 20232177.286147.286140.957610.95761
6 September 20232187.286147.286140.957420.95742
7 September 20232197.286147.286140.957230.95723
8 September 20232207.286147.286140.957030.95703
9 September 20232217.286147.286140.956840.95684
10 September 20232227.286147.286140.956650.95665
11 September 20232237.286147.286140.956460.95646
12 September 20232247.286147.286140.956270.95627
13 September 20232257.286147.286140.956080.95608
14 September 20232267.286147.286140.955890.95589
15 September 20232277.286147.286140.955700.95570
16 September 20232287.286147.286140.955510.95551
17 September 20232297.286147.286140.955320.95532
18 September 20232307.286147.286140.955130.95513
19 September 20232317.286147.286140.954930.95493
20 September 20232327.286147.286140.954740.95474
21 September 20232337.286147.286140.954550.95455
22 September 20232347.286147.286140.954360.95436
23 September 20232357.286147.286140.954170.95417
24 September 20232367.286147.286140.953980.95398
25 September 20232377.286147.286140.953790.95379
26 September 20232387.286147.286140.953600.95360
27 September 20232397.286147.286140.953410.95341
28 September 20232407.286147.286140.953220.95322
29 September 20232417.286147.286140.953030.95303
30 September 20232427.286147.286140.952840.95284
1 October 20232437.286147.286140.952650.95265
2 October 20232447.286147.286140.952460.95246
3 October 20232457.286147.286140.952270.95227
4 October 20232467.286147.286140.952080.95208
5 October 20232477.286147.286140.951890.95189
6 October 20232487.286147.286140.951700.95170
7 October 20232497.286147.286140.951510.95151
8 October 20232507.286147.286140.951320.95132
9 October 20232517.286147.286140.951130.95113
10 October 20232527.286147.286140.950940.95094
11 October 20232537.286147.286140.950750.95075
12 October 20232547.286147.286140.950560.95056
13 October 20232557.286147.286140.950370.95037
14 October 20232567.286147.286140.950180.95018
15 October 20232577.286147.286140.949990.94999
16 October 20232587.286147.286140.949800.94980
17 October 20232597.286147.286140.949610.94961
18 October 20232607.286147.286140.949420.94942
19 October 20232617.286147.286140.949230.94923
20 October 20232627.286147.286140.949040.94904
21 October 20232637.286147.286140.948850.94885
22 October 20232647.286147.286140.948660.94866
23 October 20232657.286147.286140.948480.94848
24 October 20232667.286147.286140.948290.94829
25 October 20232677.286147.286140.948100.94810
26 October 20232687.286147.286140.947910.94791
27 October 20232697.286147.286140.947720.94772
28 October 20232707.286147.286140.947530.94753
29 October 20232717.286147.286140.947340.94734
30 October 20232727.286147.286140.947150.94715
31 October 20232737.286147.286140.946960.94696
1 November 20232747.286147.286140.946770.94677
2 November 20232757.286147.286140.946580.94658
3 November 20232767.286147.286140.946400.94640
4 November 20232777.286147.286140.946210.94621
5 November 20232787.286147.286140.946020.94602
6 November 20232797.286147.286140.945830.94583
7 November 20232807.286147.286140.945640.94564
8 November 20232817.286147.286140.945450.94545
9 November 20232827.286147.286140.945260.94526
10 November 20232837.286147.286140.945070.94507
11 November 20232847.286147.286140.944890.94489
12 November 20232857.286147.286140.944700.94470
13 November 20232867.286147.286140.944510.94451
14 November 20232877.286147.286140.944320.94432
15 November 20232887.286147.286140.944130.94413
16 November 20232897.286147.286140.943940.94394
17 November 20232907.286147.286140.943750.94375
18 November 20232917.286147.286140.943570.94357
19 November 20232927.286147.286140.943380.94338
20 November 20232937.286147.286140.943190.94319
21 November 20232947.286147.286140.943000.94300
22 November 20232957.286147.286140.942810.94281
23 November 20232967.286147.286140.942620.94262
24 November 20232977.286147.286140.942440.94244
25 November 20232987.286147.286140.942250.94225
26 November 20232997.286147.286140.942060.94206
27 November 20233007.286147.286140.941870.94187
28 November 20233017.286147.286140.941680.94168
29 November 20233027.286147.286140.941500.94150
30 November 20233037.286147.286140.941310.94131
1 December 20233047.286147.286140.941120.94112
2 December 20233057.286147.286140.940930.94093
3 December 20233067.286147.286140.940740.94074
4 December 20233077.286147.286140.940560.94056
5 December 20233087.286147.286140.940370.94037
6 December 20233097.286147.286140.940180.94018
7 December 20233107.286147.286140.939990.93999
8 December 20233117.286147.286140.939810.93981
9 December 20233127.286147.286140.939620.93962
10 December 20233137.286147.286140.939430.93943
11 December 20233147.286147.286140.939240.93924
12 December 20233157.286147.286140.939060.93906
13 December 20233167.286147.286140.938870.93887
14 December 20233177.286147.286140.938680.93868
15 December 20233187.286147.286140.938490.93849
16 December 20233197.286147.286140.938310.93831
17 December 20233207.286147.286140.938120.93812
18 December 20233217.286147.286140.937930.93793
19 December 20233227.286147.286140.937740.93774
20 December 20233237.286147.286140.937560.93756
21 December 20233247.286147.286140.937370.93737
22 December 20233257.286147.286140.937180.93718
23 December 20233267.286147.286140.937000.93700
24 December 20233277.286147.286140.936810.93681
25 December 20233287.286147.286140.936620.93662
26 December 20233297.286147.286140.936440.93644
27 December 20233307.286147.286140.936250.93625
28 December 20233317.286147.286140.936060.93606
29 December 20233327.286147.286140.935870.93587
30 December 20233337.286147.286140.935690.93569
31 December 20233347.286147.286140.935500.93550
1 January 20243357.286147.286140.935310.93531
2 January 20243367.286147.286140.935130.93513
3 January 20243377.286147.286140.934940.93494
4 January 20243387.286147.286140.934750.93475
5 January 20243397.286147.286140.934570.93457
6 January 20243407.286147.286140.934380.93438
7 January 20243417.286147.286140.934190.93419
8 January 20243427.286147.286140.934010.93401
9 January 20243437.286147.286140.933820.93382
10 January 20243447.286147.286140.933640.93364
11 January 20243457.286147.286140.933450.93345
12 January 20243467.286147.286140.933260.93326
13 January 20243477.286147.286140.933080.93308
14 January 20243487.286147.286140.932890.93289
15 January 20243497.286147.286140.932700.93270
16 January 20243507.286147.286140.932520.93252
17 January 20243517.286147.286140.932330.93233
18 January 20243527.286147.286140.932150.93215
19 January 20243537.286147.286140.931960.93196
20 January 20243547.286147.286140.931770.93177
21 January 20243557.286147.286140.931590.93159
22 January 20243567.286147.286140.931400.93140
23 January 20243577.286147.286140.931220.93122
24 January 20243587.286147.286140.931030.93103
25 January 20243597.286147.286140.930840.93084
26 January 20243607.286147.286140.930660.93066
27 January 20243617.286147.286140.930470.93047
28 January 20243627.286147.286140.930290.93029
29 January 20243637.286147.286140.930100.93010
30 January 20243647.286147.286140.929920.92992
31 January 20243657.286147.286140.929730.92973
2 March 20243967.286147.286140.923990.92399
1 April 20244267.286147.286140.918480.91848
2 May 20244577.286147.286140.912810.91281
1 June 20244877.286147.286140.907360.90736
1 July 20245177.286147.286140.901940.90194
31 July 20245477.286147.286140.896560.89656
31 August 20245787.286147.286140.891030.89103
1 October 20246097.286147.286140.885530.88553
31 October 20246397.286147.286140.880240.88024
1 December 20246707.286147.286140.874810.87481
31 December 20247007.286147.286140.869590.86959
30 January 20257307.286147.286140.864400.86440
29 January 202610947.286147.286140.803820.80382
29 January 202714597.286147.286140.747330.74733
30 January 202818257.286147.286140.694680.69468
29 January 202921907.286147.286140.645860.64586
1 August 202923747.286147.286140.622570.62257
30 January 203025567.286147.286140.600360.60036
31 January 203129227.286147.286140.558060.55806
2 May 203130137.286147.286140.548010.54801
31 January 203232877.286147.286140.518840.51884
29 January 203336517.286147.286140.482480.48248
31 January 203440187.286147.286140.448400.44840
31 January 203543837.286147.286140.416890.41689
31 January 203647487.286147.286140.387590.38759
31 January 203751147.286147.286140.360290.36029
28 January 203854767.286147.286140.335170.33517
30 January 204373047.286147.286140.232700.23270
30 January 204891307.286147.286140.161620.16162
31 January 2053109587.286147.286140.112200.11220
31 January 2058127847.286147.286140.077930.07793
31 January 2063146107.286147.286140.054130.05413