UK primary money-market curve

Curve last updated on 10 January 2022 at 05.46.55 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.666000.66600
1 week70.684750.68475Effective
1 month300.710630.71063Effective
2 months610.746130.74613Effective
3 months910.765500.76550Effective
6 months1820.809750.80975Effective
1 year3650.863250.86325Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
19 January 202210.665990.665990.999980.99998
20 January 202220.669110.669110.999960.99996
21 January 202230.672230.672230.999940.99994
22 January 202240.675350.675350.999930.99993
23 January 202250.678470.678470.999910.99991
24 January 202260.681590.681590.999890.99989
25 January 202270.684710.684710.999870.99987
26 January 202280.685820.685820.999850.99985
27 January 202290.686940.686940.999830.99983
28 January 2022100.688060.688060.999810.99981
29 January 2022110.689180.689180.999790.99979
30 January 2022120.690300.690300.999770.99977
31 January 2022130.691410.691410.999750.99975
1 February 2022140.692530.692530.999730.99973
2 February 2022150.693650.693650.999720.99972
3 February 2022160.694770.694770.999700.99970
4 February 2022170.695890.695890.999680.99968
5 February 2022180.697000.697000.999660.99966
6 February 2022190.698120.698120.999640.99964
7 February 2022200.699240.699240.999620.99962
8 February 2022210.700360.700360.999600.99960
9 February 2022220.701480.701480.999580.99958
10 February 2022230.702600.702600.999560.99956
11 February 2022240.703710.703710.999540.99954
12 February 2022250.704830.704830.999520.99952
13 February 2022260.705950.705950.999500.99950
14 February 2022270.707070.707070.999480.99948
15 February 2022280.708190.708190.999460.99946
16 February 2022290.709300.709300.999440.99944
17 February 2022300.710420.710420.999420.99942
18 February 2022310.711560.711560.999400.99940
19 February 2022320.712700.712700.999380.99938
20 February 2022330.713830.713830.999350.99935
21 February 2022340.714970.714970.999330.99933
22 February 2022350.716110.716110.999310.99931
23 February 2022360.717240.717240.999290.99929
24 February 2022370.718380.718380.999270.99927
25 February 2022380.719520.719520.999250.99925
26 February 2022390.720650.720650.999230.99923
27 February 2022400.721790.721790.999210.99921
28 February 2022410.722930.722930.999190.99919
1 March 2022420.724060.724060.999170.99917
2 March 2022430.725200.725200.999150.99915
3 March 2022440.726340.726340.999120.99912
4 March 2022450.727480.727480.999100.99910
5 March 2022460.728610.728610.999080.99908
6 March 2022470.729750.729750.999060.99906
7 March 2022480.730890.730890.999040.99904
8 March 2022490.732020.732020.999020.99902
9 March 2022500.733160.733160.999000.99900
10 March 2022510.734300.734300.998970.99897
11 March 2022520.735430.735430.998950.99895
12 March 2022530.736570.736570.998930.99893
13 March 2022540.737710.737710.998910.99891
14 March 2022550.738840.738840.998890.99889
15 March 2022560.739980.739980.998870.99887
16 March 2022570.741120.741120.998840.99884
17 March 2022580.742250.742250.998820.99882
18 March 2022590.743390.743390.998800.99880
19 March 2022600.744530.744530.998780.99878
20 March 2022610.745670.745670.998750.99875
21 March 2022620.746300.746300.998730.99873
22 March 2022630.746940.746940.998710.99871
23 March 2022640.747580.747580.998690.99869
24 March 2022650.748210.748210.998670.99867
25 March 2022660.748850.748850.998650.99865
26 March 2022670.749490.749490.998630.99863
27 March 2022680.750120.750120.998600.99860
28 March 2022690.750760.750760.998580.99858
29 March 2022700.751400.751400.998560.99856
30 March 2022710.752030.752030.998540.99854
31 March 2022720.752670.752670.998520.99852
1 April 2022730.753310.753310.998490.99849
2 April 2022740.753940.753940.998470.99847
3 April 2022750.754580.754580.998450.99845
4 April 2022760.755220.755220.998430.99843
5 April 2022770.755850.755850.998410.99841
6 April 2022780.756490.756490.998380.99838
7 April 2022790.757130.757130.998360.99836
8 April 2022800.757770.757770.998340.99834
9 April 2022810.758400.758400.998320.99832
10 April 2022820.759040.759040.998300.99830
11 April 2022830.759680.759680.998270.99827
12 April 2022840.760310.760310.998250.99825
13 April 2022850.760950.760950.998230.99823
14 April 2022860.761590.761590.998210.99821
15 April 2022870.762220.762220.998180.99818
16 April 2022880.762860.762860.998160.99816
17 April 2022890.763500.763500.998140.99814
18 April 2022900.764130.764130.998120.99812
19 April 2022910.764770.764770.998100.99810
20 April 2022920.765250.765250.998070.99807
21 April 2022930.765720.765720.998050.99805
22 April 2022940.766200.766200.998030.99803
23 April 2022950.766680.766680.998010.99801
24 April 2022960.767150.767150.997980.99798
25 April 2022970.767630.767630.997960.99796
26 April 2022980.768110.768110.997940.99794
27 April 2022990.768580.768580.997920.99792
28 April 20221000.769060.769060.997900.99790
29 April 20221010.769530.769530.997870.99787
30 April 20221020.770010.770010.997850.99785
1 May 20221030.770490.770490.997830.99783
2 May 20221040.770960.770960.997810.99781
3 May 20221050.771440.771440.997780.99778
4 May 20221060.771920.771920.997760.99776
5 May 20221070.772390.772390.997740.99774
6 May 20221080.772870.772870.997720.99772
7 May 20221090.773350.773350.997690.99769
8 May 20221100.773820.773820.997670.99767
9 May 20221110.774300.774300.997650.99765
10 May 20221120.774770.774770.997630.99763
11 May 20221130.775250.775250.997600.99760
12 May 20221140.775730.775730.997580.99758
13 May 20221150.776200.776200.997560.99756
14 May 20221160.776680.776680.997530.99753
15 May 20221170.777160.777160.997510.99751
16 May 20221180.777630.777630.997490.99749
17 May 20221190.778110.778110.997470.99747
18 May 20221200.778590.778590.997440.99744
19 May 20221210.779060.779060.997420.99742
20 May 20221220.779540.779540.997400.99740
21 May 20221230.780010.780010.997380.99738
22 May 20221240.780490.780490.997350.99735
23 May 20221250.780970.780970.997330.99733
24 May 20221260.781440.781440.997310.99731
25 May 20221270.781920.781920.997280.99728
26 May 20221280.782400.782400.997260.99726
27 May 20221290.782870.782870.997240.99724
28 May 20221300.783350.783350.997210.99721
29 May 20221310.783830.783830.997190.99719
30 May 20221320.784300.784300.997170.99717
31 May 20221330.784780.784780.997140.99714
1 June 20221340.785250.785250.997120.99712
2 June 20221350.785730.785730.997100.99710
3 June 20221360.786210.786210.997070.99707
4 June 20221370.786680.786680.997050.99705
5 June 20221380.787160.787160.997030.99703
6 June 20221390.787640.787640.997010.99701
7 June 20221400.788110.788110.996980.99698
8 June 20221410.788590.788590.996960.99696
9 June 20221420.789070.789070.996940.99694
10 June 20221430.789540.789540.996910.99691
11 June 20221440.790020.790020.996890.99689
12 June 20221450.790490.790490.996860.99686
13 June 20221460.790970.790970.996840.99684
14 June 20221470.791450.791450.996820.99682
15 June 20221480.791920.791920.996790.99679
16 June 20221490.792400.792400.996770.99677
17 June 20221500.792880.792880.996750.99675
18 June 20221510.793350.793350.996720.99672
19 June 20221520.793830.793830.996700.99670
20 June 20221530.794310.794310.996680.99668
21 June 20221540.794780.794780.996650.99665
22 June 20221550.795260.795260.996630.99663
23 June 20221560.795730.795730.996600.99660
24 June 20221570.796210.796210.996580.99658
25 June 20221580.796690.796690.996560.99656
26 June 20221590.797160.797160.996530.99653
27 June 20221600.797640.797640.996510.99651
28 June 20221610.798120.798120.996490.99649
29 June 20221620.798590.798590.996460.99646
30 June 20221630.799070.799070.996440.99644
1 July 20221640.799550.799550.996410.99641
2 July 20221650.800020.800020.996390.99639
3 July 20221660.800500.800500.996370.99637
4 July 20221670.800970.800970.996340.99634
5 July 20221680.801450.801450.996320.99632
6 July 20221690.801930.801930.996290.99629
7 July 20221700.802400.802400.996270.99627
8 July 20221710.802880.802880.996250.99625
9 July 20221720.803360.803360.996220.99622
10 July 20221730.803830.803830.996200.99620
11 July 20221740.804310.804310.996170.99617
12 July 20221750.804790.804790.996150.99615
13 July 20221760.805260.805260.996120.99612
14 July 20221770.805740.805740.996100.99610
15 July 20221780.806210.806210.996080.99608
16 July 20221790.806690.806690.996050.99605
17 July 20221800.807170.807170.996030.99603
18 July 20221810.807640.807640.996000.99600
19 July 20221820.808120.808120.995980.99598
20 July 20221830.808400.808400.995960.99596
21 July 20221840.808680.808680.995930.99593
22 July 20221850.808960.808960.995910.99591
23 July 20221860.809240.809240.995880.99588
24 July 20221870.809520.809520.995860.99586
25 July 20221880.809810.809810.995840.99584
26 July 20221890.810090.810090.995810.99581
27 July 20221900.810370.810370.995790.99579
28 July 20221910.810650.810650.995770.99577
29 July 20221920.810930.810930.995740.99574
30 July 20221930.811210.811210.995720.99572
31 July 20221940.811490.811490.995700.99570
1 August 20221950.811770.811770.995670.99567
2 August 20221960.812050.812050.995650.99565
3 August 20221970.812330.812330.995630.99563
4 August 20221980.812620.812620.995600.99560
5 August 20221990.812900.812900.995580.99558
6 August 20222000.813180.813180.995550.99555
7 August 20222010.813460.813460.995530.99553
8 August 20222020.813740.813740.995510.99551
9 August 20222030.814020.814020.995480.99548
10 August 20222040.814300.814300.995460.99546
11 August 20222050.814580.814580.995440.99544
12 August 20222060.814860.814860.995410.99541
13 August 20222070.815150.815150.995390.99539
14 August 20222080.815430.815430.995360.99536
15 August 20222090.815710.815710.995340.99534
16 August 20222100.815990.815990.995320.99532
17 August 20222110.816270.816270.995290.99529
18 August 20222120.816550.816550.995270.99527
19 August 20222130.816830.816830.995240.99524
20 August 20222140.817110.817110.995220.99522
21 August 20222150.817390.817390.995200.99520
22 August 20222160.817670.817670.995170.99517
23 August 20222170.817960.817960.995150.99515
24 August 20222180.818240.818240.995130.99513
25 August 20222190.818520.818520.995100.99510
26 August 20222200.818800.818800.995080.99508
27 August 20222210.819080.819080.995050.99505
28 August 20222220.819360.819360.995030.99503
29 August 20222230.819640.819640.995000.99500
30 August 20222240.819920.819920.994980.99498
31 August 20222250.820200.820200.994960.99496
1 September 20222260.820480.820480.994930.99493
2 September 20222270.820770.820770.994910.99491
3 September 20222280.821050.821050.994880.99488
4 September 20222290.821330.821330.994860.99486
5 September 20222300.821610.821610.994840.99484
6 September 20222310.821890.821890.994810.99481
7 September 20222320.822170.822170.994790.99479
8 September 20222330.822450.822450.994760.99476
9 September 20222340.822730.822730.994740.99474
10 September 20222350.823010.823010.994720.99472
11 September 20222360.823290.823290.994690.99469
12 September 20222370.823580.823580.994670.99467
13 September 20222380.823860.823860.994640.99464
14 September 20222390.824140.824140.994620.99462
15 September 20222400.824420.824420.994590.99459
16 September 20222410.824700.824700.994570.99457
17 September 20222420.824980.824980.994550.99455
18 September 20222430.825260.825260.994520.99452
19 September 20222440.825540.825540.994500.99450
20 September 20222450.825820.825820.994470.99447
21 September 20222460.826100.826100.994450.99445
22 September 20222470.826390.826390.994420.99442
23 September 20222480.826670.826670.994400.99440
24 September 20222490.826950.826950.994370.99437
25 September 20222500.827230.827230.994350.99435
26 September 20222510.827510.827510.994330.99433
27 September 20222520.827790.827790.994300.99430
28 September 20222530.828070.828070.994280.99428
29 September 20222540.828350.828350.994250.99425
30 September 20222550.828630.828630.994230.99423
1 October 20222560.828910.828910.994200.99420
2 October 20222570.829200.829200.994180.99418
3 October 20222580.829480.829480.994150.99415
4 October 20222590.829760.829760.994130.99413
5 October 20222600.830040.830040.994100.99410
6 October 20222610.830320.830320.994080.99408
7 October 20222620.830600.830600.994060.99406
8 October 20222630.830880.830880.994030.99403
9 October 20222640.831160.831160.994010.99401
10 October 20222650.831440.831440.993980.99398
11 October 20222660.831720.831720.993960.99396
12 October 20222670.832010.832010.993930.99393
13 October 20222680.832290.832290.993910.99391
14 October 20222690.832570.832570.993880.99388
15 October 20222700.832850.832850.993860.99386
16 October 20222710.833130.833130.993830.99383
17 October 20222720.833410.833410.993810.99381
18 October 20222730.833690.833690.993780.99378
19 October 20222740.833970.833970.993760.99376
20 October 20222750.834250.834250.993730.99373
21 October 20222760.834540.834540.993710.99371
22 October 20222770.834820.834820.993680.99368
23 October 20222780.835100.835100.993660.99366
24 October 20222790.835380.835380.993630.99363
25 October 20222800.835660.835660.993610.99361
26 October 20222810.835940.835940.993590.99359
27 October 20222820.836220.836220.993560.99356
28 October 20222830.836500.836500.993540.99354
29 October 20222840.836780.836780.993510.99351
30 October 20222850.837060.837060.993490.99349
31 October 20222860.837350.837350.993460.99346
1 November 20222870.837630.837630.993440.99344
2 November 20222880.837910.837910.993410.99341
3 November 20222890.838190.838190.993390.99339
4 November 20222900.838470.838470.993360.99336
5 November 20222910.838750.838750.993340.99334
6 November 20222920.839030.839030.993310.99331
7 November 20222930.839310.839310.993290.99329
8 November 20222940.839590.839590.993260.99326
9 November 20222950.839870.839870.993240.99324
10 November 20222960.840160.840160.993210.99321
11 November 20222970.840440.840440.993180.99318
12 November 20222980.840720.840720.993160.99316
13 November 20222990.841000.841000.993130.99313
14 November 20223000.841280.841280.993110.99311
15 November 20223010.841560.841560.993080.99308
16 November 20223020.841840.841840.993060.99306
17 November 20223030.842120.842120.993030.99303
18 November 20223040.842400.842400.993010.99301
19 November 20223050.842680.842680.992980.99298
20 November 20223060.842970.842970.992960.99296
21 November 20223070.843250.843250.992930.99293
22 November 20223080.843530.843530.992910.99291
23 November 20223090.843810.843810.992880.99288
24 November 20223100.844090.844090.992860.99286
25 November 20223110.844370.844370.992830.99283
26 November 20223120.844650.844650.992810.99281
27 November 20223130.844930.844930.992780.99278
28 November 20223140.845210.845210.992760.99276
29 November 20223150.845490.845490.992730.99273
30 November 20223160.845780.845780.992700.99270
1 December 20223170.846060.846060.992680.99268
2 December 20223180.846340.846340.992650.99265
3 December 20223190.846620.846620.992630.99263
4 December 20223200.846900.846900.992600.99260
5 December 20223210.847180.847180.992580.99258
6 December 20223220.847460.847460.992550.99255
7 December 20223230.847740.847740.992530.99253
8 December 20223240.848020.848020.992500.99250
9 December 20223250.848300.848300.992480.99248
10 December 20223260.848590.848590.992450.99245
11 December 20223270.848870.848870.992420.99242
12 December 20223280.849150.849150.992400.99240
13 December 20223290.849430.849430.992370.99237
14 December 20223300.849710.849710.992350.99235
15 December 20223310.849990.849990.992320.99232
16 December 20223320.850270.850270.992300.99230
17 December 20223330.850550.850550.992270.99227
18 December 20223340.850830.850830.992240.99224
19 December 20223350.851110.851110.992220.99222
20 December 20223360.851400.851400.992190.99219
21 December 20223370.851680.851680.992170.99217
22 December 20223380.851960.851960.992140.99214
23 December 20223390.852240.852240.992120.99212
24 December 20223400.852520.852520.992090.99209
25 December 20223410.852800.852800.992060.99206
26 December 20223420.853080.853080.992040.99204
27 December 20223430.853360.853360.992010.99201
28 December 20223440.853640.853640.991990.99199
29 December 20223450.853930.853930.991960.99196
30 December 20223460.854210.854210.991940.99194
31 December 20223470.854490.854490.991910.99191
1 January 20233480.854770.854770.991880.99188
2 January 20233490.855050.855050.991860.99186
3 January 20233500.855330.855330.991830.99183
4 January 20233510.855610.855610.991810.99181
5 January 20233520.855890.855890.991780.99178
6 January 20233530.856170.856170.991750.99175
7 January 20233540.856450.856450.991730.99173
8 January 20233550.856740.856740.991700.99170
9 January 20233560.857020.857020.991680.99168
10 January 20233570.857300.857300.991650.99165
11 January 20233580.857580.857580.991620.99162
12 January 20233590.857860.857860.991600.99160
13 January 20233600.858140.858140.991570.99157
14 January 20233610.858420.858420.991550.99155
15 January 20233620.858700.858700.991520.99152
16 January 20233630.858980.858980.991490.99149
17 January 20233640.859260.859260.991470.99147
18 January 20233650.859550.859550.991440.99144
18 February 20233960.859550.859550.990720.99072
20 March 20234260.859550.859550.990020.99002
20 April 20234570.859550.859550.989300.98930
20 May 20234870.859550.859550.988600.98860
19 June 20235170.859550.859550.987900.98790
19 July 20235470.859550.859550.987200.98720
19 August 20235780.859550.859550.986480.98648
19 September 20236090.859550.859550.985760.98576
19 October 20236390.859550.859550.985060.98506
19 November 20236700.859550.859550.984350.98435
19 December 20237000.859550.859550.983650.98365
18 January 20247300.859550.859550.982960.98296
16 January 202510940.859550.859550.974570.97457
16 January 202614590.859550.859550.966230.96623
17 January 202718250.859550.859550.957930.95793
17 January 202821900.859550.859550.949730.94973
19 July 202823740.859550.859550.945630.94563
17 January 202925560.859550.859550.941580.94158
18 January 203029220.859550.859550.933500.93350
19 April 203030130.859550.859550.931510.93151
18 January 203132870.859550.859550.925510.92551
17 January 203236510.859550.859550.917610.91761
18 January 203340180.859550.859550.909720.90972
18 January 203443830.859550.859550.901930.90193
18 January 203547480.859550.859550.894210.89421
19 January 203651140.859550.859550.886540.88654
15 January 203754760.859550.859550.879010.87901
17 January 204273040.859550.859550.841980.84198
17 January 204791300.859550.859550.806540.80654
19 January 2052109580.859550.859550.772560.77256
18 January 2057127840.859550.859550.740040.74004
18 January 2062146100.859550.859550.708890.70889