European primary money-market curve

Curve last updated on 19 August 2019 at 08.19.14 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight1-0.46757-0.46757Effective
1 week7-0.45729-0.45729Effective
1 month30-0.43443-0.43443Effective
2 months61-0.45343-0.45343Effective
3 months91-0.44271-0.44271Effective
6 months182-0.45171-0.45171Effective
1 year365-0.42771-0.42771Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
9 August 20201-0.46757-0.467571.000011.00001
10 August 20202-0.46586-0.465861.000031.00003
11 August 20203-0.46415-0.464151.000041.00004
12 August 20204-0.46244-0.462441.000051.00005
13 August 20205-0.46073-0.460731.000061.00006
14 August 20206-0.45902-0.459021.000081.00008
15 August 20207-0.45731-0.457311.000091.00009
16 August 20208-0.45632-0.456321.000101.00010
17 August 20209-0.45533-0.455331.000111.00011
18 August 202010-0.45434-0.454341.000121.00012
19 August 202011-0.45334-0.453341.000141.00014
20 August 202012-0.45235-0.452351.000151.00015
21 August 202013-0.45136-0.451361.000161.00016
22 August 202014-0.45037-0.450371.000171.00017
23 August 202015-0.44938-0.449381.000181.00018
24 August 202016-0.44839-0.448391.000201.00020
25 August 202017-0.44740-0.447401.000211.00021
26 August 202018-0.44640-0.446401.000221.00022
27 August 202019-0.44541-0.445411.000231.00023
28 August 202020-0.44442-0.444421.000241.00024
29 August 202021-0.44343-0.443431.000261.00026
30 August 202022-0.44244-0.442441.000271.00027
31 August 202023-0.44145-0.441451.000281.00028
1 September 202024-0.44046-0.440461.000291.00029
2 September 202025-0.43946-0.439461.000301.00030
3 September 202026-0.43847-0.438471.000311.00031
4 September 202027-0.43748-0.437481.000321.00032
5 September 202028-0.43649-0.436491.000331.00033
6 September 202029-0.43550-0.435501.000351.00035
7 September 202030-0.43451-0.434511.000361.00036
8 September 202031-0.43512-0.435121.000371.00037
9 September 202032-0.43574-0.435741.000381.00038
10 September 202033-0.43636-0.436361.000391.00039
11 September 202034-0.43697-0.436971.000411.00041
12 September 202035-0.43759-0.437591.000421.00042
13 September 202036-0.43820-0.438201.000431.00043
14 September 202037-0.43882-0.438821.000451.00045
15 September 202038-0.43944-0.439441.000461.00046
16 September 202039-0.44005-0.440051.000471.00047
17 September 202040-0.44067-0.440671.000481.00048
18 September 202041-0.44128-0.441281.000501.00050
19 September 202042-0.44190-0.441901.000511.00051
20 September 202043-0.44251-0.442511.000521.00052
21 September 202044-0.44313-0.443131.000531.00053
22 September 202045-0.44375-0.443751.000551.00055
23 September 202046-0.44436-0.444361.000561.00056
24 September 202047-0.44498-0.444981.000571.00057
25 September 202048-0.44559-0.445591.000591.00059
26 September 202049-0.44621-0.446211.000601.00060
27 September 202050-0.44683-0.446831.000611.00061
28 September 202051-0.44744-0.447441.000631.00063
29 September 202052-0.44806-0.448061.000641.00064
30 September 202053-0.44867-0.448671.000651.00065
1 October 202054-0.44929-0.449291.000671.00067
2 October 202055-0.44991-0.449911.000681.00068
3 October 202056-0.45052-0.450521.000691.00069
4 October 202057-0.45114-0.451141.000701.00070
5 October 202058-0.45175-0.451751.000721.00072
6 October 202059-0.45237-0.452371.000731.00073
7 October 202060-0.45299-0.452991.000751.00075
8 October 202061-0.45360-0.453601.000761.00076
9 October 202062-0.45325-0.453251.000771.00077
10 October 202063-0.45289-0.452891.000781.00078
11 October 202064-0.45254-0.452541.000791.00079
12 October 202065-0.45218-0.452181.000811.00081
13 October 202066-0.45183-0.451831.000821.00082
14 October 202067-0.45147-0.451471.000831.00083
15 October 202068-0.45112-0.451121.000841.00084
16 October 202069-0.45076-0.450761.000851.00085
17 October 202070-0.45041-0.450411.000861.00086
18 October 202071-0.45005-0.450051.000881.00088
19 October 202072-0.44970-0.449701.000891.00089
20 October 202073-0.44934-0.449341.000901.00090
21 October 202074-0.44899-0.448991.000911.00091
22 October 202075-0.44863-0.448631.000921.00092
23 October 202076-0.44828-0.448281.000931.00093
24 October 202077-0.44792-0.447921.000951.00095
25 October 202078-0.44757-0.447571.000961.00096
26 October 202079-0.44721-0.447211.000971.00097
27 October 202080-0.44686-0.446861.000981.00098
28 October 202081-0.44650-0.446501.000991.00099
29 October 202082-0.44615-0.446151.001001.00100
30 October 202083-0.44579-0.445791.001011.00101
31 October 202084-0.44544-0.445441.001031.00103
1 November 202085-0.44508-0.445081.001041.00104
2 November 202086-0.44473-0.444731.001051.00105
3 November 202087-0.44437-0.444371.001061.00106
4 November 202088-0.44402-0.444021.001071.00107
5 November 202089-0.44366-0.443661.001081.00108
6 November 202090-0.44331-0.443311.001091.00109
7 November 202091-0.44295-0.442951.001111.00111
8 November 202092-0.44306-0.443061.001121.00112
9 November 202093-0.44316-0.443161.001131.00113
10 November 202094-0.44326-0.443261.001141.00114
11 November 202095-0.44336-0.443361.001151.00115
12 November 202096-0.44346-0.443461.001171.00117
13 November 202097-0.44357-0.443571.001181.00118
14 November 202098-0.44367-0.443671.001191.00119
15 November 202099-0.44377-0.443771.001201.00120
16 November 2020100-0.44387-0.443871.001221.00122
17 November 2020101-0.44397-0.443971.001231.00123
18 November 2020102-0.44407-0.444071.001241.00124
19 November 2020103-0.44418-0.444181.001251.00125
20 November 2020104-0.44428-0.444281.001271.00127
21 November 2020105-0.44438-0.444381.001281.00128
22 November 2020106-0.44448-0.444481.001291.00129
23 November 2020107-0.44458-0.444581.001301.00130
24 November 2020108-0.44469-0.444691.001321.00132
25 November 2020109-0.44479-0.444791.001331.00133
26 November 2020110-0.44489-0.444891.001341.00134
27 November 2020111-0.44499-0.444991.001351.00135
28 November 2020112-0.44509-0.445091.001371.00137
29 November 2020113-0.44519-0.445191.001381.00138
30 November 2020114-0.44530-0.445301.001391.00139
1 December 2020115-0.44540-0.445401.001401.00140
2 December 2020116-0.44550-0.445501.001421.00142
3 December 2020117-0.44560-0.445601.001431.00143
4 December 2020118-0.44570-0.445701.001441.00144
5 December 2020119-0.44581-0.445811.001451.00145
6 December 2020120-0.44591-0.445911.001471.00147
7 December 2020121-0.44601-0.446011.001481.00148
8 December 2020122-0.44611-0.446111.001491.00149
9 December 2020123-0.44621-0.446211.001501.00150
10 December 2020124-0.44631-0.446311.001521.00152
11 December 2020125-0.44642-0.446421.001531.00153
12 December 2020126-0.44652-0.446521.001541.00154
13 December 2020127-0.44662-0.446621.001561.00156
14 December 2020128-0.44672-0.446721.001571.00157
15 December 2020129-0.44682-0.446821.001581.00158
16 December 2020130-0.44693-0.446931.001591.00159
17 December 2020131-0.44703-0.447031.001611.00161
18 December 2020132-0.44713-0.447131.001621.00162
19 December 2020133-0.44723-0.447231.001631.00163
20 December 2020134-0.44733-0.447331.001641.00164
21 December 2020135-0.44743-0.447431.001661.00166
22 December 2020136-0.44754-0.447541.001671.00167
23 December 2020137-0.44764-0.447641.001681.00168
24 December 2020138-0.44774-0.447741.001691.00169
25 December 2020139-0.44784-0.447841.001711.00171
26 December 2020140-0.44794-0.447941.001721.00172
27 December 2020141-0.44805-0.448051.001731.00173
28 December 2020142-0.44815-0.448151.001751.00175
29 December 2020143-0.44825-0.448251.001761.00176
30 December 2020144-0.44835-0.448351.001771.00177
31 December 2020145-0.44845-0.448451.001781.00178
1 January 2021146-0.44855-0.448551.001801.00180
2 January 2021147-0.44866-0.448661.001811.00181
3 January 2021148-0.44876-0.448761.001821.00182
4 January 2021149-0.44886-0.448861.001831.00183
5 January 2021150-0.44896-0.448961.001851.00185
6 January 2021151-0.44906-0.449061.001861.00186
7 January 2021152-0.44917-0.449171.001871.00187
8 January 2021153-0.44927-0.449271.001891.00189
9 January 2021154-0.44937-0.449371.001901.00190
10 January 2021155-0.44947-0.449471.001911.00191
11 January 2021156-0.44957-0.449571.001921.00192
12 January 2021157-0.44967-0.449671.001941.00194
13 January 2021158-0.44978-0.449781.001951.00195
14 January 2021159-0.44988-0.449881.001961.00196
15 January 2021160-0.44998-0.449981.001971.00197
16 January 2021161-0.45008-0.450081.001991.00199
17 January 2021162-0.45018-0.450181.002001.00200
18 January 2021163-0.45029-0.450291.002011.00201
19 January 2021164-0.45039-0.450391.002031.00203
20 January 2021165-0.45049-0.450491.002041.00204
21 January 2021166-0.45059-0.450591.002051.00205
22 January 2021167-0.45069-0.450691.002061.00206
23 January 2021168-0.45079-0.450791.002081.00208
24 January 2021169-0.45090-0.450901.002091.00209
25 January 2021170-0.45100-0.451001.002101.00210
26 January 2021171-0.45110-0.451101.002121.00212
27 January 2021172-0.45120-0.451201.002131.00213
28 January 2021173-0.45130-0.451301.002141.00214
29 January 2021174-0.45141-0.451411.002151.00215
30 January 2021175-0.45151-0.451511.002171.00217
31 January 2021176-0.45161-0.451611.002181.00218
1 February 2021177-0.45171-0.451711.002191.00219
2 February 2021178-0.45181-0.451811.002211.00221
3 February 2021179-0.45191-0.451911.002221.00222
4 February 2021180-0.45202-0.452021.002231.00223
5 February 2021181-0.45212-0.452121.002241.00224
6 February 2021182-0.45222-0.452221.002261.00226
7 February 2021183-0.45209-0.452091.002271.00227
8 February 2021184-0.45196-0.451961.002281.00228
9 February 2021185-0.45183-0.451831.002291.00229
10 February 2021186-0.45170-0.451701.002301.00230
11 February 2021187-0.45157-0.451571.002321.00232
12 February 2021188-0.45145-0.451451.002331.00233
13 February 2021189-0.45132-0.451321.002341.00234
14 February 2021190-0.45119-0.451191.002351.00235
15 February 2021191-0.45106-0.451061.002361.00236
16 February 2021192-0.45093-0.450931.002371.00237
17 February 2021193-0.45080-0.450801.002391.00239
18 February 2021194-0.45067-0.450671.002401.00240
19 February 2021195-0.45054-0.450541.002411.00241
20 February 2021196-0.45041-0.450411.002421.00242
21 February 2021197-0.45029-0.450291.002431.00243
22 February 2021198-0.45016-0.450161.002451.00245
23 February 2021199-0.45003-0.450031.002461.00246
24 February 2021200-0.44990-0.449901.002471.00247
25 February 2021201-0.44977-0.449771.002481.00248
26 February 2021202-0.44964-0.449641.002491.00249
27 February 2021203-0.44951-0.449511.002501.00250
28 February 2021204-0.44938-0.449381.002511.00251
1 March 2021205-0.44925-0.449251.002531.00253
2 March 2021206-0.44913-0.449131.002541.00254
3 March 2021207-0.44900-0.449001.002551.00255
4 March 2021208-0.44887-0.448871.002561.00256
5 March 2021209-0.44874-0.448741.002571.00257
6 March 2021210-0.44861-0.448611.002581.00258
7 March 2021211-0.44848-0.448481.002601.00260
8 March 2021212-0.44835-0.448351.002611.00261
9 March 2021213-0.44822-0.448221.002621.00262
10 March 2021214-0.44809-0.448091.002631.00263
11 March 2021215-0.44797-0.447971.002641.00264
12 March 2021216-0.44784-0.447841.002651.00265
13 March 2021217-0.44771-0.447711.002671.00267
14 March 2021218-0.44758-0.447581.002681.00268
15 March 2021219-0.44745-0.447451.002691.00269
16 March 2021220-0.44732-0.447321.002701.00270
17 March 2021221-0.44719-0.447191.002711.00271
18 March 2021222-0.44706-0.447061.002721.00272
19 March 2021223-0.44693-0.446931.002731.00273
20 March 2021224-0.44680-0.446801.002751.00275
21 March 2021225-0.44668-0.446681.002761.00276
22 March 2021226-0.44655-0.446551.002771.00277
23 March 2021227-0.44642-0.446421.002781.00278
24 March 2021228-0.44629-0.446291.002791.00279
25 March 2021229-0.44616-0.446161.002801.00280
26 March 2021230-0.44603-0.446031.002811.00281
27 March 2021231-0.44590-0.445901.002831.00283
28 March 2021232-0.44577-0.445771.002841.00284
29 March 2021233-0.44564-0.445641.002851.00285
30 March 2021234-0.44552-0.445521.002861.00286
31 March 2021235-0.44539-0.445391.002871.00287
1 April 2021236-0.44526-0.445261.002881.00288
2 April 2021237-0.44513-0.445131.002891.00289
3 April 2021238-0.44500-0.445001.002911.00291
4 April 2021239-0.44487-0.444871.002921.00292
5 April 2021240-0.44474-0.444741.002931.00293
6 April 2021241-0.44461-0.444611.002941.00294
7 April 2021242-0.44448-0.444481.002951.00295
8 April 2021243-0.44436-0.444361.002961.00296
9 April 2021244-0.44423-0.444231.002971.00297
10 April 2021245-0.44410-0.444101.002991.00299
11 April 2021246-0.44397-0.443971.003001.00300
12 April 2021247-0.44384-0.443841.003011.00301
13 April 2021248-0.44371-0.443711.003021.00302
14 April 2021249-0.44358-0.443581.003031.00303
15 April 2021250-0.44345-0.443451.003041.00304
16 April 2021251-0.44332-0.443321.003051.00305
17 April 2021252-0.44320-0.443201.003061.00306
18 April 2021253-0.44307-0.443071.003081.00308
19 April 2021254-0.44294-0.442941.003091.00309
20 April 2021255-0.44281-0.442811.003101.00310
21 April 2021256-0.44268-0.442681.003111.00311
22 April 2021257-0.44255-0.442551.003121.00312
23 April 2021258-0.44242-0.442421.003131.00313
24 April 2021259-0.44229-0.442291.003141.00314
25 April 2021260-0.44216-0.442161.003151.00315
26 April 2021261-0.44203-0.442031.003171.00317
27 April 2021262-0.44191-0.441911.003181.00318
28 April 2021263-0.44178-0.441781.003191.00319
29 April 2021264-0.44165-0.441651.003201.00320
30 April 2021265-0.44152-0.441521.003211.00321
1 May 2021266-0.44139-0.441391.003221.00322
2 May 2021267-0.44126-0.441261.003231.00323
3 May 2021268-0.44113-0.441131.003241.00324
4 May 2021269-0.44100-0.441001.003261.00326
5 May 2021270-0.44087-0.440871.003271.00327
6 May 2021271-0.44075-0.440751.003281.00328
7 May 2021272-0.44062-0.440621.003291.00329
8 May 2021273-0.44049-0.440491.003301.00330
9 May 2021274-0.44036-0.440361.003311.00331
10 May 2021275-0.44023-0.440231.003321.00332
11 May 2021276-0.44010-0.440101.003331.00333
12 May 2021277-0.43997-0.439971.003341.00334
13 May 2021278-0.43984-0.439841.003361.00336
14 May 2021279-0.43971-0.439711.003371.00337
15 May 2021280-0.43959-0.439591.003381.00338
16 May 2021281-0.43946-0.439461.003391.00339
17 May 2021282-0.43933-0.439331.003401.00340
18 May 2021283-0.43920-0.439201.003411.00341
19 May 2021284-0.43907-0.439071.003421.00342
20 May 2021285-0.43894-0.438941.003431.00343
21 May 2021286-0.43881-0.438811.003441.00344
22 May 2021287-0.43868-0.438681.003461.00346
23 May 2021288-0.43855-0.438551.003471.00347
24 May 2021289-0.43843-0.438431.003481.00348
25 May 2021290-0.43830-0.438301.003491.00349
26 May 2021291-0.43817-0.438171.003501.00350
27 May 2021292-0.43804-0.438041.003511.00351
28 May 2021293-0.43791-0.437911.003521.00352
29 May 2021294-0.43778-0.437781.003531.00353
30 May 2021295-0.43765-0.437651.003541.00354
31 May 2021296-0.43752-0.437521.003551.00355
1 June 2021297-0.43739-0.437391.003571.00357
2 June 2021298-0.43726-0.437261.003581.00358
3 June 2021299-0.43714-0.437141.003591.00359
4 June 2021300-0.43701-0.437011.003601.00360
5 June 2021301-0.43688-0.436881.003611.00361
6 June 2021302-0.43675-0.436751.003621.00362
7 June 2021303-0.43662-0.436621.003631.00363
8 June 2021304-0.43649-0.436491.003641.00364
9 June 2021305-0.43636-0.436361.003651.00365
10 June 2021306-0.43623-0.436231.003661.00366
11 June 2021307-0.43610-0.436101.003671.00367
12 June 2021308-0.43598-0.435981.003691.00369
13 June 2021309-0.43585-0.435851.003701.00370
14 June 2021310-0.43572-0.435721.003711.00371
15 June 2021311-0.43559-0.435591.003721.00372
16 June 2021312-0.43546-0.435461.003731.00373
17 June 2021313-0.43533-0.435331.003741.00374
18 June 2021314-0.43520-0.435201.003751.00375
19 June 2021315-0.43507-0.435071.003761.00376
20 June 2021316-0.43494-0.434941.003771.00377
21 June 2021317-0.43482-0.434821.003781.00378
22 June 2021318-0.43469-0.434691.003791.00379
23 June 2021319-0.43456-0.434561.003811.00381
24 June 2021320-0.43443-0.434431.003821.00382
25 June 2021321-0.43430-0.434301.003831.00383
26 June 2021322-0.43417-0.434171.003841.00384
27 June 2021323-0.43404-0.434041.003851.00385
28 June 2021324-0.43391-0.433911.003861.00386
29 June 2021325-0.43378-0.433781.003871.00387
30 June 2021326-0.43366-0.433661.003881.00388
1 July 2021327-0.43353-0.433531.003891.00389
2 July 2021328-0.43340-0.433401.003901.00390
3 July 2021329-0.43327-0.433271.003911.00391
4 July 2021330-0.43314-0.433141.003921.00392
5 July 2021331-0.43301-0.433011.003931.00393
6 July 2021332-0.43288-0.432881.003951.00395
7 July 2021333-0.43275-0.432751.003961.00396
8 July 2021334-0.43262-0.432621.003971.00397
9 July 2021335-0.43249-0.432491.003981.00398
10 July 2021336-0.43237-0.432371.003991.00399
11 July 2021337-0.43224-0.432241.004001.00400
12 July 2021338-0.43211-0.432111.004011.00401
13 July 2021339-0.43198-0.431981.004021.00402
14 July 2021340-0.43185-0.431851.004031.00403
15 July 2021341-0.43172-0.431721.004041.00404
16 July 2021342-0.43159-0.431591.004051.00405
17 July 2021343-0.43146-0.431461.004061.00406
18 July 2021344-0.43133-0.431331.004071.00407
19 July 2021345-0.43121-0.431211.004081.00408
20 July 2021346-0.43108-0.431081.004091.00409
21 July 2021347-0.43095-0.430951.004111.00411
22 July 2021348-0.43082-0.430821.004121.00412
23 July 2021349-0.43069-0.430691.004131.00413
24 July 2021350-0.43056-0.430561.004141.00414
25 July 2021351-0.43043-0.430431.004151.00415
26 July 2021352-0.43030-0.430301.004161.00416
27 July 2021353-0.43017-0.430171.004171.00417
28 July 2021354-0.43005-0.430051.004181.00418
29 July 2021355-0.42992-0.429921.004191.00419
30 July 2021356-0.42979-0.429791.004201.00420
31 July 2021357-0.42966-0.429661.004211.00421
1 August 2021358-0.42953-0.429531.004221.00422
2 August 2021359-0.42940-0.429401.004231.00423
3 August 2021360-0.42927-0.429271.004241.00424
4 August 2021361-0.42914-0.429141.004251.00425
5 August 2021362-0.42901-0.429011.004261.00426
6 August 2021363-0.42889-0.428891.004271.00427
7 August 2021364-0.42876-0.428761.004291.00429
8 August 2021365-0.42863-0.428631.004301.00430
8 September 2021396-0.42863-0.428631.004661.00466
8 October 2021426-0.42863-0.428631.005021.00502
8 November 2021457-0.42863-0.428631.005381.00538
8 December 2021487-0.42863-0.428631.005741.00574
7 January 2022517-0.42863-0.428631.006091.00609
6 February 2022547-0.42863-0.428631.006441.00644
9 March 2022578-0.42863-0.428631.006811.00681
9 April 2022609-0.42863-0.428631.007181.00718
9 May 2022639-0.42863-0.428631.007531.00753
9 June 2022670-0.42863-0.428631.007901.00790
9 July 2022700-0.42863-0.428631.008251.00825
8 August 2022730-0.42863-0.428631.008611.00861
7 August 20231094-0.42863-0.428631.012931.01293
6 August 20241459-0.42863-0.428631.017281.01728
7 August 20251825-0.42863-0.428631.021661.02166
7 August 20262190-0.42863-0.428631.026051.02605
7 February 20272374-0.42863-0.428631.028271.02827
8 August 20272556-0.42863-0.428631.030471.03047
8 August 20282922-0.42863-0.428631.034911.03491
7 November 20283013-0.42863-0.428631.036021.03602
8 August 20293287-0.42863-0.428631.039351.03935
7 August 20303651-0.42863-0.428631.043811.04381
9 August 20314018-0.42863-0.428631.048321.04832
8 August 20324383-0.42863-0.428631.052821.05282
8 August 20334748-0.42863-0.428631.057341.05734
9 August 20345114-0.42863-0.428631.061891.06189
6 August 20355476-0.42863-0.428631.066421.06642
7 August 20407304-0.42863-0.428631.089561.08956
7 August 20459130-0.42863-0.428631.113171.11317
9 August 205010958-0.42863-0.428631.137331.13733
9 August 205512784-0.42863-0.428631.161981.16198
8 August 206014610-0.42863-0.428631.187171.18717