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Policy geopoliticsSouth AfricaDeveloping story

SARB to change KBP1 week-based time-series to exact calendar dates from 29 Sep 2026

On 29 September 2026 the South African Reserve Bank will change the KBP1 Week 5 time-series date format from a week-based label (e.g. 2019/03/W1) to an exact calendar date format (e.g. 2019/03/08), aiming to improve clarity, consistency and interpretation of the data.

MSA Market DeskEvent 29 September 2026Reviewed 1 min read

The desk brief

On 29 September 2026 the South African Reserve Bank will change the KBP1 Week 5 time-series date format from a week-based label (e.g. 2019/03/W1) to an exact calendar date format (e.g. 2019/03/08), aiming to improve clarity, consistency and interpretation of the data.

The change is a data-format and publication procedure update rather than a policy-rate move. It may affect curve construction, automated data ingestion, back-testing and time-series alignment for ZAR local-rates and related analytics; users relying on week-based labels will need to adjust ETL processes to avoid misalignment or spurious breaks in historical series.

Check SARB KBP1 downloads and time-series descriptions around 29 Sep 2026 for updated files and migration notes.

Sources & verification

Developing story

Further independent confirmation is required.

Public references supporting this brief.

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Price Discovery

South Africa sovereign curve

Latest server-calculated mid yield by maturity. Points are observed Price Discovery levels, not an interpolated valuation curve.

12 priced bonds
8.25%7.39%6.53%5.67%4.82%20272033204020462052Soaf 27 · Sept 2027 · 5.269%Soaf 28 · Oct 2028 · 5.527%Soaf 29 · Sept 2029 · 5.694%Soaf 30 · Jun 2030 · 5.872%Soaf 32 · Apr 2032 · 5.997%Soaf 41 · Mar 2041 · 7.344%Soaf 44 · Jul 2044 · 7.509%Soaf 46 · Oct 2046 · 7.631%Soaf 47 · Sept 2047 · 7.683%Soaf 48 · Jun 2048 · 7.710%Soaf 49 · Sept 2049 · 7.717%Soaf 52 · Apr 2052 · 7.794%
Move across the curve to inspect a bondAs of
BondMid pxYield
  • Soaf 27Sept 202799.6255.269%
  • Soaf 28Oct 202897.7505.527%
  • Soaf 29Sept 202997.7505.694%
  • Soaf 30Jun 2030100.0005.872%
  • Soaf 32Apr 203299.4385.997%
  • Soaf 41Mar 204190.3757.344%
  • Soaf 44Jul 204479.2507.509%
  • Soaf 46Oct 204673.2507.631%
  • Soaf 47Sept 204779.0007.683%
  • Soaf 48Jun 204885.2507.710%
  • Soaf 49Sept 204979.0007.717%
  • Soaf 52Apr 205294.5637.794%

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