European primary money-market curve

Curve last updated on 29 March 2023 at 09.22.36 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight12.894002.89400Effective
1 week72.879002.87900Effective
1 month302.902002.90200Effective
3 months913.012003.01200Effective
6 months1823.239003.23900Effective
1 year3653.469003.46900Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
31 March 202312.893892.893890.999920.99992
1 April 202322.891272.891270.999840.99984
2 April 202332.888662.888660.999760.99976
3 April 202342.886052.886050.999680.99968
4 April 202352.883432.883430.999610.99961
5 April 202362.880822.880820.999530.99953
6 April 202372.878212.878210.999450.99945
7 April 202382.879092.879090.999370.99937
8 April 202392.879972.879970.999290.99929
9 April 2023102.880862.880860.999210.99921
10 April 2023112.881742.881740.999130.99913
11 April 2023122.882632.882630.999050.99905
12 April 2023132.883512.883510.998970.99897
13 April 2023142.884402.884400.998890.99889
14 April 2023152.885282.885280.998820.99882
15 April 2023162.886162.886160.998740.99874
16 April 2023172.887052.887050.998660.99866
17 April 2023182.887932.887930.998580.99858
18 April 2023192.888822.888820.998500.99850
19 April 2023202.889702.889700.998420.99842
20 April 2023212.890592.890590.998340.99834
21 April 2023222.891472.891470.998260.99826
22 April 2023232.892352.892350.998180.99818
23 April 2023242.893242.893240.998100.99810
24 April 2023252.894122.894120.998020.99802
25 April 2023262.895012.895010.997940.99794
26 April 2023272.895892.895890.997860.99786
27 April 2023282.896782.896780.997780.99778
28 April 2023292.897662.897660.997700.99770
29 April 2023302.898542.898540.997620.99762
30 April 2023312.900222.900220.997540.99754
1 May 2023322.901902.901900.997460.99746
2 May 2023332.903572.903570.997380.99738
3 May 2023342.905252.905250.997300.99730
4 May 2023352.906922.906920.997220.99722
5 May 2023362.908602.908600.997140.99714
6 May 2023372.910272.910270.997050.99705
7 May 2023382.911952.911950.996970.99697
8 May 2023392.913622.913620.996890.99689
9 May 2023402.915302.915300.996810.99681
10 May 2023412.916972.916970.996730.99673
11 May 2023422.918652.918650.996650.99665
12 May 2023432.920332.920330.996570.99657
13 May 2023442.922002.922000.996480.99648
14 May 2023452.923682.923680.996400.99640
15 May 2023462.925352.925350.996320.99632
16 May 2023472.927032.927030.996240.99624
17 May 2023482.928702.928700.996160.99616
18 May 2023492.930382.930380.996070.99607
19 May 2023502.932052.932050.995990.99599
20 May 2023512.933732.933730.995910.99591
21 May 2023522.935402.935400.995830.99583
22 May 2023532.937082.937080.995740.99574
23 May 2023542.938762.938760.995660.99566
24 May 2023552.940432.940430.995580.99558
25 May 2023562.942112.942110.995500.99550
26 May 2023572.943782.943780.995410.99541
27 May 2023582.945462.945460.995330.99533
28 May 2023592.947132.947130.995250.99525
29 May 2023602.948812.948810.995160.99516
30 May 2023612.950482.950480.995080.99508
31 May 2023622.952162.952160.995000.99500
1 June 2023632.953832.953830.994910.99491
2 June 2023642.955512.955510.994830.99483
3 June 2023652.957192.957190.994750.99475
4 June 2023662.958862.958860.994660.99466
5 June 2023672.960542.960540.994580.99458
6 June 2023682.962212.962210.994500.99450
7 June 2023692.963892.963890.994410.99441
8 June 2023702.965562.965560.994330.99433
9 June 2023712.967242.967240.994240.99424
10 June 2023722.968912.968910.994160.99416
11 June 2023732.970592.970590.994080.99408
12 June 2023742.972262.972260.993990.99399
13 June 2023752.973942.973940.993910.99391
14 June 2023762.975622.975620.993820.99382
15 June 2023772.977292.977290.993740.99374
16 June 2023782.978972.978970.993650.99365
17 June 2023792.980642.980640.993570.99357
18 June 2023802.982322.982320.993480.99348
19 June 2023812.983992.983990.993400.99340
20 June 2023822.985672.985670.993320.99332
21 June 2023832.987342.987340.993230.99323
22 June 2023842.989022.989020.993140.99314
23 June 2023852.990692.990690.993060.99306
24 June 2023862.992372.992370.992970.99297
25 June 2023872.994052.994050.992890.99289
26 June 2023882.995722.995720.992800.99280
27 June 2023892.997402.997400.992720.99272
28 June 2023902.999072.999070.992630.99263
29 June 2023913.000753.000750.992550.99255
30 June 2023923.003083.003080.992460.99246
1 July 2023933.005413.005410.992370.99237
2 July 2023943.007753.007750.992280.99228
3 July 2023953.010083.010080.992200.99220
4 July 2023963.012423.012420.992110.99211
5 July 2023973.014753.014750.992020.99202
6 July 2023983.017083.017080.991930.99193
7 July 2023993.019423.019420.991840.99184
8 July 20231003.021753.021750.991760.99176
9 July 20231013.024093.024090.991670.99167
10 July 20231023.026423.026420.991580.99158
11 July 20231033.028753.028750.991490.99149
12 July 20231043.031093.031090.991400.99140
13 July 20231053.033423.033420.991310.99131
14 July 20231063.035753.035750.991220.99122
15 July 20231073.038093.038090.991130.99113
16 July 20231083.040423.040420.991040.99104
17 July 20231093.042763.042760.990950.99095
18 July 20231103.045093.045090.990870.99087
19 July 20231113.047423.047420.990780.99078
20 July 20231123.049763.049760.990690.99069
21 July 20231133.052093.052090.990600.99060
22 July 20231143.054423.054420.990510.99051
23 July 20231153.056763.056760.990420.99042
24 July 20231163.059093.059090.990330.99033
25 July 20231173.061433.061430.990230.99023
26 July 20231183.063763.063760.990140.99014
27 July 20231193.066093.066090.990050.99005
28 July 20231203.068433.068430.989960.98996
29 July 20231213.070763.070760.989870.98987
30 July 20231223.073093.073090.989780.98978
31 July 20231233.075433.075430.989690.98969
1 August 20231243.077763.077760.989600.98960
2 August 20231253.080103.080100.989510.98951
3 August 20231263.082433.082430.989420.98942
4 August 20231273.084763.084760.989320.98932
5 August 20231283.087103.087100.989230.98923
6 August 20231293.089433.089430.989140.98914
7 August 20231303.091773.091770.989050.98905
8 August 20231313.094103.094100.988960.98896
9 August 20231323.096433.096430.988860.98886
10 August 20231333.098773.098770.988770.98877
11 August 20231343.101103.101100.988680.98868
12 August 20231353.103433.103430.988590.98859
13 August 20231363.105773.105770.988490.98849
14 August 20231373.108103.108100.988400.98840
15 August 20231383.110443.110440.988310.98831
16 August 20231393.112773.112770.988220.98822
17 August 20231403.115103.115100.988120.98812
18 August 20231413.117443.117440.988030.98803
19 August 20231423.119773.119770.987940.98794
20 August 20231433.122103.122100.987840.98784
21 August 20231443.124443.124440.987750.98775
22 August 20231453.126773.126770.987660.98766
23 August 20231463.129113.129110.987560.98756
24 August 20231473.131443.131440.987470.98747
25 August 20231483.133773.133770.987370.98737
26 August 20231493.136113.136110.987280.98728
27 August 20231503.138443.138440.987190.98719
28 August 20231513.140773.140770.987090.98709
29 August 20231523.143113.143110.987000.98700
30 August 20231533.145443.145440.986900.98690
31 August 20231543.147783.147780.986810.98681
1 September 20231553.150113.150110.986710.98671
2 September 20231563.152443.152440.986620.98662
3 September 20231573.154783.154780.986520.98652
4 September 20231583.157113.157110.986430.98643
5 September 20231593.159453.159450.986330.98633
6 September 20231603.161783.161780.986240.98624
7 September 20231613.164113.164110.986140.98614
8 September 20231623.166453.166450.986040.98604
9 September 20231633.168783.168780.985950.98595
10 September 20231643.171113.171110.985850.98585
11 September 20231653.173453.173450.985760.98576
12 September 20231663.175783.175780.985660.98566
13 September 20231673.178123.178120.985560.98556
14 September 20231683.180453.180450.985470.98547
15 September 20231693.182783.182780.985370.98537
16 September 20231703.185123.185120.985270.98527
17 September 20231713.187453.187450.985180.98518
18 September 20231723.189783.189780.985080.98508
19 September 20231733.192123.192120.984980.98498
20 September 20231743.194453.194450.984890.98489
21 September 20231753.196793.196790.984790.98479
22 September 20231763.199123.199120.984690.98469
23 September 20231773.201453.201450.984600.98460
24 September 20231783.203793.203790.984500.98450
25 September 20231793.206123.206120.984400.98440
26 September 20231803.208453.208450.984300.98430
27 September 20231813.210793.210790.984200.98420
28 September 20231823.213123.213120.984110.98411
29 September 20231833.214203.214200.984010.98401
30 September 20231843.215283.215280.983920.98392
1 October 20231853.216353.216350.983830.98383
2 October 20231863.217433.217430.983740.98374
3 October 20231873.218513.218510.983650.98365
4 October 20231883.219583.219580.983550.98355
5 October 20231893.220663.220660.983460.98346
6 October 20231903.221743.221740.983370.98337
7 October 20231913.222813.222810.983280.98328
8 October 20231923.223893.223890.983180.98318
9 October 20231933.224973.224970.983090.98309
10 October 20231943.226043.226040.983000.98300
11 October 20231953.227123.227120.982910.98291
12 October 20231963.228203.228200.982810.98281
13 October 20231973.229283.229280.982720.98272
14 October 20231983.230353.230350.982630.98263
15 October 20231993.231433.231430.982540.98254
16 October 20232003.232513.232510.982440.98244
17 October 20232013.233583.233580.982350.98235
18 October 20232023.234663.234660.982260.98226
19 October 20232033.235743.235740.982170.98217
20 October 20232043.236813.236810.982070.98207
21 October 20232053.237893.237890.981980.98198
22 October 20232063.238973.238970.981890.98189
23 October 20232073.240043.240040.981790.98179
24 October 20232083.241123.241120.981700.98170
25 October 20232093.242203.242200.981610.98161
26 October 20232103.243273.243270.981510.98151
27 October 20232113.244353.244350.981420.98142
28 October 20232123.245433.245430.981330.98133
29 October 20232133.246503.246500.981230.98123
30 October 20232143.247583.247580.981140.98114
31 October 20232153.248663.248660.981050.98105
1 November 20232163.249743.249740.980950.98095
2 November 20232173.250813.250810.980860.98086
3 November 20232183.251893.251890.980770.98077
4 November 20232193.252973.252970.980670.98067
5 November 20232203.254043.254040.980580.98058
6 November 20232213.255123.255120.980480.98048
7 November 20232223.256203.256200.980390.98039
8 November 20232233.257273.257270.980300.98030
9 November 20232243.258353.258350.980200.98020
10 November 20232253.259433.259430.980110.98011
11 November 20232263.260503.260500.980010.98001
12 November 20232273.261583.261580.979920.97992
13 November 20232283.262663.262660.979830.97983
14 November 20232293.263733.263730.979730.97973
15 November 20232303.264813.264810.979640.97964
16 November 20232313.265893.265890.979540.97954
17 November 20232323.266973.266970.979450.97945
18 November 20232333.268043.268040.979350.97935
19 November 20232343.269123.269120.979260.97926
20 November 20232353.270203.270200.979170.97917
21 November 20232363.271273.271270.979070.97907
22 November 20232373.272353.272350.978980.97898
23 November 20232383.273433.273430.978880.97888
24 November 20232393.274503.274500.978790.97879
25 November 20232403.275583.275580.978690.97869
26 November 20232413.276663.276660.978600.97860
27 November 20232423.277733.277730.978500.97850
28 November 20232433.278813.278810.978410.97841
29 November 20232443.279893.279890.978310.97831
30 November 20232453.280963.280960.978220.97822
1 December 20232463.282043.282040.978120.97812
2 December 20232473.283123.283120.978030.97803
3 December 20232483.284193.284190.977930.97793
4 December 20232493.285273.285270.977840.97784
5 December 20232503.286353.286350.977740.97774
6 December 20232513.287433.287430.977650.97765
7 December 20232523.288503.288500.977550.97755
8 December 20232533.289583.289580.977460.97746
9 December 20232543.290663.290660.977360.97736
10 December 20232553.291733.291730.977270.97727
11 December 20232563.292813.292810.977170.97717
12 December 20232573.293893.293890.977070.97707
13 December 20232583.294963.294960.976980.97698
14 December 20232593.296043.296040.976880.97688
15 December 20232603.297123.297120.976790.97679
16 December 20232613.298193.298190.976690.97669
17 December 20232623.299273.299270.976600.97660
18 December 20232633.300353.300350.976500.97650
19 December 20232643.301423.301420.976400.97640
20 December 20232653.302503.302500.976310.97631
21 December 20232663.303583.303580.976210.97621
22 December 20232673.304653.304650.976120.97612
23 December 20232683.305733.305730.976020.97602
24 December 20232693.306813.306810.975920.97592
25 December 20232703.307893.307890.975830.97583
26 December 20232713.308963.308960.975730.97573
27 December 20232723.310043.310040.975640.97564
28 December 20232733.311123.311120.975540.97554
29 December 20232743.312193.312190.975440.97544
30 December 20232753.313273.313270.975350.97535
31 December 20232763.314353.314350.975250.97525
1 January 20242773.315423.315420.975150.97515
2 January 20242783.316503.316500.975060.97506
3 January 20242793.317583.317580.974960.97496
4 January 20242803.318653.318650.974860.97486
5 January 20242813.319733.319730.974770.97477
6 January 20242823.320813.320810.974670.97467
7 January 20242833.321883.321880.974570.97457
8 January 20242843.322963.322960.974480.97448
9 January 20242853.324043.324040.974380.97438
10 January 20242863.325123.325120.974280.97428
11 January 20242873.326193.326190.974190.97419
12 January 20242883.327273.327270.974090.97409
13 January 20242893.328353.328350.973990.97399
14 January 20242903.329423.329420.973890.97389
15 January 20242913.330503.330500.973800.97380
16 January 20242923.331583.331580.973700.97370
17 January 20242933.332653.332650.973600.97360
18 January 20242943.333733.333730.973500.97350
19 January 20242953.334813.334810.973410.97341
20 January 20242963.335883.335880.973310.97331
21 January 20242973.336963.336960.973210.97321
22 January 20242983.338043.338040.973120.97312
23 January 20242993.339113.339110.973020.97302
24 January 20243003.340193.340190.972920.97292
25 January 20243013.341273.341270.972820.97282
26 January 20243023.342343.342340.972720.97272
27 January 20243033.343423.343420.972630.97263
28 January 20243043.344503.344500.972530.97253
29 January 20243053.345583.345580.972430.97243
30 January 20243063.346653.346650.972330.97233
31 January 20243073.347733.347730.972240.97224
1 February 20243083.348813.348810.972140.97214
2 February 20243093.349883.349880.972040.97204
3 February 20243103.350963.350960.971940.97194
4 February 20243113.352043.352040.971840.97184
5 February 20243123.353113.353110.971740.97174
6 February 20243133.354193.354190.971650.97165
7 February 20243143.355273.355270.971550.97155
8 February 20243153.356343.356340.971450.97145
9 February 20243163.357423.357420.971350.97135
10 February 20243173.358503.358500.971250.97125
11 February 20243183.359573.359570.971150.97115
12 February 20243193.360653.360650.971060.97106
13 February 20243203.361733.361730.970960.97096
14 February 20243213.362813.362810.970860.97086
15 February 20243223.363883.363880.970760.97076
16 February 20243233.364963.364960.970660.97066
17 February 20243243.366043.366040.970560.97056
18 February 20243253.367113.367110.970460.97046
19 February 20243263.368193.368190.970370.97037
20 February 20243273.369273.369270.970270.97027
21 February 20243283.370343.370340.970170.97017
22 February 20243293.371423.371420.970070.97007
23 February 20243303.372503.372500.969970.96997
24 February 20243313.373573.373570.969870.96987
25 February 20243323.374653.374650.969770.96977
26 February 20243333.375733.375730.969670.96967
27 February 20243343.376803.376800.969570.96957
28 February 20243353.377883.377880.969470.96947
29 February 20243363.378963.378960.969370.96937
1 March 20243373.380033.380030.969270.96927
2 March 20243383.381113.381110.969180.96918
3 March 20243393.382193.382190.969080.96908
4 March 20243403.383273.383270.968980.96898
5 March 20243413.384343.384340.968880.96888
6 March 20243423.385423.385420.968780.96878
7 March 20243433.386503.386500.968680.96868
8 March 20243443.387573.387570.968580.96858
9 March 20243453.388653.388650.968480.96848
10 March 20243463.389733.389730.968380.96838
11 March 20243473.390803.390800.968280.96828
12 March 20243483.391883.391880.968180.96818
13 March 20243493.392963.392960.968080.96808
14 March 20243503.394033.394030.967980.96798
15 March 20243513.395113.395110.967880.96788
16 March 20243523.396193.396190.967780.96778
17 March 20243533.397263.397260.967680.96768
18 March 20243543.398343.398340.967580.96758
19 March 20243553.399423.399420.967480.96748
20 March 20243563.400493.400490.967380.96738
21 March 20243573.401573.401570.967280.96728
22 March 20243583.402653.402650.967180.96718
23 March 20243593.403733.403730.967080.96708
24 March 20243603.404803.404800.966980.96698
25 March 20243613.405883.405880.966880.96688
26 March 20243623.406963.406960.966780.96678
27 March 20243633.408033.408030.966670.96667
28 March 20243643.409113.409110.966570.96657
29 March 20243653.410193.410190.966470.96647
29 April 20243963.410193.410190.963680.96368
29 May 20244263.410193.410190.960980.96098
29 June 20244573.410193.410190.958200.95820
29 July 20244873.410193.410190.955520.95552
28 August 20245173.410193.410190.952840.95284
27 September 20245473.410193.410190.950180.95018
28 October 20245783.410193.410190.947430.94743
28 November 20246093.410193.410190.944690.94469
28 December 20246393.410193.410190.942050.94205
28 January 20256703.410193.410190.939320.93932
27 February 20257003.410193.410190.936690.93669
29 March 20257303.410193.410190.934070.93407
28 March 202610943.410193.410190.902840.90284
28 March 202714593.410193.410190.872570.87257
28 March 202818253.410193.410190.843240.84324
28 March 202921903.410193.410190.814960.81496
28 September 202923743.410193.410190.801070.80107
29 March 203025563.410193.410190.787570.78757
30 March 203129223.410193.410190.761090.76109
29 June 203130133.410193.410190.754650.75465
29 March 203232873.410193.410190.735570.73557
28 March 203336513.410193.410190.710980.71098
30 March 203440183.410193.410190.687010.68701
30 March 203543833.410193.410190.663980.66398
29 March 203647483.410193.410190.641720.64172
30 March 203751143.410193.410190.620150.62015
27 March 203854763.410193.410190.599520.59952
29 March 204373043.410193.410190.505400.50540
28 March 204891303.410193.410190.426130.42613
30 March 2053109583.410193.410190.359230.35923
30 March 2058127843.410193.410190.302880.30288
30 March 2063146103.410193.410190.255380.25538