UK primary money-market curve

Curve last updated on 19 August 2019 at 08.17.23 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight10.668000.66800Effective
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
23 September 202110.667990.667990.999980.99998
24 September 202120.670780.670780.999960.99996
25 September 202130.673560.673560.999940.99994
26 September 202140.676350.676350.999930.99993
27 September 202150.679130.679130.999910.99991
28 September 202160.681920.681920.999890.99989
29 September 202170.684710.684710.999870.99987
30 September 202180.685820.685820.999850.99985
1 October 202190.686940.686940.999830.99983
2 October 2021100.688060.688060.999810.99981
3 October 2021110.689180.689180.999790.99979
4 October 2021120.690300.690300.999770.99977
5 October 2021130.691410.691410.999750.99975
6 October 2021140.692530.692530.999730.99973
7 October 2021150.693650.693650.999720.99972
8 October 2021160.694770.694770.999700.99970
9 October 2021170.695890.695890.999680.99968
10 October 2021180.697000.697000.999660.99966
11 October 2021190.698120.698120.999640.99964
12 October 2021200.699240.699240.999620.99962
13 October 2021210.700360.700360.999600.99960
14 October 2021220.701480.701480.999580.99958
15 October 2021230.702600.702600.999560.99956
16 October 2021240.703710.703710.999540.99954
17 October 2021250.704830.704830.999520.99952
18 October 2021260.705950.705950.999500.99950
19 October 2021270.707070.707070.999480.99948
20 October 2021280.708190.708190.999460.99946
21 October 2021290.709300.709300.999440.99944
22 October 2021300.710420.710420.999420.99942
23 October 2021310.711560.711560.999400.99940
24 October 2021320.712700.712700.999380.99938
25 October 2021330.713830.713830.999350.99935
26 October 2021340.714970.714970.999330.99933
27 October 2021350.716110.716110.999310.99931
28 October 2021360.717240.717240.999290.99929
29 October 2021370.718380.718380.999270.99927
30 October 2021380.719520.719520.999250.99925
31 October 2021390.720650.720650.999230.99923
1 November 2021400.721790.721790.999210.99921
2 November 2021410.722930.722930.999190.99919
3 November 2021420.724060.724060.999170.99917
4 November 2021430.725200.725200.999150.99915
5 November 2021440.726340.726340.999120.99912
6 November 2021450.727480.727480.999100.99910
7 November 2021460.728610.728610.999080.99908
8 November 2021470.729750.729750.999060.99906
9 November 2021480.730890.730890.999040.99904
10 November 2021490.732020.732020.999020.99902
11 November 2021500.733160.733160.999000.99900
12 November 2021510.734300.734300.998970.99897
13 November 2021520.735430.735430.998950.99895
14 November 2021530.736570.736570.998930.99893
15 November 2021540.737710.737710.998910.99891
16 November 2021550.738840.738840.998890.99889
17 November 2021560.739980.739980.998870.99887
18 November 2021570.741120.741120.998840.99884
19 November 2021580.742250.742250.998820.99882
20 November 2021590.743390.743390.998800.99880
21 November 2021600.744530.744530.998780.99878
22 November 2021610.745670.745670.998750.99875
23 November 2021620.746300.746300.998730.99873
24 November 2021630.746940.746940.998710.99871
25 November 2021640.747580.747580.998690.99869
26 November 2021650.748210.748210.998670.99867
27 November 2021660.748850.748850.998650.99865
28 November 2021670.749490.749490.998630.99863
29 November 2021680.750120.750120.998600.99860
30 November 2021690.750760.750760.998580.99858
1 December 2021700.751400.751400.998560.99856
2 December 2021710.752030.752030.998540.99854
3 December 2021720.752670.752670.998520.99852
4 December 2021730.753310.753310.998490.99849
5 December 2021740.753940.753940.998470.99847
6 December 2021750.754580.754580.998450.99845
7 December 2021760.755220.755220.998430.99843
8 December 2021770.755850.755850.998410.99841
9 December 2021780.756490.756490.998380.99838
10 December 2021790.757130.757130.998360.99836
11 December 2021800.757770.757770.998340.99834
12 December 2021810.758400.758400.998320.99832
13 December 2021820.759040.759040.998300.99830
14 December 2021830.759680.759680.998270.99827
15 December 2021840.760310.760310.998250.99825
16 December 2021850.760950.760950.998230.99823
17 December 2021860.761590.761590.998210.99821
18 December 2021870.762220.762220.998180.99818
19 December 2021880.762860.762860.998160.99816
20 December 2021890.763500.763500.998140.99814
21 December 2021900.764130.764130.998120.99812
22 December 2021910.764770.764770.998100.99810
23 December 2021920.765250.765250.998070.99807
24 December 2021930.765720.765720.998050.99805
25 December 2021940.766200.766200.998030.99803
26 December 2021950.766680.766680.998010.99801
27 December 2021960.767150.767150.997980.99798
28 December 2021970.767630.767630.997960.99796
29 December 2021980.768110.768110.997940.99794
30 December 2021990.768580.768580.997920.99792
31 December 20211000.769060.769060.997900.99790
1 January 20221010.769530.769530.997870.99787
2 January 20221020.770010.770010.997850.99785
3 January 20221030.770490.770490.997830.99783
4 January 20221040.770960.770960.997810.99781
5 January 20221050.771440.771440.997780.99778
6 January 20221060.771920.771920.997760.99776
7 January 20221070.772390.772390.997740.99774
8 January 20221080.772870.772870.997720.99772
9 January 20221090.773350.773350.997690.99769
10 January 20221100.773820.773820.997670.99767
11 January 20221110.774300.774300.997650.99765
12 January 20221120.774770.774770.997630.99763
13 January 20221130.775250.775250.997600.99760
14 January 20221140.775730.775730.997580.99758
15 January 20221150.776200.776200.997560.99756
16 January 20221160.776680.776680.997530.99753
17 January 20221170.777160.777160.997510.99751
18 January 20221180.777630.777630.997490.99749
19 January 20221190.778110.778110.997470.99747
20 January 20221200.778590.778590.997440.99744
21 January 20221210.779060.779060.997420.99742
22 January 20221220.779540.779540.997400.99740
23 January 20221230.780010.780010.997380.99738
24 January 20221240.780490.780490.997350.99735
25 January 20221250.780970.780970.997330.99733
26 January 20221260.781440.781440.997310.99731
27 January 20221270.781920.781920.997280.99728
28 January 20221280.782400.782400.997260.99726
29 January 20221290.782870.782870.997240.99724
30 January 20221300.783350.783350.997210.99721
31 January 20221310.783830.783830.997190.99719
1 February 20221320.784300.784300.997170.99717
2 February 20221330.784780.784780.997140.99714
3 February 20221340.785250.785250.997120.99712
4 February 20221350.785730.785730.997100.99710
5 February 20221360.786210.786210.997070.99707
6 February 20221370.786680.786680.997050.99705
7 February 20221380.787160.787160.997030.99703
8 February 20221390.787640.787640.997010.99701
9 February 20221400.788110.788110.996980.99698
10 February 20221410.788590.788590.996960.99696
11 February 20221420.789070.789070.996940.99694
12 February 20221430.789540.789540.996910.99691
13 February 20221440.790020.790020.996890.99689
14 February 20221450.790490.790490.996860.99686
15 February 20221460.790970.790970.996840.99684
16 February 20221470.791450.791450.996820.99682
17 February 20221480.791920.791920.996790.99679
18 February 20221490.792400.792400.996770.99677
19 February 20221500.792880.792880.996750.99675
20 February 20221510.793350.793350.996720.99672
21 February 20221520.793830.793830.996700.99670
22 February 20221530.794310.794310.996680.99668
23 February 20221540.794780.794780.996650.99665
24 February 20221550.795260.795260.996630.99663
25 February 20221560.795730.795730.996600.99660
26 February 20221570.796210.796210.996580.99658
27 February 20221580.796690.796690.996560.99656
28 February 20221590.797160.797160.996530.99653
1 March 20221600.797640.797640.996510.99651
2 March 20221610.798120.798120.996490.99649
3 March 20221620.798590.798590.996460.99646
4 March 20221630.799070.799070.996440.99644
5 March 20221640.799550.799550.996410.99641
6 March 20221650.800020.800020.996390.99639
7 March 20221660.800500.800500.996370.99637
8 March 20221670.800970.800970.996340.99634
9 March 20221680.801450.801450.996320.99632
10 March 20221690.801930.801930.996290.99629
11 March 20221700.802400.802400.996270.99627
12 March 20221710.802880.802880.996250.99625
13 March 20221720.803360.803360.996220.99622
14 March 20221730.803830.803830.996200.99620
15 March 20221740.804310.804310.996170.99617
16 March 20221750.804790.804790.996150.99615
17 March 20221760.805260.805260.996120.99612
18 March 20221770.805740.805740.996100.99610
19 March 20221780.806210.806210.996080.99608
20 March 20221790.806690.806690.996050.99605
21 March 20221800.807170.807170.996030.99603
22 March 20221810.807640.807640.996000.99600
23 March 20221820.808120.808120.995980.99598
24 March 20221830.808400.808400.995960.99596
25 March 20221840.808680.808680.995930.99593
26 March 20221850.808960.808960.995910.99591
27 March 20221860.809240.809240.995880.99588
28 March 20221870.809520.809520.995860.99586
29 March 20221880.809810.809810.995840.99584
30 March 20221890.810090.810090.995810.99581
31 March 20221900.810370.810370.995790.99579
1 April 20221910.810650.810650.995770.99577
2 April 20221920.810930.810930.995740.99574
3 April 20221930.811210.811210.995720.99572
4 April 20221940.811490.811490.995700.99570
5 April 20221950.811770.811770.995670.99567
6 April 20221960.812050.812050.995650.99565
7 April 20221970.812330.812330.995630.99563
8 April 20221980.812620.812620.995600.99560
9 April 20221990.812900.812900.995580.99558
10 April 20222000.813180.813180.995550.99555
11 April 20222010.813460.813460.995530.99553
12 April 20222020.813740.813740.995510.99551
13 April 20222030.814020.814020.995480.99548
14 April 20222040.814300.814300.995460.99546
15 April 20222050.814580.814580.995440.99544
16 April 20222060.814860.814860.995410.99541
17 April 20222070.815150.815150.995390.99539
18 April 20222080.815430.815430.995360.99536
19 April 20222090.815710.815710.995340.99534
20 April 20222100.815990.815990.995320.99532
21 April 20222110.816270.816270.995290.99529
22 April 20222120.816550.816550.995270.99527
23 April 20222130.816830.816830.995240.99524
24 April 20222140.817110.817110.995220.99522
25 April 20222150.817390.817390.995200.99520
26 April 20222160.817670.817670.995170.99517
27 April 20222170.817960.817960.995150.99515
28 April 20222180.818240.818240.995130.99513
29 April 20222190.818520.818520.995100.99510
30 April 20222200.818800.818800.995080.99508
1 May 20222210.819080.819080.995050.99505
2 May 20222220.819360.819360.995030.99503
3 May 20222230.819640.819640.995000.99500
4 May 20222240.819920.819920.994980.99498
5 May 20222250.820200.820200.994960.99496
6 May 20222260.820480.820480.994930.99493
7 May 20222270.820770.820770.994910.99491
8 May 20222280.821050.821050.994880.99488
9 May 20222290.821330.821330.994860.99486
10 May 20222300.821610.821610.994840.99484
11 May 20222310.821890.821890.994810.99481
12 May 20222320.822170.822170.994790.99479
13 May 20222330.822450.822450.994760.99476
14 May 20222340.822730.822730.994740.99474
15 May 20222350.823010.823010.994720.99472
16 May 20222360.823290.823290.994690.99469
17 May 20222370.823580.823580.994670.99467
18 May 20222380.823860.823860.994640.99464
19 May 20222390.824140.824140.994620.99462
20 May 20222400.824420.824420.994590.99459
21 May 20222410.824700.824700.994570.99457
22 May 20222420.824980.824980.994550.99455
23 May 20222430.825260.825260.994520.99452
24 May 20222440.825540.825540.994500.99450
25 May 20222450.825820.825820.994470.99447
26 May 20222460.826100.826100.994450.99445
27 May 20222470.826390.826390.994420.99442
28 May 20222480.826670.826670.994400.99440
29 May 20222490.826950.826950.994370.99437
30 May 20222500.827230.827230.994350.99435
31 May 20222510.827510.827510.994330.99433
1 June 20222520.827790.827790.994300.99430
2 June 20222530.828070.828070.994280.99428
3 June 20222540.828350.828350.994250.99425
4 June 20222550.828630.828630.994230.99423
5 June 20222560.828910.828910.994200.99420
6 June 20222570.829200.829200.994180.99418
7 June 20222580.829480.829480.994150.99415
8 June 20222590.829760.829760.994130.99413
9 June 20222600.830040.830040.994100.99410
10 June 20222610.830320.830320.994080.99408
11 June 20222620.830600.830600.994060.99406
12 June 20222630.830880.830880.994030.99403
13 June 20222640.831160.831160.994010.99401
14 June 20222650.831440.831440.993980.99398
15 June 20222660.831720.831720.993960.99396
16 June 20222670.832010.832010.993930.99393
17 June 20222680.832290.832290.993910.99391
18 June 20222690.832570.832570.993880.99388
19 June 20222700.832850.832850.993860.99386
20 June 20222710.833130.833130.993830.99383
21 June 20222720.833410.833410.993810.99381
22 June 20222730.833690.833690.993780.99378
23 June 20222740.833970.833970.993760.99376
24 June 20222750.834250.834250.993730.99373
25 June 20222760.834540.834540.993710.99371
26 June 20222770.834820.834820.993680.99368
27 June 20222780.835100.835100.993660.99366
28 June 20222790.835380.835380.993630.99363
29 June 20222800.835660.835660.993610.99361
30 June 20222810.835940.835940.993590.99359
1 July 20222820.836220.836220.993560.99356
2 July 20222830.836500.836500.993540.99354
3 July 20222840.836780.836780.993510.99351
4 July 20222850.837060.837060.993490.99349
5 July 20222860.837350.837350.993460.99346
6 July 20222870.837630.837630.993440.99344
7 July 20222880.837910.837910.993410.99341
8 July 20222890.838190.838190.993390.99339
9 July 20222900.838470.838470.993360.99336
10 July 20222910.838750.838750.993340.99334
11 July 20222920.839030.839030.993310.99331
12 July 20222930.839310.839310.993290.99329
13 July 20222940.839590.839590.993260.99326
14 July 20222950.839870.839870.993240.99324
15 July 20222960.840160.840160.993210.99321
16 July 20222970.840440.840440.993180.99318
17 July 20222980.840720.840720.993160.99316
18 July 20222990.841000.841000.993130.99313
19 July 20223000.841280.841280.993110.99311
20 July 20223010.841560.841560.993080.99308
21 July 20223020.841840.841840.993060.99306
22 July 20223030.842120.842120.993030.99303
23 July 20223040.842400.842400.993010.99301
24 July 20223050.842680.842680.992980.99298
25 July 20223060.842970.842970.992960.99296
26 July 20223070.843250.843250.992930.99293
27 July 20223080.843530.843530.992910.99291
28 July 20223090.843810.843810.992880.99288
29 July 20223100.844090.844090.992860.99286
30 July 20223110.844370.844370.992830.99283
31 July 20223120.844650.844650.992810.99281
1 August 20223130.844930.844930.992780.99278
2 August 20223140.845210.845210.992760.99276
3 August 20223150.845490.845490.992730.99273
4 August 20223160.845780.845780.992700.99270
5 August 20223170.846060.846060.992680.99268
6 August 20223180.846340.846340.992650.99265
7 August 20223190.846620.846620.992630.99263
8 August 20223200.846900.846900.992600.99260
9 August 20223210.847180.847180.992580.99258
10 August 20223220.847460.847460.992550.99255
11 August 20223230.847740.847740.992530.99253
12 August 20223240.848020.848020.992500.99250
13 August 20223250.848300.848300.992480.99248
14 August 20223260.848590.848590.992450.99245
15 August 20223270.848870.848870.992420.99242
16 August 20223280.849150.849150.992400.99240
17 August 20223290.849430.849430.992370.99237
18 August 20223300.849710.849710.992350.99235
19 August 20223310.849990.849990.992320.99232
20 August 20223320.850270.850270.992300.99230
21 August 20223330.850550.850550.992270.99227
22 August 20223340.850830.850830.992240.99224
23 August 20223350.851110.851110.992220.99222
24 August 20223360.851400.851400.992190.99219
25 August 20223370.851680.851680.992170.99217
26 August 20223380.851960.851960.992140.99214
27 August 20223390.852240.852240.992120.99212
28 August 20223400.852520.852520.992090.99209
29 August 20223410.852800.852800.992060.99206
30 August 20223420.853080.853080.992040.99204
31 August 20223430.853360.853360.992010.99201
1 September 20223440.853640.853640.991990.99199
2 September 20223450.853930.853930.991960.99196
3 September 20223460.854210.854210.991940.99194
4 September 20223470.854490.854490.991910.99191
5 September 20223480.854770.854770.991880.99188
6 September 20223490.855050.855050.991860.99186
7 September 20223500.855330.855330.991830.99183
8 September 20223510.855610.855610.991810.99181
9 September 20223520.855890.855890.991780.99178
10 September 20223530.856170.856170.991750.99175
11 September 20223540.856450.856450.991730.99173
12 September 20223550.856740.856740.991700.99170
13 September 20223560.857020.857020.991680.99168
14 September 20223570.857300.857300.991650.99165
15 September 20223580.857580.857580.991620.99162
16 September 20223590.857860.857860.991600.99160
17 September 20223600.858140.858140.991570.99157
18 September 20223610.858420.858420.991550.99155
19 September 20223620.858700.858700.991520.99152
20 September 20223630.858980.858980.991490.99149
21 September 20223640.859260.859260.991470.99147
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23 October 20223960.859550.859550.990720.99072
22 November 20224260.859550.859550.990020.99002
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22 January 20234870.859550.859550.988600.98860
21 February 20235170.859550.859550.987900.98790
23 March 20235470.859550.859550.987200.98720
23 April 20235780.859550.859550.986480.98648
24 May 20236090.859550.859550.985760.98576
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20 September 202514590.859550.859550.966230.96623
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21 September 202721900.859550.859550.949730.94973
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21 September 204173040.859550.859550.841980.84198
21 September 204691300.859550.859550.806540.80654
23 September 2051109580.859550.859550.772560.77256
22 September 2056127840.859550.859550.740040.74004
22 September 2061146100.859550.859550.708890.70889