South African primary swap curve

Curve last updated on 19 August 2022 at 05.11.46 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight15.320005.32000Effective
1 month305.583005.58300Effective

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
20 August 202215.319615.319610.999850.99985
21 August 202225.328255.328250.999710.99971
22 August 202235.336905.336900.999560.99956
23 August 202245.345545.345540.999410.99941
24 August 202255.354185.354180.999270.99927
25 August 202265.362825.362820.999120.99912
26 August 202275.371465.371460.998970.99897
27 August 202285.380115.380110.998820.99882
28 August 202295.388755.388750.998670.99867
29 August 2022105.397395.397390.998520.99852
30 August 2022115.406035.406030.998370.99837
31 August 2022125.414675.414670.998220.99822
1 September 2022135.423325.423320.998070.99807
2 September 2022145.431965.431960.997920.99792
3 September 2022155.440605.440600.997770.99777
4 September 2022165.449245.449240.997610.99761
5 September 2022175.457885.457880.997460.99746
6 September 2022185.466535.466530.997310.99731
7 September 2022195.475175.475170.997150.99715
8 September 2022205.483815.483810.997000.99700
9 September 2022215.492455.492450.996850.99685
10 September 2022225.501095.501090.996690.99669
11 September 2022235.509745.509740.996530.99653
12 September 2022245.518385.518380.996380.99638
13 September 2022255.527025.527020.996220.99622
14 September 2022265.535665.535660.996060.99606
15 September 2022275.544305.544300.995910.99591
16 September 2022285.552955.552950.995750.99575
17 September 2022295.561595.561590.995590.99559
18 September 2022305.570235.570230.995430.99543
19 September 2022315.570235.570230.995280.99528
20 September 2022325.570235.570230.995130.99513
21 September 2022335.570235.570230.994980.99498
22 September 2022345.570235.570230.994820.99482
23 September 2022355.570235.570230.994670.99467
24 September 2022365.570235.570230.994520.99452
25 September 2022375.570235.570230.994370.99437
26 September 2022385.570235.570230.994220.99422
27 September 2022395.570235.570230.994070.99407
28 September 2022405.570235.570230.993910.99391
29 September 2022415.570235.570230.993760.99376
30 September 2022425.570235.570230.993610.99361
1 October 2022435.570235.570230.993460.99346
2 October 2022445.570235.570230.993310.99331
3 October 2022455.570235.570230.993160.99316
4 October 2022465.570235.570230.993000.99300
5 October 2022475.570235.570230.992850.99285
6 October 2022485.570235.570230.992700.99270
7 October 2022495.570235.570230.992550.99255
8 October 2022505.570235.570230.992400.99240
9 October 2022515.570235.570230.992250.99225
10 October 2022525.570235.570230.992100.99210
11 October 2022535.570235.570230.991940.99194
12 October 2022545.570235.570230.991790.99179
13 October 2022555.570235.570230.991640.99164
14 October 2022565.570235.570230.991490.99149
15 October 2022575.570235.570230.991340.99134
16 October 2022585.570235.570230.991190.99119
17 October 2022595.570235.570230.991040.99104
18 October 2022605.570235.570230.990890.99089
19 October 2022615.570235.570230.990730.99073
20 October 2022625.570235.570230.990580.99058
21 October 2022635.570235.570230.990430.99043
22 October 2022645.570235.570230.990280.99028
23 October 2022655.570235.570230.990130.99013
24 October 2022665.570235.570230.989980.98998
25 October 2022675.570235.570230.989830.98983
26 October 2022685.570235.570230.989680.98968
27 October 2022695.570235.570230.989530.98953
28 October 2022705.570235.570230.989370.98937
29 October 2022715.570235.570230.989220.98922
30 October 2022725.570235.570230.989070.98907
31 October 2022735.570235.570230.988920.98892
1 November 2022745.570235.570230.988770.98877
2 November 2022755.570235.570230.988620.98862
3 November 2022765.570235.570230.988470.98847
4 November 2022775.570235.570230.988320.98832
5 November 2022785.570235.570230.988170.98817
6 November 2022795.570235.570230.988020.98802
7 November 2022805.570235.570230.987870.98787
8 November 2022815.570235.570230.987710.98771
9 November 2022825.570235.570230.987560.98756
10 November 2022835.570235.570230.987410.98741
11 November 2022845.570235.570230.987260.98726
12 November 2022855.570235.570230.987110.98711
13 November 2022865.570235.570230.986960.98696
14 November 2022875.570235.570230.986810.98681
15 November 2022885.570235.570230.986660.98666
16 November 2022895.570235.570230.986510.98651
17 November 2022905.570235.570230.986360.98636
18 November 2022915.570235.570230.986210.98621
19 November 2022925.570235.570230.986060.98606
20 November 2022935.570235.570230.985910.98591
21 November 2022945.570235.570230.985760.98576
22 November 2022955.570235.570230.985610.98561
23 November 2022965.570235.570230.985460.98546
24 November 2022975.570235.570230.985310.98531
25 November 2022985.570235.570230.985160.98516
26 November 2022995.570235.570230.985010.98501
27 November 20221005.570235.570230.984860.98486
28 November 20221015.570235.570230.984700.98470
29 November 20221025.570235.570230.984550.98455
30 November 20221035.570235.570230.984400.98440
1 December 20221045.570235.570230.984250.98425
2 December 20221055.570235.570230.984100.98410
3 December 20221065.570235.570230.983950.98395
4 December 20221075.570235.570230.983800.98380
5 December 20221085.570235.570230.983650.98365
6 December 20221095.570235.570230.983500.98350
7 December 20221105.570235.570230.983350.98335
8 December 20221115.570235.570230.983200.98320
9 December 20221125.570235.570230.983050.98305
10 December 20221135.570235.570230.982900.98290
11 December 20221145.570235.570230.982750.98275
12 December 20221155.570235.570230.982600.98260
13 December 20221165.570235.570230.982450.98245
14 December 20221175.570235.570230.982300.98230
15 December 20221185.570235.570230.982150.98215
16 December 20221195.570235.570230.982000.98200
17 December 20221205.570235.570230.981850.98185
18 December 20221215.570235.570230.981700.98170
19 December 20221225.570235.570230.981550.98155
20 December 20221235.570235.570230.981400.98140
21 December 20221245.570235.570230.981250.98125
22 December 20221255.570235.570230.981100.98110
23 December 20221265.570235.570230.980960.98096
24 December 20221275.570235.570230.980810.98081
25 December 20221285.570235.570230.980660.98066
26 December 20221295.570235.570230.980510.98051
27 December 20221305.570235.570230.980360.98036
28 December 20221315.570235.570230.980210.98021
29 December 20221325.570235.570230.980060.98006
30 December 20221335.570235.570230.979910.97991
31 December 20221345.570235.570230.979760.97976
1 January 20231355.570235.570230.979610.97961
2 January 20231365.570235.570230.979460.97946
3 January 20231375.570235.570230.979310.97931
4 January 20231385.570235.570230.979160.97916
5 January 20231395.570235.570230.979010.97901
6 January 20231405.570235.570230.978860.97886
7 January 20231415.570235.570230.978710.97871
8 January 20231425.570235.570230.978560.97856
9 January 20231435.570235.570230.978410.97841
10 January 20231445.570235.570230.978260.97826
11 January 20231455.570235.570230.978110.97811
12 January 20231465.570235.570230.977970.97797
13 January 20231475.570235.570230.977820.97782
14 January 20231485.570235.570230.977670.97767
15 January 20231495.570235.570230.977520.97752
16 January 20231505.570235.570230.977370.97737
17 January 20231515.570235.570230.977220.97722
18 January 20231525.570235.570230.977070.97707
19 January 20231535.570235.570230.976920.97692
20 January 20231545.570235.570230.976770.97677
21 January 20231555.570235.570230.976620.97662
22 January 20231565.570235.570230.976470.97647
23 January 20231575.570235.570230.976330.97633
24 January 20231585.570235.570230.976180.97618
25 January 20231595.570235.570230.976030.97603
26 January 20231605.570235.570230.975880.97588
27 January 20231615.570235.570230.975730.97573
28 January 20231625.570235.570230.975580.97558
29 January 20231635.570235.570230.975430.97543
30 January 20231645.570235.570230.975280.97528
31 January 20231655.570235.570230.975130.97513
1 February 20231665.570235.570230.974990.97499
2 February 20231675.570235.570230.974840.97484
3 February 20231685.570235.570230.974690.97469
4 February 20231695.570235.570230.974540.97454
5 February 20231705.570235.570230.974390.97439
6 February 20231715.570235.570230.974240.97424
7 February 20231725.570235.570230.974090.97409
8 February 20231735.570235.570230.973940.97394
9 February 20231745.570235.570230.973800.97380
10 February 20231755.570235.570230.973650.97365
11 February 20231765.570235.570230.973500.97350
12 February 20231775.570235.570230.973350.97335
13 February 20231785.570235.570230.973200.97320
14 February 20231795.570235.570230.973050.97305
15 February 20231805.570235.570230.972900.97290
16 February 20231815.570235.570230.972760.97276
17 February 20231825.570235.570230.972610.97261
18 February 20231835.570235.570230.972460.97246
19 February 20231845.570235.570230.972310.97231
20 February 20231855.570235.570230.972160.97216
21 February 20231865.570235.570230.972010.97201
22 February 20231875.570235.570230.971870.97187
23 February 20231885.570235.570230.971720.97172
24 February 20231895.570235.570230.971570.97157
25 February 20231905.570235.570230.971420.97142
26 February 20231915.570235.570230.971270.97127
27 February 20231925.570235.570230.971120.97112
28 February 20231935.570235.570230.970980.97098
1 March 20231945.570235.570230.970830.97083
2 March 20231955.570235.570230.970680.97068
3 March 20231965.570235.570230.970530.97053
4 March 20231975.570235.570230.970380.97038
5 March 20231985.570235.570230.970240.97024
6 March 20231995.570235.570230.970090.97009
7 March 20232005.570235.570230.969940.96994
8 March 20232015.570235.570230.969790.96979
9 March 20232025.570235.570230.969640.96964
10 March 20232035.570235.570230.969500.96950
11 March 20232045.570235.570230.969350.96935
12 March 20232055.570235.570230.969200.96920
13 March 20232065.570235.570230.969050.96905
14 March 20232075.570235.570230.968900.96890
15 March 20232085.570235.570230.968760.96876
16 March 20232095.570235.570230.968610.96861
17 March 20232105.570235.570230.968460.96846
18 March 20232115.570235.570230.968310.96831
19 March 20232125.570235.570230.968160.96816
20 March 20232135.570235.570230.968020.96802
21 March 20232145.570235.570230.967870.96787
22 March 20232155.570235.570230.967720.96772
23 March 20232165.570235.570230.967570.96757
24 March 20232175.570235.570230.967430.96743
25 March 20232185.570235.570230.967280.96728
26 March 20232195.570235.570230.967130.96713
27 March 20232205.570235.570230.966980.96698
28 March 20232215.570235.570230.966840.96684
29 March 20232225.570235.570230.966690.96669
30 March 20232235.570235.570230.966540.96654
31 March 20232245.570235.570230.966390.96639
1 April 20232255.570235.570230.966250.96625
2 April 20232265.570235.570230.966100.96610
3 April 20232275.570235.570230.965950.96595
4 April 20232285.570235.570230.965800.96580
5 April 20232295.570235.570230.965660.96566
6 April 20232305.570235.570230.965510.96551
7 April 20232315.570235.570230.965360.96536
8 April 20232325.570235.570230.965210.96521
9 April 20232335.570235.570230.965070.96507
10 April 20232345.570235.570230.964920.96492
11 April 20232355.570235.570230.964770.96477
12 April 20232365.570235.570230.964630.96463
13 April 20232375.570235.570230.964480.96448
14 April 20232385.570235.570230.964330.96433
15 April 20232395.570235.570230.964180.96418
16 April 20232405.570235.570230.964040.96404
17 April 20232415.570235.570230.963890.96389
18 April 20232425.570235.570230.963740.96374
19 April 20232435.570235.570230.963600.96360
20 April 20232445.570235.570230.963450.96345
21 April 20232455.570235.570230.963300.96330
22 April 20232465.570235.570230.963150.96315
23 April 20232475.570235.570230.963010.96301
24 April 20232485.570235.570230.962860.96286
25 April 20232495.570235.570230.962710.96271
26 April 20232505.570235.570230.962570.96257
27 April 20232515.570235.570230.962420.96242
28 April 20232525.570235.570230.962270.96227
29 April 20232535.570235.570230.962130.96213
30 April 20232545.570235.570230.961980.96198
1 May 20232555.570235.570230.961830.96183
2 May 20232565.570235.570230.961690.96169
3 May 20232575.570235.570230.961540.96154
4 May 20232585.570235.570230.961390.96139
5 May 20232595.570235.570230.961250.96125
6 May 20232605.570235.570230.961100.96110
7 May 20232615.570235.570230.960950.96095
8 May 20232625.570235.570230.960810.96081
9 May 20232635.570235.570230.960660.96066
10 May 20232645.570235.570230.960510.96051
11 May 20232655.570235.570230.960370.96037
12 May 20232665.570235.570230.960220.96022
13 May 20232675.570235.570230.960070.96007
14 May 20232685.570235.570230.959930.95993
15 May 20232695.570235.570230.959780.95978
16 May 20232705.570235.570230.959630.95963
17 May 20232715.570235.570230.959490.95949
18 May 20232725.570235.570230.959340.95934
19 May 20232735.570235.570230.959190.95919
20 May 20232745.570235.570230.959050.95905
21 May 20232755.570235.570230.958900.95890
22 May 20232765.570235.570230.958750.95875
23 May 20232775.570235.570230.958610.95861
24 May 20232785.570235.570230.958460.95846
25 May 20232795.570235.570230.958320.95832
26 May 20232805.570235.570230.958170.95817
27 May 20232815.570235.570230.958020.95802
28 May 20232825.570235.570230.957880.95788
29 May 20232835.570235.570230.957730.95773
30 May 20232845.570235.570230.957580.95758
31 May 20232855.570235.570230.957440.95744
1 June 20232865.570235.570230.957290.95729
2 June 20232875.570235.570230.957150.95715
3 June 20232885.570235.570230.957000.95700
4 June 20232895.570235.570230.956850.95685
5 June 20232905.570235.570230.956710.95671
6 June 20232915.570235.570230.956560.95656
7 June 20232925.570235.570230.956420.95642
8 June 20232935.570235.570230.956270.95627
9 June 20232945.570235.570230.956120.95612
10 June 20232955.570235.570230.955980.95598
11 June 20232965.570235.570230.955830.95583
12 June 20232975.570235.570230.955690.95569
13 June 20232985.570235.570230.955540.95554
14 June 20232995.570235.570230.955400.95540
15 June 20233005.570235.570230.955250.95525
16 June 20233015.570235.570230.955100.95510
17 June 20233025.570235.570230.954960.95496
18 June 20233035.570235.570230.954810.95481
19 June 20233045.570235.570230.954670.95467
20 June 20233055.570235.570230.954520.95452
21 June 20233065.570235.570230.954380.95438
22 June 20233075.570235.570230.954230.95423
23 June 20233085.570235.570230.954080.95408
24 June 20233095.570235.570230.953940.95394
25 June 20233105.570235.570230.953790.95379
26 June 20233115.570235.570230.953650.95365
27 June 20233125.570235.570230.953500.95350
28 June 20233135.570235.570230.953360.95336
29 June 20233145.570235.570230.953210.95321
30 June 20233155.570235.570230.953070.95307
1 July 20233165.570235.570230.952920.95292
2 July 20233175.570235.570230.952770.95277
3 July 20233185.570235.570230.952630.95263
4 July 20233195.570235.570230.952480.95248
5 July 20233205.570235.570230.952340.95234
6 July 20233215.570235.570230.952190.95219
7 July 20233225.570235.570230.952050.95205
8 July 20233235.570235.570230.951900.95190
9 July 20233245.570235.570230.951760.95176
10 July 20233255.570235.570230.951610.95161
11 July 20233265.570235.570230.951470.95147
12 July 20233275.570235.570230.951320.95132
13 July 20233285.570235.570230.951180.95118
14 July 20233295.570235.570230.951030.95103
15 July 20233305.570235.570230.950890.95089
16 July 20233315.570235.570230.950740.95074
17 July 20233325.570235.570230.950600.95060
18 July 20233335.570235.570230.950450.95045
19 July 20233345.570235.570230.950310.95031
20 July 20233355.570235.570230.950160.95016
21 July 20233365.570235.570230.950020.95002
22 July 20233375.570235.570230.949870.94987
23 July 20233385.570235.570230.949730.94973
24 July 20233395.570235.570230.949580.94958
25 July 20233405.570235.570230.949440.94944
26 July 20233415.570235.570230.949290.94929
27 July 20233425.570235.570230.949150.94915
28 July 20233435.570235.570230.949000.94900
29 July 20233445.570235.570230.948860.94886
30 July 20233455.570235.570230.948710.94871
31 July 20233465.570235.570230.948570.94857
1 August 20233475.570235.570230.948420.94842
2 August 20233485.570235.570230.948280.94828
3 August 20233495.570235.570230.948130.94813
4 August 20233505.570235.570230.947990.94799
5 August 20233515.570235.570230.947840.94784
6 August 20233525.570235.570230.947700.94770
7 August 20233535.570235.570230.947550.94755
8 August 20233545.570235.570230.947410.94741
9 August 20233555.570235.570230.947270.94727
10 August 20233565.570235.570230.947120.94712
11 August 20233575.570235.570230.946980.94698
12 August 20233585.570235.570230.946830.94683
13 August 20233595.570235.570230.946690.94669
14 August 20233605.570235.570230.946540.94654
15 August 20233615.570235.570230.946400.94640
16 August 20233625.570235.570230.946250.94625
17 August 20233635.570235.570230.946110.94611
18 August 20233645.570235.570230.945970.94597
19 August 20233655.570235.570230.945820.94582
19 September 20233965.570235.570230.941360.94136
19 October 20234265.570235.570230.937060.93706
19 November 20234575.570235.570230.932630.93263
19 December 20234875.570235.570230.928370.92837
18 January 20245175.570235.570230.924130.92413
17 February 20245475.570235.570230.919910.91991
19 March 20245785.570235.570230.915570.91557
19 April 20246095.570235.570230.911250.91125
19 May 20246395.570235.570230.907090.90709
19 June 20246705.570235.570230.902810.90281
19 July 20247005.570235.570230.898680.89868
18 August 20247305.570235.570230.894580.89458
17 August 202510945.570235.570230.846240.84624
17 August 202614595.570235.570230.800390.80039
18 August 202718255.570235.570230.756910.75691
17 August 202821905.570235.570230.715900.71590
17 February 202923745.570235.570230.696080.69608
18 August 202925565.570235.570230.677010.67701
19 August 203029225.570235.570230.640230.64023
18 November 203030135.570235.570230.631400.63140
19 August 203132875.570235.570230.605550.60555
17 August 203236515.570235.570230.572820.57282
19 August 203340185.570235.570230.541620.54162
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