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
20 August 202210.665990.665990.999980.99998
21 August 202220.669110.669110.999960.99996
22 August 202230.672230.672230.999940.99994
23 August 202240.675350.675350.999930.99993
24 August 202250.678470.678470.999910.99991
25 August 202260.681590.681590.999890.99989
26 August 202270.684710.684710.999870.99987
27 August 202280.685820.685820.999850.99985
28 August 202290.686940.686940.999830.99983
29 August 2022100.688060.688060.999810.99981
30 August 2022110.689180.689180.999790.99979
31 August 2022120.690300.690300.999770.99977
1 September 2022130.691410.691410.999750.99975
2 September 2022140.692530.692530.999730.99973
3 September 2022150.693650.693650.999720.99972
4 September 2022160.694770.694770.999700.99970
5 September 2022170.695890.695890.999680.99968
6 September 2022180.697000.697000.999660.99966
7 September 2022190.698120.698120.999640.99964
8 September 2022200.699240.699240.999620.99962
9 September 2022210.700360.700360.999600.99960
10 September 2022220.701480.701480.999580.99958
11 September 2022230.702600.702600.999560.99956
12 September 2022240.703710.703710.999540.99954
13 September 2022250.704830.704830.999520.99952
14 September 2022260.705950.705950.999500.99950
15 September 2022270.707070.707070.999480.99948
16 September 2022280.708190.708190.999460.99946
17 September 2022290.709300.709300.999440.99944
18 September 2022300.710420.710420.999420.99942
19 September 2022310.711560.711560.999400.99940
20 September 2022320.712700.712700.999380.99938
21 September 2022330.713830.713830.999350.99935
22 September 2022340.714970.714970.999330.99933
23 September 2022350.716110.716110.999310.99931
24 September 2022360.717240.717240.999290.99929
25 September 2022370.718380.718380.999270.99927
26 September 2022380.719520.719520.999250.99925
27 September 2022390.720650.720650.999230.99923
28 September 2022400.721790.721790.999210.99921
29 September 2022410.722930.722930.999190.99919
30 September 2022420.724060.724060.999170.99917
1 October 2022430.725200.725200.999150.99915
2 October 2022440.726340.726340.999120.99912
3 October 2022450.727480.727480.999100.99910
4 October 2022460.728610.728610.999080.99908
5 October 2022470.729750.729750.999060.99906
6 October 2022480.730890.730890.999040.99904
7 October 2022490.732020.732020.999020.99902
8 October 2022500.733160.733160.999000.99900
9 October 2022510.734300.734300.998970.99897
10 October 2022520.735430.735430.998950.99895
11 October 2022530.736570.736570.998930.99893
12 October 2022540.737710.737710.998910.99891
13 October 2022550.738840.738840.998890.99889
14 October 2022560.739980.739980.998870.99887
15 October 2022570.741120.741120.998840.99884
16 October 2022580.742250.742250.998820.99882
17 October 2022590.743390.743390.998800.99880
18 October 2022600.744530.744530.998780.99878
19 October 2022610.745670.745670.998750.99875
20 October 2022620.746300.746300.998730.99873
21 October 2022630.746940.746940.998710.99871
22 October 2022640.747580.747580.998690.99869
23 October 2022650.748210.748210.998670.99867
24 October 2022660.748850.748850.998650.99865
25 October 2022670.749490.749490.998630.99863
26 October 2022680.750120.750120.998600.99860
27 October 2022690.750760.750760.998580.99858
28 October 2022700.751400.751400.998560.99856
29 October 2022710.752030.752030.998540.99854
30 October 2022720.752670.752670.998520.99852
31 October 2022730.753310.753310.998490.99849
1 November 2022740.753940.753940.998470.99847
2 November 2022750.754580.754580.998450.99845
3 November 2022760.755220.755220.998430.99843
4 November 2022770.755850.755850.998410.99841
5 November 2022780.756490.756490.998380.99838
6 November 2022790.757130.757130.998360.99836
7 November 2022800.757770.757770.998340.99834
8 November 2022810.758400.758400.998320.99832
9 November 2022820.759040.759040.998300.99830
10 November 2022830.759680.759680.998270.99827
11 November 2022840.760310.760310.998250.99825
12 November 2022850.760950.760950.998230.99823
13 November 2022860.761590.761590.998210.99821
14 November 2022870.762220.762220.998180.99818
15 November 2022880.762860.762860.998160.99816
16 November 2022890.763500.763500.998140.99814
17 November 2022900.764130.764130.998120.99812
18 November 2022910.764770.764770.998100.99810
19 November 2022920.765250.765250.998070.99807
20 November 2022930.765720.765720.998050.99805
21 November 2022940.766200.766200.998030.99803
22 November 2022950.766680.766680.998010.99801
23 November 2022960.767150.767150.997980.99798
24 November 2022970.767630.767630.997960.99796
25 November 2022980.768110.768110.997940.99794
26 November 2022990.768580.768580.997920.99792
27 November 20221000.769060.769060.997900.99790
28 November 20221010.769530.769530.997870.99787
29 November 20221020.770010.770010.997850.99785
30 November 20221030.770490.770490.997830.99783
1 December 20221040.770960.770960.997810.99781
2 December 20221050.771440.771440.997780.99778
3 December 20221060.771920.771920.997760.99776
4 December 20221070.772390.772390.997740.99774
5 December 20221080.772870.772870.997720.99772
6 December 20221090.773350.773350.997690.99769
7 December 20221100.773820.773820.997670.99767
8 December 20221110.774300.774300.997650.99765
9 December 20221120.774770.774770.997630.99763
10 December 20221130.775250.775250.997600.99760
11 December 20221140.775730.775730.997580.99758
12 December 20221150.776200.776200.997560.99756
13 December 20221160.776680.776680.997530.99753
14 December 20221170.777160.777160.997510.99751
15 December 20221180.777630.777630.997490.99749
16 December 20221190.778110.778110.997470.99747
17 December 20221200.778590.778590.997440.99744
18 December 20221210.779060.779060.997420.99742
19 December 20221220.779540.779540.997400.99740
20 December 20221230.780010.780010.997380.99738
21 December 20221240.780490.780490.997350.99735
22 December 20221250.780970.780970.997330.99733
23 December 20221260.781440.781440.997310.99731
24 December 20221270.781920.781920.997280.99728
25 December 20221280.782400.782400.997260.99726
26 December 20221290.782870.782870.997240.99724
27 December 20221300.783350.783350.997210.99721
28 December 20221310.783830.783830.997190.99719
29 December 20221320.784300.784300.997170.99717
30 December 20221330.784780.784780.997140.99714
31 December 20221340.785250.785250.997120.99712
1 January 20231350.785730.785730.997100.99710
2 January 20231360.786210.786210.997070.99707
3 January 20231370.786680.786680.997050.99705
4 January 20231380.787160.787160.997030.99703
5 January 20231390.787640.787640.997010.99701
6 January 20231400.788110.788110.996980.99698
7 January 20231410.788590.788590.996960.99696
8 January 20231420.789070.789070.996940.99694
9 January 20231430.789540.789540.996910.99691
10 January 20231440.790020.790020.996890.99689
11 January 20231450.790490.790490.996860.99686
12 January 20231460.790970.790970.996840.99684
13 January 20231470.791450.791450.996820.99682
14 January 20231480.791920.791920.996790.99679
15 January 20231490.792400.792400.996770.99677
16 January 20231500.792880.792880.996750.99675
17 January 20231510.793350.793350.996720.99672
18 January 20231520.793830.793830.996700.99670
19 January 20231530.794310.794310.996680.99668
20 January 20231540.794780.794780.996650.99665
21 January 20231550.795260.795260.996630.99663
22 January 20231560.795730.795730.996600.99660
23 January 20231570.796210.796210.996580.99658
24 January 20231580.796690.796690.996560.99656
25 January 20231590.797160.797160.996530.99653
26 January 20231600.797640.797640.996510.99651
27 January 20231610.798120.798120.996490.99649
28 January 20231620.798590.798590.996460.99646
29 January 20231630.799070.799070.996440.99644
30 January 20231640.799550.799550.996410.99641
31 January 20231650.800020.800020.996390.99639
1 February 20231660.800500.800500.996370.99637
2 February 20231670.800970.800970.996340.99634
3 February 20231680.801450.801450.996320.99632
4 February 20231690.801930.801930.996290.99629
5 February 20231700.802400.802400.996270.99627
6 February 20231710.802880.802880.996250.99625
7 February 20231720.803360.803360.996220.99622
8 February 20231730.803830.803830.996200.99620
9 February 20231740.804310.804310.996170.99617
10 February 20231750.804790.804790.996150.99615
11 February 20231760.805260.805260.996120.99612
12 February 20231770.805740.805740.996100.99610
13 February 20231780.806210.806210.996080.99608
14 February 20231790.806690.806690.996050.99605
15 February 20231800.807170.807170.996030.99603
16 February 20231810.807640.807640.996000.99600
17 February 20231820.808120.808120.995980.99598
18 February 20231830.808400.808400.995960.99596
19 February 20231840.808680.808680.995930.99593
20 February 20231850.808960.808960.995910.99591
21 February 20231860.809240.809240.995880.99588
22 February 20231870.809520.809520.995860.99586
23 February 20231880.809810.809810.995840.99584
24 February 20231890.810090.810090.995810.99581
25 February 20231900.810370.810370.995790.99579
26 February 20231910.810650.810650.995770.99577
27 February 20231920.810930.810930.995740.99574
28 February 20231930.811210.811210.995720.99572
1 March 20231940.811490.811490.995700.99570
2 March 20231950.811770.811770.995670.99567
3 March 20231960.812050.812050.995650.99565
4 March 20231970.812330.812330.995630.99563
5 March 20231980.812620.812620.995600.99560
6 March 20231990.812900.812900.995580.99558
7 March 20232000.813180.813180.995550.99555
8 March 20232010.813460.813460.995530.99553
9 March 20232020.813740.813740.995510.99551
10 March 20232030.814020.814020.995480.99548
11 March 20232040.814300.814300.995460.99546
12 March 20232050.814580.814580.995440.99544
13 March 20232060.814860.814860.995410.99541
14 March 20232070.815150.815150.995390.99539
15 March 20232080.815430.815430.995360.99536
16 March 20232090.815710.815710.995340.99534
17 March 20232100.815990.815990.995320.99532
18 March 20232110.816270.816270.995290.99529
19 March 20232120.816550.816550.995270.99527
20 March 20232130.816830.816830.995240.99524
21 March 20232140.817110.817110.995220.99522
22 March 20232150.817390.817390.995200.99520
23 March 20232160.817670.817670.995170.99517
24 March 20232170.817960.817960.995150.99515
25 March 20232180.818240.818240.995130.99513
26 March 20232190.818520.818520.995100.99510
27 March 20232200.818800.818800.995080.99508
28 March 20232210.819080.819080.995050.99505
29 March 20232220.819360.819360.995030.99503
30 March 20232230.819640.819640.995000.99500
31 March 20232240.819920.819920.994980.99498
1 April 20232250.820200.820200.994960.99496
2 April 20232260.820480.820480.994930.99493
3 April 20232270.820770.820770.994910.99491
4 April 20232280.821050.821050.994880.99488
5 April 20232290.821330.821330.994860.99486
6 April 20232300.821610.821610.994840.99484
7 April 20232310.821890.821890.994810.99481
8 April 20232320.822170.822170.994790.99479
9 April 20232330.822450.822450.994760.99476
10 April 20232340.822730.822730.994740.99474
11 April 20232350.823010.823010.994720.99472
12 April 20232360.823290.823290.994690.99469
13 April 20232370.823580.823580.994670.99467
14 April 20232380.823860.823860.994640.99464
15 April 20232390.824140.824140.994620.99462
16 April 20232400.824420.824420.994590.99459
17 April 20232410.824700.824700.994570.99457
18 April 20232420.824980.824980.994550.99455
19 April 20232430.825260.825260.994520.99452
20 April 20232440.825540.825540.994500.99450
21 April 20232450.825820.825820.994470.99447
22 April 20232460.826100.826100.994450.99445
23 April 20232470.826390.826390.994420.99442
24 April 20232480.826670.826670.994400.99440
25 April 20232490.826950.826950.994370.99437
26 April 20232500.827230.827230.994350.99435
27 April 20232510.827510.827510.994330.99433
28 April 20232520.827790.827790.994300.99430
29 April 20232530.828070.828070.994280.99428
30 April 20232540.828350.828350.994250.99425
1 May 20232550.828630.828630.994230.99423
2 May 20232560.828910.828910.994200.99420
3 May 20232570.829200.829200.994180.99418
4 May 20232580.829480.829480.994150.99415
5 May 20232590.829760.829760.994130.99413
6 May 20232600.830040.830040.994100.99410
7 May 20232610.830320.830320.994080.99408
8 May 20232620.830600.830600.994060.99406
9 May 20232630.830880.830880.994030.99403
10 May 20232640.831160.831160.994010.99401
11 May 20232650.831440.831440.993980.99398
12 May 20232660.831720.831720.993960.99396
13 May 20232670.832010.832010.993930.99393
14 May 20232680.832290.832290.993910.99391
15 May 20232690.832570.832570.993880.99388
16 May 20232700.832850.832850.993860.99386
17 May 20232710.833130.833130.993830.99383
18 May 20232720.833410.833410.993810.99381
19 May 20232730.833690.833690.993780.99378
20 May 20232740.833970.833970.993760.99376
21 May 20232750.834250.834250.993730.99373
22 May 20232760.834540.834540.993710.99371
23 May 20232770.834820.834820.993680.99368
24 May 20232780.835100.835100.993660.99366
25 May 20232790.835380.835380.993630.99363
26 May 20232800.835660.835660.993610.99361
27 May 20232810.835940.835940.993590.99359
28 May 20232820.836220.836220.993560.99356
29 May 20232830.836500.836500.993540.99354
30 May 20232840.836780.836780.993510.99351
31 May 20232850.837060.837060.993490.99349
1 June 20232860.837350.837350.993460.99346
2 June 20232870.837630.837630.993440.99344
3 June 20232880.837910.837910.993410.99341
4 June 20232890.838190.838190.993390.99339
5 June 20232900.838470.838470.993360.99336
6 June 20232910.838750.838750.993340.99334
7 June 20232920.839030.839030.993310.99331
8 June 20232930.839310.839310.993290.99329
9 June 20232940.839590.839590.993260.99326
10 June 20232950.839870.839870.993240.99324
11 June 20232960.840160.840160.993210.99321
12 June 20232970.840440.840440.993180.99318
13 June 20232980.840720.840720.993160.99316
14 June 20232990.841000.841000.993130.99313
15 June 20233000.841280.841280.993110.99311
16 June 20233010.841560.841560.993080.99308
17 June 20233020.841840.841840.993060.99306
18 June 20233030.842120.842120.993030.99303
19 June 20233040.842400.842400.993010.99301
20 June 20233050.842680.842680.992980.99298
21 June 20233060.842970.842970.992960.99296
22 June 20233070.843250.843250.992930.99293
23 June 20233080.843530.843530.992910.99291
24 June 20233090.843810.843810.992880.99288
25 June 20233100.844090.844090.992860.99286
26 June 20233110.844370.844370.992830.99283
27 June 20233120.844650.844650.992810.99281
28 June 20233130.844930.844930.992780.99278
29 June 20233140.845210.845210.992760.99276
30 June 20233150.845490.845490.992730.99273
1 July 20233160.845780.845780.992700.99270
2 July 20233170.846060.846060.992680.99268
3 July 20233180.846340.846340.992650.99265
4 July 20233190.846620.846620.992630.99263
5 July 20233200.846900.846900.992600.99260
6 July 20233210.847180.847180.992580.99258
7 July 20233220.847460.847460.992550.99255
8 July 20233230.847740.847740.992530.99253
9 July 20233240.848020.848020.992500.99250
10 July 20233250.848300.848300.992480.99248
11 July 20233260.848590.848590.992450.99245
12 July 20233270.848870.848870.992420.99242
13 July 20233280.849150.849150.992400.99240
14 July 20233290.849430.849430.992370.99237
15 July 20233300.849710.849710.992350.99235
16 July 20233310.849990.849990.992320.99232
17 July 20233320.850270.850270.992300.99230
18 July 20233330.850550.850550.992270.99227
19 July 20233340.850830.850830.992240.99224
20 July 20233350.851110.851110.992220.99222
21 July 20233360.851400.851400.992190.99219
22 July 20233370.851680.851680.992170.99217
23 July 20233380.851960.851960.992140.99214
24 July 20233390.852240.852240.992120.99212
25 July 20233400.852520.852520.992090.99209
26 July 20233410.852800.852800.992060.99206
27 July 20233420.853080.853080.992040.99204
28 July 20233430.853360.853360.992010.99201
29 July 20233440.853640.853640.991990.99199
30 July 20233450.853930.853930.991960.99196
31 July 20233460.854210.854210.991940.99194
1 August 20233470.854490.854490.991910.99191
2 August 20233480.854770.854770.991880.99188
3 August 20233490.855050.855050.991860.99186
4 August 20233500.855330.855330.991830.99183
5 August 20233510.855610.855610.991810.99181
6 August 20233520.855890.855890.991780.99178
7 August 20233530.856170.856170.991750.99175
8 August 20233540.856450.856450.991730.99173
9 August 20233550.856740.856740.991700.99170
10 August 20233560.857020.857020.991680.99168
11 August 20233570.857300.857300.991650.99165
12 August 20233580.857580.857580.991620.99162
13 August 20233590.857860.857860.991600.99160
14 August 20233600.858140.858140.991570.99157
15 August 20233610.858420.858420.991550.99155
16 August 20233620.858700.858700.991520.99152
17 August 20233630.858980.858980.991490.99149
18 August 20233640.859260.859260.991470.99147
19 August 20233650.859550.859550.991440.99144
19 September 20233960.859550.859550.990720.99072
19 October 20234260.859550.859550.990020.99002
19 November 20234570.859550.859550.989300.98930
19 December 20234870.859550.859550.988600.98860
18 January 20245170.859550.859550.987900.98790
17 February 20245470.859550.859550.987200.98720
19 March 20245780.859550.859550.986480.98648
19 April 20246090.859550.859550.985760.98576
19 May 20246390.859550.859550.985060.98506
19 June 20246700.859550.859550.984350.98435
19 July 20247000.859550.859550.983650.98365
18 August 20247300.859550.859550.982960.98296
17 August 202510940.859550.859550.974570.97457
17 August 202614590.859550.859550.966230.96623
18 August 202718250.859550.859550.957930.95793
17 August 202821900.859550.859550.949730.94973
17 February 202923740.859550.859550.945630.94563
18 August 202925560.859550.859550.941580.94158
19 August 203029220.859550.859550.933500.93350
18 November 203030130.859550.859550.931510.93151
19 August 203132870.859550.859550.925510.92551
17 August 203236510.859550.859550.917610.91761
19 August 203340180.859550.859550.909720.90972
19 August 203443830.859550.859550.901930.90193
19 August 203547480.859550.859550.894210.89421
19 August 203651140.859550.859550.886540.88654
16 August 203754760.859550.859550.879010.87901
18 August 204273040.859550.859550.841980.84198
18 August 204791300.859550.859550.806540.80654
19 August 2052109580.859550.859550.772560.77256
19 August 2057127840.859550.859550.740040.74004
19 August 2062146100.859550.859550.708890.70889