European primary money-market curve

Curve last updated on 10 January 2022 at 04.18.36 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight1-0.50500-0.50500
1 week7-0.45729-0.45729Effective
1 month30-0.43443-0.43443Effective
3 months91-0.44271-0.44271Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
28 May 20221-0.50500-0.505001.000011.00001
29 May 20222-0.49705-0.497051.000031.00003
30 May 20223-0.48911-0.489111.000041.00004
31 May 20224-0.48116-0.481161.000051.00005
1 June 20225-0.47321-0.473211.000061.00006
2 June 20226-0.46526-0.465261.000081.00008
3 June 20227-0.45731-0.457311.000091.00009
4 June 20228-0.45632-0.456321.000101.00010
5 June 20229-0.45533-0.455331.000111.00011
6 June 202210-0.45434-0.454341.000121.00012
7 June 202211-0.45334-0.453341.000141.00014
8 June 202212-0.45235-0.452351.000151.00015
9 June 202213-0.45136-0.451361.000161.00016
10 June 202214-0.45037-0.450371.000171.00017
11 June 202215-0.44938-0.449381.000181.00018
12 June 202216-0.44839-0.448391.000201.00020
13 June 202217-0.44740-0.447401.000211.00021
14 June 202218-0.44640-0.446401.000221.00022
15 June 202219-0.44541-0.445411.000231.00023
16 June 202220-0.44442-0.444421.000241.00024
17 June 202221-0.44343-0.443431.000261.00026
18 June 202222-0.44244-0.442441.000271.00027
19 June 202223-0.44145-0.441451.000281.00028
20 June 202224-0.44046-0.440461.000291.00029
21 June 202225-0.43946-0.439461.000301.00030
22 June 202226-0.43847-0.438471.000311.00031
23 June 202227-0.43748-0.437481.000321.00032
24 June 202228-0.43649-0.436491.000331.00033
25 June 202229-0.43550-0.435501.000351.00035
26 June 202230-0.43451-0.434511.000361.00036
27 June 202231-0.43465-0.434651.000371.00037
28 June 202232-0.43478-0.434781.000381.00038
29 June 202233-0.43492-0.434921.000391.00039
30 June 202234-0.43506-0.435061.000411.00041
1 July 202235-0.43520-0.435201.000421.00042
2 July 202236-0.43534-0.435341.000431.00043
3 July 202237-0.43548-0.435481.000441.00044
4 July 202238-0.43562-0.435621.000451.00045
5 July 202239-0.43575-0.435751.000471.00047
6 July 202240-0.43589-0.435891.000481.00048
7 July 202241-0.43603-0.436031.000491.00049
8 July 202242-0.43617-0.436171.000501.00050
9 July 202243-0.43631-0.436311.000511.00051
10 July 202244-0.43645-0.436451.000531.00053
11 July 202245-0.43658-0.436581.000541.00054
12 July 202246-0.43672-0.436721.000551.00055
13 July 202247-0.43686-0.436861.000561.00056
14 July 202248-0.43700-0.437001.000571.00057
15 July 202249-0.43714-0.437141.000591.00059
16 July 202250-0.43728-0.437281.000601.00060
17 July 202251-0.43742-0.437421.000611.00061
18 July 202252-0.43755-0.437551.000621.00062
19 July 202253-0.43769-0.437691.000641.00064
20 July 202254-0.43783-0.437831.000651.00065
21 July 202255-0.43797-0.437971.000661.00066
22 July 202256-0.43811-0.438111.000671.00067
23 July 202257-0.43825-0.438251.000681.00068
24 July 202258-0.43838-0.438381.000701.00070
25 July 202259-0.43852-0.438521.000711.00071
26 July 202260-0.43866-0.438661.000721.00072
27 July 202261-0.43880-0.438801.000731.00073
28 July 202262-0.43894-0.438941.000751.00075
29 July 202263-0.43908-0.439081.000761.00076
30 July 202264-0.43922-0.439221.000771.00077
31 July 202265-0.43935-0.439351.000781.00078
1 August 202266-0.43949-0.439491.000801.00080
2 August 202267-0.43963-0.439631.000811.00081
3 August 202268-0.43977-0.439771.000821.00082
4 August 202269-0.43991-0.439911.000831.00083
5 August 202270-0.44005-0.440051.000841.00084
6 August 202271-0.44019-0.440191.000861.00086
7 August 202272-0.44032-0.440321.000871.00087
8 August 202273-0.44046-0.440461.000881.00088
9 August 202274-0.44060-0.440601.000891.00089
10 August 202275-0.44074-0.440741.000911.00091
11 August 202276-0.44088-0.440881.000921.00092
12 August 202277-0.44102-0.441021.000931.00093
13 August 202278-0.44115-0.441151.000941.00094
14 August 202279-0.44129-0.441291.000961.00096
15 August 202280-0.44143-0.441431.000971.00097
16 August 202281-0.44157-0.441571.000981.00098
17 August 202282-0.44171-0.441711.000991.00099
18 August 202283-0.44185-0.441851.001011.00101
19 August 202284-0.44199-0.441991.001021.00102
20 August 202285-0.44212-0.442121.001031.00103
21 August 202286-0.44226-0.442261.001041.00104
22 August 202287-0.44240-0.442401.001061.00106
23 August 202288-0.44254-0.442541.001071.00107
24 August 202289-0.44268-0.442681.001081.00108
25 August 202290-0.44282-0.442821.001091.00109
26 August 202291-0.44295-0.442951.001111.00111
27 August 202292-0.44295-0.442951.001121.00112
28 August 202293-0.44295-0.442951.001131.00113
29 August 202294-0.44295-0.442951.001141.00114
30 August 202295-0.44295-0.442951.001151.00115
31 August 202296-0.44295-0.442951.001171.00117
1 September 202297-0.44295-0.442951.001181.00118
2 September 202298-0.44295-0.442951.001191.00119
3 September 202299-0.44295-0.442951.001201.00120
4 September 2022100-0.44295-0.442951.001211.00121
5 September 2022101-0.44295-0.442951.001231.00123
6 September 2022102-0.44295-0.442951.001241.00124
7 September 2022103-0.44295-0.442951.001251.00125
8 September 2022104-0.44295-0.442951.001261.00126
9 September 2022105-0.44295-0.442951.001281.00128
10 September 2022106-0.44295-0.442951.001291.00129
11 September 2022107-0.44295-0.442951.001301.00130
12 September 2022108-0.44295-0.442951.001311.00131
13 September 2022109-0.44295-0.442951.001321.00132
14 September 2022110-0.44295-0.442951.001341.00134
15 September 2022111-0.44295-0.442951.001351.00135
16 September 2022112-0.44295-0.442951.001361.00136
17 September 2022113-0.44295-0.442951.001371.00137
18 September 2022114-0.44295-0.442951.001381.00138
19 September 2022115-0.44295-0.442951.001401.00140
20 September 2022116-0.44295-0.442951.001411.00141
21 September 2022117-0.44295-0.442951.001421.00142
22 September 2022118-0.44295-0.442951.001431.00143
23 September 2022119-0.44295-0.442951.001451.00145
24 September 2022120-0.44295-0.442951.001461.00146
25 September 2022121-0.44295-0.442951.001471.00147
26 September 2022122-0.44295-0.442951.001481.00148
27 September 2022123-0.44295-0.442951.001491.00149
28 September 2022124-0.44295-0.442951.001511.00151
29 September 2022125-0.44295-0.442951.001521.00152
30 September 2022126-0.44295-0.442951.001531.00153
1 October 2022127-0.44295-0.442951.001541.00154
2 October 2022128-0.44295-0.442951.001551.00155
3 October 2022129-0.44295-0.442951.001571.00157
4 October 2022130-0.44295-0.442951.001581.00158
5 October 2022131-0.44295-0.442951.001591.00159
6 October 2022132-0.44295-0.442951.001601.00160
7 October 2022133-0.44295-0.442951.001621.00162
8 October 2022134-0.44295-0.442951.001631.00163
9 October 2022135-0.44295-0.442951.001641.00164
10 October 2022136-0.44295-0.442951.001651.00165
11 October 2022137-0.44295-0.442951.001661.00166
12 October 2022138-0.44295-0.442951.001681.00168
13 October 2022139-0.44295-0.442951.001691.00169
14 October 2022140-0.44295-0.442951.001701.00170
15 October 2022141-0.44295-0.442951.001711.00171
16 October 2022142-0.44295-0.442951.001721.00172
17 October 2022143-0.44295-0.442951.001741.00174
18 October 2022144-0.44295-0.442951.001751.00175
19 October 2022145-0.44295-0.442951.001761.00176
20 October 2022146-0.44295-0.442951.001771.00177
21 October 2022147-0.44295-0.442951.001791.00179
22 October 2022148-0.44295-0.442951.001801.00180
23 October 2022149-0.44295-0.442951.001811.00181
24 October 2022150-0.44295-0.442951.001821.00182
25 October 2022151-0.44295-0.442951.001831.00183
26 October 2022152-0.44295-0.442951.001851.00185
27 October 2022153-0.44295-0.442951.001861.00186
28 October 2022154-0.44295-0.442951.001871.00187
29 October 2022155-0.44295-0.442951.001881.00188
30 October 2022156-0.44295-0.442951.001901.00190
31 October 2022157-0.44295-0.442951.001911.00191
1 November 2022158-0.44295-0.442951.001921.00192
2 November 2022159-0.44295-0.442951.001931.00193
3 November 2022160-0.44295-0.442951.001941.00194
4 November 2022161-0.44295-0.442951.001961.00196
5 November 2022162-0.44295-0.442951.001971.00197
6 November 2022163-0.44295-0.442951.001981.00198
7 November 2022164-0.44295-0.442951.001991.00199
8 November 2022165-0.44295-0.442951.002001.00200
9 November 2022166-0.44295-0.442951.002021.00202
10 November 2022167-0.44295-0.442951.002031.00203
11 November 2022168-0.44295-0.442951.002041.00204
12 November 2022169-0.44295-0.442951.002051.00205
13 November 2022170-0.44295-0.442951.002071.00207
14 November 2022171-0.44295-0.442951.002081.00208
15 November 2022172-0.44295-0.442951.002091.00209
16 November 2022173-0.44295-0.442951.002101.00210
17 November 2022174-0.44295-0.442951.002111.00211
18 November 2022175-0.44295-0.442951.002131.00213
19 November 2022176-0.44295-0.442951.002141.00214
20 November 2022177-0.44295-0.442951.002151.00215
21 November 2022178-0.44295-0.442951.002161.00216
22 November 2022179-0.44295-0.442951.002171.00217
23 November 2022180-0.44295-0.442951.002191.00219
24 November 2022181-0.44295-0.442951.002201.00220
25 November 2022182-0.44295-0.442951.002211.00221
26 November 2022183-0.44295-0.442951.002221.00222
27 November 2022184-0.44295-0.442951.002241.00224
28 November 2022185-0.44295-0.442951.002251.00225
29 November 2022186-0.44295-0.442951.002261.00226
30 November 2022187-0.44295-0.442951.002271.00227
1 December 2022188-0.44295-0.442951.002281.00228
2 December 2022189-0.44295-0.442951.002301.00230
3 December 2022190-0.44295-0.442951.002311.00231
4 December 2022191-0.44295-0.442951.002321.00232
5 December 2022192-0.44295-0.442951.002331.00233
6 December 2022193-0.44295-0.442951.002351.00235
7 December 2022194-0.44295-0.442951.002361.00236
8 December 2022195-0.44295-0.442951.002371.00237
9 December 2022196-0.44295-0.442951.002381.00238
10 December 2022197-0.44295-0.442951.002391.00239
11 December 2022198-0.44295-0.442951.002411.00241
12 December 2022199-0.44295-0.442951.002421.00242
13 December 2022200-0.44295-0.442951.002431.00243
14 December 2022201-0.44295-0.442951.002441.00244
15 December 2022202-0.44295-0.442951.002451.00245
16 December 2022203-0.44295-0.442951.002471.00247
17 December 2022204-0.44295-0.442951.002481.00248
18 December 2022205-0.44295-0.442951.002491.00249
19 December 2022206-0.44295-0.442951.002501.00250
20 December 2022207-0.44295-0.442951.002521.00252
21 December 2022208-0.44295-0.442951.002531.00253
22 December 2022209-0.44295-0.442951.002541.00254
23 December 2022210-0.44295-0.442951.002551.00255
24 December 2022211-0.44295-0.442951.002561.00256
25 December 2022212-0.44295-0.442951.002581.00258
26 December 2022213-0.44295-0.442951.002591.00259
27 December 2022214-0.44295-0.442951.002601.00260
28 December 2022215-0.44295-0.442951.002611.00261
29 December 2022216-0.44295-0.442951.002621.00262
30 December 2022217-0.44295-0.442951.002641.00264
31 December 2022218-0.44295-0.442951.002651.00265
1 January 2023219-0.44295-0.442951.002661.00266
2 January 2023220-0.44295-0.442951.002671.00267
3 January 2023221-0.44295-0.442951.002691.00269
4 January 2023222-0.44295-0.442951.002701.00270
5 January 2023223-0.44295-0.442951.002711.00271
6 January 2023224-0.44295-0.442951.002721.00272
7 January 2023225-0.44295-0.442951.002731.00273
8 January 2023226-0.44295-0.442951.002751.00275
9 January 2023227-0.44295-0.442951.002761.00276
10 January 2023228-0.44295-0.442951.002771.00277
11 January 2023229-0.44295-0.442951.002781.00278
12 January 2023230-0.44295-0.442951.002801.00280
13 January 2023231-0.44295-0.442951.002811.00281
14 January 2023232-0.44295-0.442951.002821.00282
15 January 2023233-0.44295-0.442951.002831.00283
16 January 2023234-0.44295-0.442951.002841.00284
17 January 2023235-0.44295-0.442951.002861.00286
18 January 2023236-0.44295-0.442951.002871.00287
19 January 2023237-0.44295-0.442951.002881.00288
20 January 2023238-0.44295-0.442951.002891.00289
21 January 2023239-0.44295-0.442951.002901.00290
22 January 2023240-0.44295-0.442951.002921.00292
23 January 2023241-0.44295-0.442951.002931.00293
24 January 2023242-0.44295-0.442951.002941.00294
25 January 2023243-0.44295-0.442951.002951.00295
26 January 2023244-0.44295-0.442951.002971.00297
27 January 2023245-0.44295-0.442951.002981.00298
28 January 2023246-0.44295-0.442951.002991.00299
29 January 2023247-0.44295-0.442951.003001.00300
30 January 2023248-0.44295-0.442951.003011.00301
31 January 2023249-0.44295-0.442951.003031.00303
1 February 2023250-0.44295-0.442951.003041.00304
2 February 2023251-0.44295-0.442951.003051.00305
3 February 2023252-0.44295-0.442951.003061.00306
4 February 2023253-0.44295-0.442951.003081.00308
5 February 2023254-0.44295-0.442951.003091.00309
6 February 2023255-0.44295-0.442951.003101.00310
7 February 2023256-0.44295-0.442951.003111.00311
8 February 2023257-0.44295-0.442951.003121.00312
9 February 2023258-0.44295-0.442951.003141.00314
10 February 2023259-0.44295-0.442951.003151.00315
11 February 2023260-0.44295-0.442951.003161.00316
12 February 2023261-0.44295-0.442951.003171.00317
13 February 2023262-0.44295-0.442951.003181.00318
14 February 2023263-0.44295-0.442951.003201.00320
15 February 2023264-0.44295-0.442951.003211.00321
16 February 2023265-0.44295-0.442951.003221.00322
17 February 2023266-0.44295-0.442951.003231.00323
18 February 2023267-0.44295-0.442951.003251.00325
19 February 2023268-0.44295-0.442951.003261.00326
20 February 2023269-0.44295-0.442951.003271.00327
21 February 2023270-0.44295-0.442951.003281.00328
22 February 2023271-0.44295-0.442951.003291.00329
23 February 2023272-0.44295-0.442951.003311.00331
24 February 2023273-0.44295-0.442951.003321.00332
25 February 2023274-0.44295-0.442951.003331.00333
26 February 2023275-0.44295-0.442951.003341.00334
27 February 2023276-0.44295-0.442951.003361.00336
28 February 2023277-0.44295-0.442951.003371.00337
1 March 2023278-0.44295-0.442951.003381.00338
2 March 2023279-0.44295-0.442951.003391.00339
3 March 2023280-0.44295-0.442951.003401.00340
4 March 2023281-0.44295-0.442951.003421.00342
5 March 2023282-0.44295-0.442951.003431.00343
6 March 2023283-0.44295-0.442951.003441.00344
7 March 2023284-0.44295-0.442951.003451.00345
8 March 2023285-0.44295-0.442951.003461.00346
9 March 2023286-0.44295-0.442951.003481.00348
10 March 2023287-0.44295-0.442951.003491.00349
11 March 2023288-0.44295-0.442951.003501.00350
12 March 2023289-0.44295-0.442951.003511.00351
13 March 2023290-0.44295-0.442951.003531.00353
14 March 2023291-0.44295-0.442951.003541.00354
15 March 2023292-0.44295-0.442951.003551.00355
16 March 2023293-0.44295-0.442951.003561.00356
17 March 2023294-0.44295-0.442951.003571.00357
18 March 2023295-0.44295-0.442951.003591.00359
19 March 2023296-0.44295-0.442951.003601.00360
20 March 2023297-0.44295-0.442951.003611.00361
21 March 2023298-0.44295-0.442951.003621.00362
22 March 2023299-0.44295-0.442951.003641.00364
23 March 2023300-0.44295-0.442951.003651.00365
24 March 2023301-0.44295-0.442951.003661.00366
25 March 2023302-0.44295-0.442951.003671.00367
26 March 2023303-0.44295-0.442951.003681.00368
27 March 2023304-0.44295-0.442951.003701.00370
28 March 2023305-0.44295-0.442951.003711.00371
29 March 2023306-0.44295-0.442951.003721.00372
30 March 2023307-0.44295-0.442951.003731.00373
31 March 2023308-0.44295-0.442951.003741.00374
1 April 2023309-0.44295-0.442951.003761.00376
2 April 2023310-0.44295-0.442951.003771.00377
3 April 2023311-0.44295-0.442951.003781.00378
4 April 2023312-0.44295-0.442951.003791.00379
5 April 2023313-0.44295-0.442951.003811.00381
6 April 2023314-0.44295-0.442951.003821.00382
7 April 2023315-0.44295-0.442951.003831.00383
8 April 2023316-0.44295-0.442951.003841.00384
9 April 2023317-0.44295-0.442951.003851.00385
10 April 2023318-0.44295-0.442951.003871.00387
11 April 2023319-0.44295-0.442951.003881.00388
12 April 2023320-0.44295-0.442951.003891.00389
13 April 2023321-0.44295-0.442951.003901.00390
14 April 2023322-0.44295-0.442951.003921.00392
15 April 2023323-0.44295-0.442951.003931.00393
16 April 2023324-0.44295-0.442951.003941.00394
17 April 2023325-0.44295-0.442951.003951.00395
18 April 2023326-0.44295-0.442951.003961.00396
19 April 2023327-0.44295-0.442951.003981.00398
20 April 2023328-0.44295-0.442951.003991.00399
21 April 2023329-0.44295-0.442951.004001.00400
22 April 2023330-0.44295-0.442951.004011.00401
23 April 2023331-0.44295-0.442951.004031.00403
24 April 2023332-0.44295-0.442951.004041.00404
25 April 2023333-0.44295-0.442951.004051.00405
26 April 2023334-0.44295-0.442951.004061.00406
27 April 2023335-0.44295-0.442951.004071.00407
28 April 2023336-0.44295-0.442951.004091.00409
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