JIBAR Forward Curve: The Market-Implied Path for 3M JIBAR
The 3M JIBAR forward curve, bootstrapped from live ZAR swap quotes. See where the market prices JIBAR at every horizon, and take the full dated grid to Excel.
This chart shows the shape only. The live JIBAR curve, with dated values, is drawn in the app.
3M JIBAR forward curve · live in the app
| Date | Forward Rate |
|---|---|
| 31 Dec 2026 | |
| 31 Dec 2027 | |
| 31 Dec 2028 | |
| 31 Dec 2029 | |
| 31 Dec 2030 | |
| 31 Dec 2031 | |
Curves bootstrapped from live interdealer swap quotes. Read how we build these curves.
Unlock the full curve
Get the complete JIBAR forward curve in Excel
- Every forward, out to the longest quoted tenor
- One-click download to Excel
- Excel Add-in & API access
- Curves for 30+ currencies, refreshed all day
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“We stopped chasing the bank for a mid. BlueGamma is our curve of record now.”
The JIBAR forward curve in Excel & API
If you’re copying this curve into a model more than once a month, you don’t need a download, you need a feed. One function per forward period, always current, straight into your model.
// Excel: any JIBAR forward period in a cell =BlueGamma.FORWARD_RATE("3M JIBAR", start_date, end_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/forward_rate ?index=3M JIBAR&start_date=2027-06-30&end_date=3M x-api-key: your_api_key
The curve prices your float. The desk quotes a par rate.
When you fix, the bank quotes one number for the whole term. Check it against an independent JIBAR mid before you sign: the difference is their margin.
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FAQs
Quotes stream straight from tier-one inter-dealer brokers and exchanges. We sanity-check every feed before building the curve.
Yes. Pick any valuation date (and even time) and download the historical curve to Excel.
Curves update intraday from live swap quotes; the Excel download is built on the very latest ticks the moment you hit Download.
SOFR, SONIA, EURIBOR, CORRA, BBSY, STIBOR, NIBOR, JIBAR and 30-plus others — all forward curves and discount factors.
Yes. Pull curves via a REST API or use the Excel function =BLUEGAMMA(). Same numbers everywhere, no manual uploads.
Absolutely. Load any swap (fixed-for-floating, amortising or bullet), drop in the notional schedule and get a mark-to-market in minutes — or roll the clock back for historic pricing.
More on ZAR rates
ZAR Swap Rates
Today's JIBAR swap rates across the tenor grid, with history.
ZARONIA Forward Curve
The market-implied path for ZARONIA, South Africa's new reference rate.
Forward curve basics
How forward curves are built, read and used in models.
Pull a curve into Excel
How to pull a forward curve directly into a spreadsheet, step by step.
More from BlueGamma
Or browse the full forward curve catalogue, covering every curve we publish.