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
24 October 202010.667990.667990.999980.99998
25 October 202020.670780.670780.999960.99996
26 October 202030.673560.673560.999940.99994
27 October 202040.676350.676350.999930.99993
28 October 202050.679130.679130.999910.99991
29 October 202060.681920.681920.999890.99989
30 October 202070.684710.684710.999870.99987
31 October 202080.685820.685820.999850.99985
1 November 202090.686940.686940.999830.99983
2 November 2020100.688060.688060.999810.99981
3 November 2020110.689180.689180.999790.99979
4 November 2020120.690300.690300.999770.99977
5 November 2020130.691410.691410.999750.99975
6 November 2020140.692530.692530.999730.99973
7 November 2020150.693650.693650.999720.99972
8 November 2020160.694770.694770.999700.99970
9 November 2020170.695890.695890.999680.99968
10 November 2020180.697000.697000.999660.99966
11 November 2020190.698120.698120.999640.99964
12 November 2020200.699240.699240.999620.99962
13 November 2020210.700360.700360.999600.99960
14 November 2020220.701480.701480.999580.99958
15 November 2020230.702600.702600.999560.99956
16 November 2020240.703710.703710.999540.99954
17 November 2020250.704830.704830.999520.99952
18 November 2020260.705950.705950.999500.99950
19 November 2020270.707070.707070.999480.99948
20 November 2020280.708190.708190.999460.99946
21 November 2020290.709300.709300.999440.99944
22 November 2020300.710420.710420.999420.99942
23 November 2020310.711560.711560.999400.99940
24 November 2020320.712700.712700.999380.99938
25 November 2020330.713830.713830.999350.99935
26 November 2020340.714970.714970.999330.99933
27 November 2020350.716110.716110.999310.99931
28 November 2020360.717240.717240.999290.99929
29 November 2020370.718380.718380.999270.99927
30 November 2020380.719520.719520.999250.99925
1 December 2020390.720650.720650.999230.99923
2 December 2020400.721790.721790.999210.99921
3 December 2020410.722930.722930.999190.99919
4 December 2020420.724060.724060.999170.99917
5 December 2020430.725200.725200.999150.99915
6 December 2020440.726340.726340.999120.99912
7 December 2020450.727480.727480.999100.99910
8 December 2020460.728610.728610.999080.99908
9 December 2020470.729750.729750.999060.99906
10 December 2020480.730890.730890.999040.99904
11 December 2020490.732020.732020.999020.99902
12 December 2020500.733160.733160.999000.99900
13 December 2020510.734300.734300.998970.99897
14 December 2020520.735430.735430.998950.99895
15 December 2020530.736570.736570.998930.99893
16 December 2020540.737710.737710.998910.99891
17 December 2020550.738840.738840.998890.99889
18 December 2020560.739980.739980.998870.99887
19 December 2020570.741120.741120.998840.99884
20 December 2020580.742250.742250.998820.99882
21 December 2020590.743390.743390.998800.99880
22 December 2020600.744530.744530.998780.99878
23 December 2020610.745670.745670.998750.99875
24 December 2020620.746300.746300.998730.99873
25 December 2020630.746940.746940.998710.99871
26 December 2020640.747580.747580.998690.99869
27 December 2020650.748210.748210.998670.99867
28 December 2020660.748850.748850.998650.99865
29 December 2020670.749490.749490.998630.99863
30 December 2020680.750120.750120.998600.99860
31 December 2020690.750760.750760.998580.99858
1 January 2021700.751400.751400.998560.99856
2 January 2021710.752030.752030.998540.99854
3 January 2021720.752670.752670.998520.99852
4 January 2021730.753310.753310.998490.99849
5 January 2021740.753940.753940.998470.99847
6 January 2021750.754580.754580.998450.99845
7 January 2021760.755220.755220.998430.99843
8 January 2021770.755850.755850.998410.99841
9 January 2021780.756490.756490.998380.99838
10 January 2021790.757130.757130.998360.99836
11 January 2021800.757770.757770.998340.99834
12 January 2021810.758400.758400.998320.99832
13 January 2021820.759040.759040.998300.99830
14 January 2021830.759680.759680.998270.99827
15 January 2021840.760310.760310.998250.99825
16 January 2021850.760950.760950.998230.99823
17 January 2021860.761590.761590.998210.99821
18 January 2021870.762220.762220.998180.99818
19 January 2021880.762860.762860.998160.99816
20 January 2021890.763500.763500.998140.99814
21 January 2021900.764130.764130.998120.99812
22 January 2021910.764770.764770.998100.99810
23 January 2021920.765250.765250.998070.99807
24 January 2021930.765720.765720.998050.99805
25 January 2021940.766200.766200.998030.99803
26 January 2021950.766680.766680.998010.99801
27 January 2021960.767150.767150.997980.99798
28 January 2021970.767630.767630.997960.99796
29 January 2021980.768110.768110.997940.99794
30 January 2021990.768580.768580.997920.99792
31 January 20211000.769060.769060.997900.99790
1 February 20211010.769530.769530.997870.99787
2 February 20211020.770010.770010.997850.99785
3 February 20211030.770490.770490.997830.99783
4 February 20211040.770960.770960.997810.99781
5 February 20211050.771440.771440.997780.99778
6 February 20211060.771920.771920.997760.99776
7 February 20211070.772390.772390.997740.99774
8 February 20211080.772870.772870.997720.99772
9 February 20211090.773350.773350.997690.99769
10 February 20211100.773820.773820.997670.99767
11 February 20211110.774300.774300.997650.99765
12 February 20211120.774770.774770.997630.99763
13 February 20211130.775250.775250.997600.99760
14 February 20211140.775730.775730.997580.99758
15 February 20211150.776200.776200.997560.99756
16 February 20211160.776680.776680.997530.99753
17 February 20211170.777160.777160.997510.99751
18 February 20211180.777630.777630.997490.99749
19 February 20211190.778110.778110.997470.99747
20 February 20211200.778590.778590.997440.99744
21 February 20211210.779060.779060.997420.99742
22 February 20211220.779540.779540.997400.99740
23 February 20211230.780010.780010.997380.99738
24 February 20211240.780490.780490.997350.99735
25 February 20211250.780970.780970.997330.99733
26 February 20211260.781440.781440.997310.99731
27 February 20211270.781920.781920.997280.99728
28 February 20211280.782400.782400.997260.99726
1 March 20211290.782870.782870.997240.99724
2 March 20211300.783350.783350.997210.99721
3 March 20211310.783830.783830.997190.99719
4 March 20211320.784300.784300.997170.99717
5 March 20211330.784780.784780.997140.99714
6 March 20211340.785250.785250.997120.99712
7 March 20211350.785730.785730.997100.99710
8 March 20211360.786210.786210.997070.99707
9 March 20211370.786680.786680.997050.99705
10 March 20211380.787160.787160.997030.99703
11 March 20211390.787640.787640.997010.99701
12 March 20211400.788110.788110.996980.99698
13 March 20211410.788590.788590.996960.99696
14 March 20211420.789070.789070.996940.99694
15 March 20211430.789540.789540.996910.99691
16 March 20211440.790020.790020.996890.99689
17 March 20211450.790490.790490.996860.99686
18 March 20211460.790970.790970.996840.99684
19 March 20211470.791450.791450.996820.99682
20 March 20211480.791920.791920.996790.99679
21 March 20211490.792400.792400.996770.99677
22 March 20211500.792880.792880.996750.99675
23 March 20211510.793350.793350.996720.99672
24 March 20211520.793830.793830.996700.99670
25 March 20211530.794310.794310.996680.99668
26 March 20211540.794780.794780.996650.99665
27 March 20211550.795260.795260.996630.99663
28 March 20211560.795730.795730.996600.99660
29 March 20211570.796210.796210.996580.99658
30 March 20211580.796690.796690.996560.99656
31 March 20211590.797160.797160.996530.99653
1 April 20211600.797640.797640.996510.99651
2 April 20211610.798120.798120.996490.99649
3 April 20211620.798590.798590.996460.99646
4 April 20211630.799070.799070.996440.99644
5 April 20211640.799550.799550.996410.99641
6 April 20211650.800020.800020.996390.99639
7 April 20211660.800500.800500.996370.99637
8 April 20211670.800970.800970.996340.99634
9 April 20211680.801450.801450.996320.99632
10 April 20211690.801930.801930.996290.99629
11 April 20211700.802400.802400.996270.99627
12 April 20211710.802880.802880.996250.99625
13 April 20211720.803360.803360.996220.99622
14 April 20211730.803830.803830.996200.99620
15 April 20211740.804310.804310.996170.99617
16 April 20211750.804790.804790.996150.99615
17 April 20211760.805260.805260.996120.99612
18 April 20211770.805740.805740.996100.99610
19 April 20211780.806210.806210.996080.99608
20 April 20211790.806690.806690.996050.99605
21 April 20211800.807170.807170.996030.99603
22 April 20211810.807640.807640.996000.99600
23 April 20211820.808120.808120.995980.99598
24 April 20211830.808400.808400.995960.99596
25 April 20211840.808680.808680.995930.99593
26 April 20211850.808960.808960.995910.99591
27 April 20211860.809240.809240.995880.99588
28 April 20211870.809520.809520.995860.99586
29 April 20211880.809810.809810.995840.99584
30 April 20211890.810090.810090.995810.99581
1 May 20211900.810370.810370.995790.99579
2 May 20211910.810650.810650.995770.99577
3 May 20211920.810930.810930.995740.99574
4 May 20211930.811210.811210.995720.99572
5 May 20211940.811490.811490.995700.99570
6 May 20211950.811770.811770.995670.99567
7 May 20211960.812050.812050.995650.99565
8 May 20211970.812330.812330.995630.99563
9 May 20211980.812620.812620.995600.99560
10 May 20211990.812900.812900.995580.99558
11 May 20212000.813180.813180.995550.99555
12 May 20212010.813460.813460.995530.99553
13 May 20212020.813740.813740.995510.99551
14 May 20212030.814020.814020.995480.99548
15 May 20212040.814300.814300.995460.99546
16 May 20212050.814580.814580.995440.99544
17 May 20212060.814860.814860.995410.99541
18 May 20212070.815150.815150.995390.99539
19 May 20212080.815430.815430.995360.99536
20 May 20212090.815710.815710.995340.99534
21 May 20212100.815990.815990.995320.99532
22 May 20212110.816270.816270.995290.99529
23 May 20212120.816550.816550.995270.99527
24 May 20212130.816830.816830.995240.99524
25 May 20212140.817110.817110.995220.99522
26 May 20212150.817390.817390.995200.99520
27 May 20212160.817670.817670.995170.99517
28 May 20212170.817960.817960.995150.99515
29 May 20212180.818240.818240.995130.99513
30 May 20212190.818520.818520.995100.99510
31 May 20212200.818800.818800.995080.99508
1 June 20212210.819080.819080.995050.99505
2 June 20212220.819360.819360.995030.99503
3 June 20212230.819640.819640.995000.99500
4 June 20212240.819920.819920.994980.99498
5 June 20212250.820200.820200.994960.99496
6 June 20212260.820480.820480.994930.99493
7 June 20212270.820770.820770.994910.99491
8 June 20212280.821050.821050.994880.99488
9 June 20212290.821330.821330.994860.99486
10 June 20212300.821610.821610.994840.99484
11 June 20212310.821890.821890.994810.99481
12 June 20212320.822170.822170.994790.99479
13 June 20212330.822450.822450.994760.99476
14 June 20212340.822730.822730.994740.99474
15 June 20212350.823010.823010.994720.99472
16 June 20212360.823290.823290.994690.99469
17 June 20212370.823580.823580.994670.99467
18 June 20212380.823860.823860.994640.99464
19 June 20212390.824140.824140.994620.99462
20 June 20212400.824420.824420.994590.99459
21 June 20212410.824700.824700.994570.99457
22 June 20212420.824980.824980.994550.99455
23 June 20212430.825260.825260.994520.99452
24 June 20212440.825540.825540.994500.99450
25 June 20212450.825820.825820.994470.99447
26 June 20212460.826100.826100.994450.99445
27 June 20212470.826390.826390.994420.99442
28 June 20212480.826670.826670.994400.99440
29 June 20212490.826950.826950.994370.99437
30 June 20212500.827230.827230.994350.99435
1 July 20212510.827510.827510.994330.99433
2 July 20212520.827790.827790.994300.99430
3 July 20212530.828070.828070.994280.99428
4 July 20212540.828350.828350.994250.99425
5 July 20212550.828630.828630.994230.99423
6 July 20212560.828910.828910.994200.99420
7 July 20212570.829200.829200.994180.99418
8 July 20212580.829480.829480.994150.99415
9 July 20212590.829760.829760.994130.99413
10 July 20212600.830040.830040.994100.99410
11 July 20212610.830320.830320.994080.99408
12 July 20212620.830600.830600.994060.99406
13 July 20212630.830880.830880.994030.99403
14 July 20212640.831160.831160.994010.99401
15 July 20212650.831440.831440.993980.99398
16 July 20212660.831720.831720.993960.99396
17 July 20212670.832010.832010.993930.99393
18 July 20212680.832290.832290.993910.99391
19 July 20212690.832570.832570.993880.99388
20 July 20212700.832850.832850.993860.99386
21 July 20212710.833130.833130.993830.99383
22 July 20212720.833410.833410.993810.99381
23 July 20212730.833690.833690.993780.99378
24 July 20212740.833970.833970.993760.99376
25 July 20212750.834250.834250.993730.99373
26 July 20212760.834540.834540.993710.99371
27 July 20212770.834820.834820.993680.99368
28 July 20212780.835100.835100.993660.99366
29 July 20212790.835380.835380.993630.99363
30 July 20212800.835660.835660.993610.99361
31 July 20212810.835940.835940.993590.99359
1 August 20212820.836220.836220.993560.99356
2 August 20212830.836500.836500.993540.99354
3 August 20212840.836780.836780.993510.99351
4 August 20212850.837060.837060.993490.99349
5 August 20212860.837350.837350.993460.99346
6 August 20212870.837630.837630.993440.99344
7 August 20212880.837910.837910.993410.99341
8 August 20212890.838190.838190.993390.99339
9 August 20212900.838470.838470.993360.99336
10 August 20212910.838750.838750.993340.99334
11 August 20212920.839030.839030.993310.99331
12 August 20212930.839310.839310.993290.99329
13 August 20212940.839590.839590.993260.99326
14 August 20212950.839870.839870.993240.99324
15 August 20212960.840160.840160.993210.99321
16 August 20212970.840440.840440.993180.99318
17 August 20212980.840720.840720.993160.99316
18 August 20212990.841000.841000.993130.99313
19 August 20213000.841280.841280.993110.99311
20 August 20213010.841560.841560.993080.99308
21 August 20213020.841840.841840.993060.99306
22 August 20213030.842120.842120.993030.99303
23 August 20213040.842400.842400.993010.99301
24 August 20213050.842680.842680.992980.99298
25 August 20213060.842970.842970.992960.99296
26 August 20213070.843250.843250.992930.99293
27 August 20213080.843530.843530.992910.99291
28 August 20213090.843810.843810.992880.99288
29 August 20213100.844090.844090.992860.99286
30 August 20213110.844370.844370.992830.99283
31 August 20213120.844650.844650.992810.99281
1 September 20213130.844930.844930.992780.99278
2 September 20213140.845210.845210.992760.99276
3 September 20213150.845490.845490.992730.99273
4 September 20213160.845780.845780.992700.99270
5 September 20213170.846060.846060.992680.99268
6 September 20213180.846340.846340.992650.99265
7 September 20213190.846620.846620.992630.99263
8 September 20213200.846900.846900.992600.99260
9 September 20213210.847180.847180.992580.99258
10 September 20213220.847460.847460.992550.99255
11 September 20213230.847740.847740.992530.99253
12 September 20213240.848020.848020.992500.99250
13 September 20213250.848300.848300.992480.99248
14 September 20213260.848590.848590.992450.99245
15 September 20213270.848870.848870.992420.99242
16 September 20213280.849150.849150.992400.99240
17 September 20213290.849430.849430.992370.99237
18 September 20213300.849710.849710.992350.99235
19 September 20213310.849990.849990.992320.99232
20 September 20213320.850270.850270.992300.99230
21 September 20213330.850550.850550.992270.99227
22 September 20213340.850830.850830.992240.99224
23 September 20213350.851110.851110.992220.99222
24 September 20213360.851400.851400.992190.99219
25 September 20213370.851680.851680.992170.99217
26 September 20213380.851960.851960.992140.99214
27 September 20213390.852240.852240.992120.99212
28 September 20213400.852520.852520.992090.99209
29 September 20213410.852800.852800.992060.99206
30 September 20213420.853080.853080.992040.99204
1 October 20213430.853360.853360.992010.99201
2 October 20213440.853640.853640.991990.99199
3 October 20213450.853930.853930.991960.99196
4 October 20213460.854210.854210.991940.99194
5 October 20213470.854490.854490.991910.99191
6 October 20213480.854770.854770.991880.99188
7 October 20213490.855050.855050.991860.99186
8 October 20213500.855330.855330.991830.99183
9 October 20213510.855610.855610.991810.99181
10 October 20213520.855890.855890.991780.99178
11 October 20213530.856170.856170.991750.99175
12 October 20213540.856450.856450.991730.99173
13 October 20213550.856740.856740.991700.99170
14 October 20213560.857020.857020.991680.99168
15 October 20213570.857300.857300.991650.99165
16 October 20213580.857580.857580.991620.99162
17 October 20213590.857860.857860.991600.99160
18 October 20213600.858140.858140.991570.99157
19 October 20213610.858420.858420.991550.99155
20 October 20213620.858700.858700.991520.99152
21 October 20213630.858980.858980.991490.99149
22 October 20213640.859260.859260.991470.99147
23 October 20213650.859550.859550.991440.99144
23 November 20213960.859550.859550.990720.99072
23 December 20214260.859550.859550.990020.99002
23 January 20224570.859550.859550.989300.98930
22 February 20224870.859550.859550.988600.98860
24 March 20225170.859550.859550.987900.98790
23 April 20225470.859550.859550.987200.98720
24 May 20225780.859550.859550.986480.98648
24 June 20226090.859550.859550.985760.98576
24 July 20226390.859550.859550.985060.98506
24 August 20226700.859550.859550.984350.98435
23 September 20227000.859550.859550.983650.98365
23 October 20227300.859550.859550.982960.98296
22 October 202310940.859550.859550.974570.97457
21 October 202414590.859550.859550.966230.96623
22 October 202518250.859550.859550.957930.95793
22 October 202621900.859550.859550.949730.94973
24 April 202723740.859550.859550.945630.94563
23 October 202725560.859550.859550.941580.94158
23 October 202829220.859550.859550.933500.93350
22 January 202930130.859550.859550.931510.93151
23 October 202932870.859550.859550.925510.92551
22 October 203036510.859550.859550.917610.91761
24 October 203140180.859550.859550.909720.90972
23 October 203243830.859550.859550.901930.90193
23 October 203347480.859550.859550.894210.89421
24 October 203451140.859550.859550.886540.88654
21 October 203554760.859550.859550.879010.87901
22 October 204073040.859550.859550.841980.84198
22 October 204591300.859550.859550.806540.80654
24 October 2050109580.859550.859550.772560.77256
24 October 2055127840.859550.859550.740040.74004
23 October 2060146100.859550.859550.708890.70889