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
11 December 20221-0.50500-0.505001.000011.00001
12 December 20222-0.49705-0.497051.000031.00003
13 December 20223-0.48911-0.489111.000041.00004
14 December 20224-0.48116-0.481161.000051.00005
15 December 20225-0.47321-0.473211.000061.00006
16 December 20226-0.46526-0.465261.000081.00008
17 December 20227-0.45731-0.457311.000091.00009
18 December 20228-0.45632-0.456321.000101.00010
19 December 20229-0.45533-0.455331.000111.00011
20 December 202210-0.45434-0.454341.000121.00012
21 December 202211-0.45334-0.453341.000141.00014
22 December 202212-0.45235-0.452351.000151.00015
23 December 202213-0.45136-0.451361.000161.00016
24 December 202214-0.45037-0.450371.000171.00017
25 December 202215-0.44938-0.449381.000181.00018
26 December 202216-0.44839-0.448391.000201.00020
27 December 202217-0.44740-0.447401.000211.00021
28 December 202218-0.44640-0.446401.000221.00022
29 December 202219-0.44541-0.445411.000231.00023
30 December 202220-0.44442-0.444421.000241.00024
31 December 202221-0.44343-0.443431.000261.00026
1 January 202322-0.44244-0.442441.000271.00027
2 January 202323-0.44145-0.441451.000281.00028
3 January 202324-0.44046-0.440461.000291.00029
4 January 202325-0.43946-0.439461.000301.00030
5 January 202326-0.43847-0.438471.000311.00031
6 January 202327-0.43748-0.437481.000321.00032
7 January 202328-0.43649-0.436491.000331.00033
8 January 202329-0.43550-0.435501.000351.00035
9 January 202330-0.43451-0.434511.000361.00036
10 January 202331-0.43465-0.434651.000371.00037
11 January 202332-0.43478-0.434781.000381.00038
12 January 202333-0.43492-0.434921.000391.00039
13 January 202334-0.43506-0.435061.000411.00041
14 January 202335-0.43520-0.435201.000421.00042
15 January 202336-0.43534-0.435341.000431.00043
16 January 202337-0.43548-0.435481.000441.00044
17 January 202338-0.43562-0.435621.000451.00045
18 January 202339-0.43575-0.435751.000471.00047
19 January 202340-0.43589-0.435891.000481.00048
20 January 202341-0.43603-0.436031.000491.00049
21 January 202342-0.43617-0.436171.000501.00050
22 January 202343-0.43631-0.436311.000511.00051
23 January 202344-0.43645-0.436451.000531.00053
24 January 202345-0.43658-0.436581.000541.00054
25 January 202346-0.43672-0.436721.000551.00055
26 January 202347-0.43686-0.436861.000561.00056
27 January 202348-0.43700-0.437001.000571.00057
28 January 202349-0.43714-0.437141.000591.00059
29 January 202350-0.43728-0.437281.000601.00060
30 January 202351-0.43742-0.437421.000611.00061
31 January 202352-0.43755-0.437551.000621.00062
1 February 202353-0.43769-0.437691.000641.00064
2 February 202354-0.43783-0.437831.000651.00065
3 February 202355-0.43797-0.437971.000661.00066
4 February 202356-0.43811-0.438111.000671.00067
5 February 202357-0.43825-0.438251.000681.00068
6 February 202358-0.43838-0.438381.000701.00070
7 February 202359-0.43852-0.438521.000711.00071
8 February 202360-0.43866-0.438661.000721.00072
9 February 202361-0.43880-0.438801.000731.00073
10 February 202362-0.43894-0.438941.000751.00075
11 February 202363-0.43908-0.439081.000761.00076
12 February 202364-0.43922-0.439221.000771.00077
13 February 202365-0.43935-0.439351.000781.00078
14 February 202366-0.43949-0.439491.000801.00080
15 February 202367-0.43963-0.439631.000811.00081
16 February 202368-0.43977-0.439771.000821.00082
17 February 202369-0.43991-0.439911.000831.00083
18 February 202370-0.44005-0.440051.000841.00084
19 February 202371-0.44019-0.440191.000861.00086
20 February 202372-0.44032-0.440321.000871.00087
21 February 202373-0.44046-0.440461.000881.00088
22 February 202374-0.44060-0.440601.000891.00089
23 February 202375-0.44074-0.440741.000911.00091
24 February 202376-0.44088-0.440881.000921.00092
25 February 202377-0.44102-0.441021.000931.00093
26 February 202378-0.44115-0.441151.000941.00094
27 February 202379-0.44129-0.441291.000961.00096
28 February 202380-0.44143-0.441431.000971.00097
1 March 202381-0.44157-0.441571.000981.00098
2 March 202382-0.44171-0.441711.000991.00099
3 March 202383-0.44185-0.441851.001011.00101
4 March 202384-0.44199-0.441991.001021.00102
5 March 202385-0.44212-0.442121.001031.00103
6 March 202386-0.44226-0.442261.001041.00104
7 March 202387-0.44240-0.442401.001061.00106
8 March 202388-0.44254-0.442541.001071.00107
9 March 202389-0.44268-0.442681.001081.00108
10 March 202390-0.44282-0.442821.001091.00109
11 March 202391-0.44295-0.442951.001111.00111
12 March 202392-0.44295-0.442951.001121.00112
13 March 202393-0.44295-0.442951.001131.00113
14 March 202394-0.44295-0.442951.001141.00114
15 March 202395-0.44295-0.442951.001151.00115
16 March 202396-0.44295-0.442951.001171.00117
17 March 202397-0.44295-0.442951.001181.00118
18 March 202398-0.44295-0.442951.001191.00119
19 March 202399-0.44295-0.442951.001201.00120
20 March 2023100-0.44295-0.442951.001211.00121
21 March 2023101-0.44295-0.442951.001231.00123
22 March 2023102-0.44295-0.442951.001241.00124
23 March 2023103-0.44295-0.442951.001251.00125
24 March 2023104-0.44295-0.442951.001261.00126
25 March 2023105-0.44295-0.442951.001281.00128
26 March 2023106-0.44295-0.442951.001291.00129
27 March 2023107-0.44295-0.442951.001301.00130
28 March 2023108-0.44295-0.442951.001311.00131
29 March 2023109-0.44295-0.442951.001321.00132
30 March 2023110-0.44295-0.442951.001341.00134
31 March 2023111-0.44295-0.442951.001351.00135
1 April 2023112-0.44295-0.442951.001361.00136
2 April 2023113-0.44295-0.442951.001371.00137
3 April 2023114-0.44295-0.442951.001381.00138
4 April 2023115-0.44295-0.442951.001401.00140
5 April 2023116-0.44295-0.442951.001411.00141
6 April 2023117-0.44295-0.442951.001421.00142
7 April 2023118-0.44295-0.442951.001431.00143
8 April 2023119-0.44295-0.442951.001451.00145
9 April 2023120-0.44295-0.442951.001461.00146
10 April 2023121-0.44295-0.442951.001471.00147
11 April 2023122-0.44295-0.442951.001481.00148
12 April 2023123-0.44295-0.442951.001491.00149
13 April 2023124-0.44295-0.442951.001511.00151
14 April 2023125-0.44295-0.442951.001521.00152
15 April 2023126-0.44295-0.442951.001531.00153
16 April 2023127-0.44295-0.442951.001541.00154
17 April 2023128-0.44295-0.442951.001551.00155
18 April 2023129-0.44295-0.442951.001571.00157
19 April 2023130-0.44295-0.442951.001581.00158
20 April 2023131-0.44295-0.442951.001591.00159
21 April 2023132-0.44295-0.442951.001601.00160
22 April 2023133-0.44295-0.442951.001621.00162
23 April 2023134-0.44295-0.442951.001631.00163
24 April 2023135-0.44295-0.442951.001641.00164
25 April 2023136-0.44295-0.442951.001651.00165
26 April 2023137-0.44295-0.442951.001661.00166
27 April 2023138-0.44295-0.442951.001681.00168
28 April 2023139-0.44295-0.442951.001691.00169
29 April 2023140-0.44295-0.442951.001701.00170
30 April 2023141-0.44295-0.442951.001711.00171
1 May 2023142-0.44295-0.442951.001721.00172
2 May 2023143-0.44295-0.442951.001741.00174
3 May 2023144-0.44295-0.442951.001751.00175
4 May 2023145-0.44295-0.442951.001761.00176
5 May 2023146-0.44295-0.442951.001771.00177
6 May 2023147-0.44295-0.442951.001791.00179
7 May 2023148-0.44295-0.442951.001801.00180
8 May 2023149-0.44295-0.442951.001811.00181
9 May 2023150-0.44295-0.442951.001821.00182
10 May 2023151-0.44295-0.442951.001831.00183
11 May 2023152-0.44295-0.442951.001851.00185
12 May 2023153-0.44295-0.442951.001861.00186
13 May 2023154-0.44295-0.442951.001871.00187
14 May 2023155-0.44295-0.442951.001881.00188
15 May 2023156-0.44295-0.442951.001901.00190
16 May 2023157-0.44295-0.442951.001911.00191
17 May 2023158-0.44295-0.442951.001921.00192
18 May 2023159-0.44295-0.442951.001931.00193
19 May 2023160-0.44295-0.442951.001941.00194
20 May 2023161-0.44295-0.442951.001961.00196
21 May 2023162-0.44295-0.442951.001971.00197
22 May 2023163-0.44295-0.442951.001981.00198
23 May 2023164-0.44295-0.442951.001991.00199
24 May 2023165-0.44295-0.442951.002001.00200
25 May 2023166-0.44295-0.442951.002021.00202
26 May 2023167-0.44295-0.442951.002031.00203
27 May 2023168-0.44295-0.442951.002041.00204
28 May 2023169-0.44295-0.442951.002051.00205
29 May 2023170-0.44295-0.442951.002071.00207
30 May 2023171-0.44295-0.442951.002081.00208
31 May 2023172-0.44295-0.442951.002091.00209
1 June 2023173-0.44295-0.442951.002101.00210
2 June 2023174-0.44295-0.442951.002111.00211
3 June 2023175-0.44295-0.442951.002131.00213
4 June 2023176-0.44295-0.442951.002141.00214
5 June 2023177-0.44295-0.442951.002151.00215
6 June 2023178-0.44295-0.442951.002161.00216
7 June 2023179-0.44295-0.442951.002171.00217
8 June 2023180-0.44295-0.442951.002191.00219
9 June 2023181-0.44295-0.442951.002201.00220
10 June 2023182-0.44295-0.442951.002211.00221
11 June 2023183-0.44295-0.442951.002221.00222
12 June 2023184-0.44295-0.442951.002241.00224
13 June 2023185-0.44295-0.442951.002251.00225
14 June 2023186-0.44295-0.442951.002261.00226
15 June 2023187-0.44295-0.442951.002271.00227
16 June 2023188-0.44295-0.442951.002281.00228
17 June 2023189-0.44295-0.442951.002301.00230
18 June 2023190-0.44295-0.442951.002311.00231
19 June 2023191-0.44295-0.442951.002321.00232
20 June 2023192-0.44295-0.442951.002331.00233
21 June 2023193-0.44295-0.442951.002351.00235
22 June 2023194-0.44295-0.442951.002361.00236
23 June 2023195-0.44295-0.442951.002371.00237
24 June 2023196-0.44295-0.442951.002381.00238
25 June 2023197-0.44295-0.442951.002391.00239
26 June 2023198-0.44295-0.442951.002411.00241
27 June 2023199-0.44295-0.442951.002421.00242
28 June 2023200-0.44295-0.442951.002431.00243
29 June 2023201-0.44295-0.442951.002441.00244
30 June 2023202-0.44295-0.442951.002451.00245
1 July 2023203-0.44295-0.442951.002471.00247
2 July 2023204-0.44295-0.442951.002481.00248
3 July 2023205-0.44295-0.442951.002491.00249
4 July 2023206-0.44295-0.442951.002501.00250
5 July 2023207-0.44295-0.442951.002521.00252
6 July 2023208-0.44295-0.442951.002531.00253
7 July 2023209-0.44295-0.442951.002541.00254
8 July 2023210-0.44295-0.442951.002551.00255
9 July 2023211-0.44295-0.442951.002561.00256
10 July 2023212-0.44295-0.442951.002581.00258
11 July 2023213-0.44295-0.442951.002591.00259
12 July 2023214-0.44295-0.442951.002601.00260
13 July 2023215-0.44295-0.442951.002611.00261
14 July 2023216-0.44295-0.442951.002621.00262
15 July 2023217-0.44295-0.442951.002641.00264
16 July 2023218-0.44295-0.442951.002651.00265
17 July 2023219-0.44295-0.442951.002661.00266
18 July 2023220-0.44295-0.442951.002671.00267
19 July 2023221-0.44295-0.442951.002691.00269
20 July 2023222-0.44295-0.442951.002701.00270
21 July 2023223-0.44295-0.442951.002711.00271
22 July 2023224-0.44295-0.442951.002721.00272
23 July 2023225-0.44295-0.442951.002731.00273
24 July 2023226-0.44295-0.442951.002751.00275
25 July 2023227-0.44295-0.442951.002761.00276
26 July 2023228-0.44295-0.442951.002771.00277
27 July 2023229-0.44295-0.442951.002781.00278
28 July 2023230-0.44295-0.442951.002801.00280
29 July 2023231-0.44295-0.442951.002811.00281
30 July 2023232-0.44295-0.442951.002821.00282
31 July 2023233-0.44295-0.442951.002831.00283
1 August 2023234-0.44295-0.442951.002841.00284
2 August 2023235-0.44295-0.442951.002861.00286
3 August 2023236-0.44295-0.442951.002871.00287
4 August 2023237-0.44295-0.442951.002881.00288
5 August 2023238-0.44295-0.442951.002891.00289
6 August 2023239-0.44295-0.442951.002901.00290
7 August 2023240-0.44295-0.442951.002921.00292
8 August 2023241-0.44295-0.442951.002931.00293
9 August 2023242-0.44295-0.442951.002941.00294
10 August 2023243-0.44295-0.442951.002951.00295
11 August 2023244-0.44295-0.442951.002971.00297
12 August 2023245-0.44295-0.442951.002981.00298
13 August 2023246-0.44295-0.442951.002991.00299
14 August 2023247-0.44295-0.442951.003001.00300
15 August 2023248-0.44295-0.442951.003011.00301
16 August 2023249-0.44295-0.442951.003031.00303
17 August 2023250-0.44295-0.442951.003041.00304
18 August 2023251-0.44295-0.442951.003051.00305
19 August 2023252-0.44295-0.442951.003061.00306
20 August 2023253-0.44295-0.442951.003081.00308
21 August 2023254-0.44295-0.442951.003091.00309
22 August 2023255-0.44295-0.442951.003101.00310
23 August 2023256-0.44295-0.442951.003111.00311
24 August 2023257-0.44295-0.442951.003121.00312
25 August 2023258-0.44295-0.442951.003141.00314
26 August 2023259-0.44295-0.442951.003151.00315
27 August 2023260-0.44295-0.442951.003161.00316
28 August 2023261-0.44295-0.442951.003171.00317
29 August 2023262-0.44295-0.442951.003181.00318
30 August 2023263-0.44295-0.442951.003201.00320
31 August 2023264-0.44295-0.442951.003211.00321
1 September 2023265-0.44295-0.442951.003221.00322
2 September 2023266-0.44295-0.442951.003231.00323
3 September 2023267-0.44295-0.442951.003251.00325
4 September 2023268-0.44295-0.442951.003261.00326
5 September 2023269-0.44295-0.442951.003271.00327
6 September 2023270-0.44295-0.442951.003281.00328
7 September 2023271-0.44295-0.442951.003291.00329
8 September 2023272-0.44295-0.442951.003311.00331
9 September 2023273-0.44295-0.442951.003321.00332
10 September 2023274-0.44295-0.442951.003331.00333
11 September 2023275-0.44295-0.442951.003341.00334
12 September 2023276-0.44295-0.442951.003361.00336
13 September 2023277-0.44295-0.442951.003371.00337
14 September 2023278-0.44295-0.442951.003381.00338
15 September 2023279-0.44295-0.442951.003391.00339
16 September 2023280-0.44295-0.442951.003401.00340
17 September 2023281-0.44295-0.442951.003421.00342
18 September 2023282-0.44295-0.442951.003431.00343
19 September 2023283-0.44295-0.442951.003441.00344
20 September 2023284-0.44295-0.442951.003451.00345
21 September 2023285-0.44295-0.442951.003461.00346
22 September 2023286-0.44295-0.442951.003481.00348
23 September 2023287-0.44295-0.442951.003491.00349
24 September 2023288-0.44295-0.442951.003501.00350
25 September 2023289-0.44295-0.442951.003511.00351
26 September 2023290-0.44295-0.442951.003531.00353
27 September 2023291-0.44295-0.442951.003541.00354
28 September 2023292-0.44295-0.442951.003551.00355
29 September 2023293-0.44295-0.442951.003561.00356
30 September 2023294-0.44295-0.442951.003571.00357
1 October 2023295-0.44295-0.442951.003591.00359
2 October 2023296-0.44295-0.442951.003601.00360
3 October 2023297-0.44295-0.442951.003611.00361
4 October 2023298-0.44295-0.442951.003621.00362
5 October 2023299-0.44295-0.442951.003641.00364
6 October 2023300-0.44295-0.442951.003651.00365
7 October 2023301-0.44295-0.442951.003661.00366
8 October 2023302-0.44295-0.442951.003671.00367
9 October 2023303-0.44295-0.442951.003681.00368
10 October 2023304-0.44295-0.442951.003701.00370
11 October 2023305-0.44295-0.442951.003711.00371
12 October 2023306-0.44295-0.442951.003721.00372
13 October 2023307-0.44295-0.442951.003731.00373
14 October 2023308-0.44295-0.442951.003741.00374
15 October 2023309-0.44295-0.442951.003761.00376
16 October 2023310-0.44295-0.442951.003771.00377
17 October 2023311-0.44295-0.442951.003781.00378
18 October 2023312-0.44295-0.442951.003791.00379
19 October 2023313-0.44295-0.442951.003811.00381
20 October 2023314-0.44295-0.442951.003821.00382
21 October 2023315-0.44295-0.442951.003831.00383
22 October 2023316-0.44295-0.442951.003841.00384
23 October 2023317-0.44295-0.442951.003851.00385
24 October 2023318-0.44295-0.442951.003871.00387
25 October 2023319-0.44295-0.442951.003881.00388
26 October 2023320-0.44295-0.442951.003891.00389
27 October 2023321-0.44295-0.442951.003901.00390
28 October 2023322-0.44295-0.442951.003921.00392
29 October 2023323-0.44295-0.442951.003931.00393
30 October 2023324-0.44295-0.442951.003941.00394
31 October 2023325-0.44295-0.442951.003951.00395
1 November 2023326-0.44295-0.442951.003961.00396
2 November 2023327-0.44295-0.442951.003981.00398
3 November 2023328-0.44295-0.442951.003991.00399
4 November 2023329-0.44295-0.442951.004001.00400
5 November 2023330-0.44295-0.442951.004011.00401
6 November 2023331-0.44295-0.442951.004031.00403
7 November 2023332-0.44295-0.442951.004041.00404
8 November 2023333-0.44295-0.442951.004051.00405
9 November 2023334-0.44295-0.442951.004061.00406
10 November 2023335-0.44295-0.442951.004071.00407
11 November 2023336-0.44295-0.442951.004091.00409
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