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
25 February 202010.667990.667990.999980.99998
26 February 202020.670780.670780.999960.99996
27 February 202030.673560.673560.999940.99994
28 February 202040.676350.676350.999930.99993
29 February 202050.679130.679130.999910.99991
1 March 202060.681920.681920.999890.99989
2 March 202070.684710.684710.999870.99987
3 March 202080.685820.685820.999850.99985
4 March 202090.686940.686940.999830.99983
5 March 2020100.688060.688060.999810.99981
6 March 2020110.689180.689180.999790.99979
7 March 2020120.690300.690300.999770.99977
8 March 2020130.691410.691410.999750.99975
9 March 2020140.692530.692530.999730.99973
10 March 2020150.693650.693650.999720.99972
11 March 2020160.694770.694770.999700.99970
12 March 2020170.695890.695890.999680.99968
13 March 2020180.697000.697000.999660.99966
14 March 2020190.698120.698120.999640.99964
15 March 2020200.699240.699240.999620.99962
16 March 2020210.700360.700360.999600.99960
17 March 2020220.701480.701480.999580.99958
18 March 2020230.702600.702600.999560.99956
19 March 2020240.703710.703710.999540.99954
20 March 2020250.704830.704830.999520.99952
21 March 2020260.705950.705950.999500.99950
22 March 2020270.707070.707070.999480.99948
23 March 2020280.708190.708190.999460.99946
24 March 2020290.709300.709300.999440.99944
25 March 2020300.710420.710420.999420.99942
26 March 2020310.711560.711560.999400.99940
27 March 2020320.712700.712700.999380.99938
28 March 2020330.713830.713830.999350.99935
29 March 2020340.714970.714970.999330.99933
30 March 2020350.716110.716110.999310.99931
31 March 2020360.717240.717240.999290.99929
1 April 2020370.718380.718380.999270.99927
2 April 2020380.719520.719520.999250.99925
3 April 2020390.720650.720650.999230.99923
4 April 2020400.721790.721790.999210.99921
5 April 2020410.722930.722930.999190.99919
6 April 2020420.724060.724060.999170.99917
7 April 2020430.725200.725200.999150.99915
8 April 2020440.726340.726340.999120.99912
9 April 2020450.727480.727480.999100.99910
10 April 2020460.728610.728610.999080.99908
11 April 2020470.729750.729750.999060.99906
12 April 2020480.730890.730890.999040.99904
13 April 2020490.732020.732020.999020.99902
14 April 2020500.733160.733160.999000.99900
15 April 2020510.734300.734300.998970.99897
16 April 2020520.735430.735430.998950.99895
17 April 2020530.736570.736570.998930.99893
18 April 2020540.737710.737710.998910.99891
19 April 2020550.738840.738840.998890.99889
20 April 2020560.739980.739980.998870.99887
21 April 2020570.741120.741120.998840.99884
22 April 2020580.742250.742250.998820.99882
23 April 2020590.743390.743390.998800.99880
24 April 2020600.744530.744530.998780.99878
25 April 2020610.745670.745670.998750.99875
26 April 2020620.746300.746300.998730.99873
27 April 2020630.746940.746940.998710.99871
28 April 2020640.747580.747580.998690.99869
29 April 2020650.748210.748210.998670.99867
30 April 2020660.748850.748850.998650.99865
1 May 2020670.749490.749490.998630.99863
2 May 2020680.750120.750120.998600.99860
3 May 2020690.750760.750760.998580.99858
4 May 2020700.751400.751400.998560.99856
5 May 2020710.752030.752030.998540.99854
6 May 2020720.752670.752670.998520.99852
7 May 2020730.753310.753310.998490.99849
8 May 2020740.753940.753940.998470.99847
9 May 2020750.754580.754580.998450.99845
10 May 2020760.755220.755220.998430.99843
11 May 2020770.755850.755850.998410.99841
12 May 2020780.756490.756490.998380.99838
13 May 2020790.757130.757130.998360.99836
14 May 2020800.757770.757770.998340.99834
15 May 2020810.758400.758400.998320.99832
16 May 2020820.759040.759040.998300.99830
17 May 2020830.759680.759680.998270.99827
18 May 2020840.760310.760310.998250.99825
19 May 2020850.760950.760950.998230.99823
20 May 2020860.761590.761590.998210.99821
21 May 2020870.762220.762220.998180.99818
22 May 2020880.762860.762860.998160.99816
23 May 2020890.763500.763500.998140.99814
24 May 2020900.764130.764130.998120.99812
25 May 2020910.764770.764770.998100.99810
26 May 2020920.765250.765250.998070.99807
27 May 2020930.765720.765720.998050.99805
28 May 2020940.766200.766200.998030.99803
29 May 2020950.766680.766680.998010.99801
30 May 2020960.767150.767150.997980.99798
31 May 2020970.767630.767630.997960.99796
1 June 2020980.768110.768110.997940.99794
2 June 2020990.768580.768580.997920.99792
3 June 20201000.769060.769060.997900.99790
4 June 20201010.769530.769530.997870.99787
5 June 20201020.770010.770010.997850.99785
6 June 20201030.770490.770490.997830.99783
7 June 20201040.770960.770960.997810.99781
8 June 20201050.771440.771440.997780.99778
9 June 20201060.771920.771920.997760.99776
10 June 20201070.772390.772390.997740.99774
11 June 20201080.772870.772870.997720.99772
12 June 20201090.773350.773350.997690.99769
13 June 20201100.773820.773820.997670.99767
14 June 20201110.774300.774300.997650.99765
15 June 20201120.774770.774770.997630.99763
16 June 20201130.775250.775250.997600.99760
17 June 20201140.775730.775730.997580.99758
18 June 20201150.776200.776200.997560.99756
19 June 20201160.776680.776680.997530.99753
20 June 20201170.777160.777160.997510.99751
21 June 20201180.777630.777630.997490.99749
22 June 20201190.778110.778110.997470.99747
23 June 20201200.778590.778590.997440.99744
24 June 20201210.779060.779060.997420.99742
25 June 20201220.779540.779540.997400.99740
26 June 20201230.780010.780010.997380.99738
27 June 20201240.780490.780490.997350.99735
28 June 20201250.780970.780970.997330.99733
29 June 20201260.781440.781440.997310.99731
30 June 20201270.781920.781920.997280.99728
1 July 20201280.782400.782400.997260.99726
2 July 20201290.782870.782870.997240.99724
3 July 20201300.783350.783350.997210.99721
4 July 20201310.783830.783830.997190.99719
5 July 20201320.784300.784300.997170.99717
6 July 20201330.784780.784780.997140.99714
7 July 20201340.785250.785250.997120.99712
8 July 20201350.785730.785730.997100.99710
9 July 20201360.786210.786210.997070.99707
10 July 20201370.786680.786680.997050.99705
11 July 20201380.787160.787160.997030.99703
12 July 20201390.787640.787640.997010.99701
13 July 20201400.788110.788110.996980.99698
14 July 20201410.788590.788590.996960.99696
15 July 20201420.789070.789070.996940.99694
16 July 20201430.789540.789540.996910.99691
17 July 20201440.790020.790020.996890.99689
18 July 20201450.790490.790490.996860.99686
19 July 20201460.790970.790970.996840.99684
20 July 20201470.791450.791450.996820.99682
21 July 20201480.791920.791920.996790.99679
22 July 20201490.792400.792400.996770.99677
23 July 20201500.792880.792880.996750.99675
24 July 20201510.793350.793350.996720.99672
25 July 20201520.793830.793830.996700.99670
26 July 20201530.794310.794310.996680.99668
27 July 20201540.794780.794780.996650.99665
28 July 20201550.795260.795260.996630.99663
29 July 20201560.795730.795730.996600.99660
30 July 20201570.796210.796210.996580.99658
31 July 20201580.796690.796690.996560.99656
1 August 20201590.797160.797160.996530.99653
2 August 20201600.797640.797640.996510.99651
3 August 20201610.798120.798120.996490.99649
4 August 20201620.798590.798590.996460.99646
5 August 20201630.799070.799070.996440.99644
6 August 20201640.799550.799550.996410.99641
7 August 20201650.800020.800020.996390.99639
8 August 20201660.800500.800500.996370.99637
9 August 20201670.800970.800970.996340.99634
10 August 20201680.801450.801450.996320.99632
11 August 20201690.801930.801930.996290.99629
12 August 20201700.802400.802400.996270.99627
13 August 20201710.802880.802880.996250.99625
14 August 20201720.803360.803360.996220.99622
15 August 20201730.803830.803830.996200.99620
16 August 20201740.804310.804310.996170.99617
17 August 20201750.804790.804790.996150.99615
18 August 20201760.805260.805260.996120.99612
19 August 20201770.805740.805740.996100.99610
20 August 20201780.806210.806210.996080.99608
21 August 20201790.806690.806690.996050.99605
22 August 20201800.807170.807170.996030.99603
23 August 20201810.807640.807640.996000.99600
24 August 20201820.808120.808120.995980.99598
25 August 20201830.808400.808400.995960.99596
26 August 20201840.808680.808680.995930.99593
27 August 20201850.808960.808960.995910.99591
28 August 20201860.809240.809240.995880.99588
29 August 20201870.809520.809520.995860.99586
30 August 20201880.809810.809810.995840.99584
31 August 20201890.810090.810090.995810.99581
1 September 20201900.810370.810370.995790.99579
2 September 20201910.810650.810650.995770.99577
3 September 20201920.810930.810930.995740.99574
4 September 20201930.811210.811210.995720.99572
5 September 20201940.811490.811490.995700.99570
6 September 20201950.811770.811770.995670.99567
7 September 20201960.812050.812050.995650.99565
8 September 20201970.812330.812330.995630.99563
9 September 20201980.812620.812620.995600.99560
10 September 20201990.812900.812900.995580.99558
11 September 20202000.813180.813180.995550.99555
12 September 20202010.813460.813460.995530.99553
13 September 20202020.813740.813740.995510.99551
14 September 20202030.814020.814020.995480.99548
15 September 20202040.814300.814300.995460.99546
16 September 20202050.814580.814580.995440.99544
17 September 20202060.814860.814860.995410.99541
18 September 20202070.815150.815150.995390.99539
19 September 20202080.815430.815430.995360.99536
20 September 20202090.815710.815710.995340.99534
21 September 20202100.815990.815990.995320.99532
22 September 20202110.816270.816270.995290.99529
23 September 20202120.816550.816550.995270.99527
24 September 20202130.816830.816830.995240.99524
25 September 20202140.817110.817110.995220.99522
26 September 20202150.817390.817390.995200.99520
27 September 20202160.817670.817670.995170.99517
28 September 20202170.817960.817960.995150.99515
29 September 20202180.818240.818240.995130.99513
30 September 20202190.818520.818520.995100.99510
1 October 20202200.818800.818800.995080.99508
2 October 20202210.819080.819080.995050.99505
3 October 20202220.819360.819360.995030.99503
4 October 20202230.819640.819640.995000.99500
5 October 20202240.819920.819920.994980.99498
6 October 20202250.820200.820200.994960.99496
7 October 20202260.820480.820480.994930.99493
8 October 20202270.820770.820770.994910.99491
9 October 20202280.821050.821050.994880.99488
10 October 20202290.821330.821330.994860.99486
11 October 20202300.821610.821610.994840.99484
12 October 20202310.821890.821890.994810.99481
13 October 20202320.822170.822170.994790.99479
14 October 20202330.822450.822450.994760.99476
15 October 20202340.822730.822730.994740.99474
16 October 20202350.823010.823010.994720.99472
17 October 20202360.823290.823290.994690.99469
18 October 20202370.823580.823580.994670.99467
19 October 20202380.823860.823860.994640.99464
20 October 20202390.824140.824140.994620.99462
21 October 20202400.824420.824420.994590.99459
22 October 20202410.824700.824700.994570.99457
23 October 20202420.824980.824980.994550.99455
24 October 20202430.825260.825260.994520.99452
25 October 20202440.825540.825540.994500.99450
26 October 20202450.825820.825820.994470.99447
27 October 20202460.826100.826100.994450.99445
28 October 20202470.826390.826390.994420.99442
29 October 20202480.826670.826670.994400.99440
30 October 20202490.826950.826950.994370.99437
31 October 20202500.827230.827230.994350.99435
1 November 20202510.827510.827510.994330.99433
2 November 20202520.827790.827790.994300.99430
3 November 20202530.828070.828070.994280.99428
4 November 20202540.828350.828350.994250.99425
5 November 20202550.828630.828630.994230.99423
6 November 20202560.828910.828910.994200.99420
7 November 20202570.829200.829200.994180.99418
8 November 20202580.829480.829480.994150.99415
9 November 20202590.829760.829760.994130.99413
10 November 20202600.830040.830040.994100.99410
11 November 20202610.830320.830320.994080.99408
12 November 20202620.830600.830600.994060.99406
13 November 20202630.830880.830880.994030.99403
14 November 20202640.831160.831160.994010.99401
15 November 20202650.831440.831440.993980.99398
16 November 20202660.831720.831720.993960.99396
17 November 20202670.832010.832010.993930.99393
18 November 20202680.832290.832290.993910.99391
19 November 20202690.832570.832570.993880.99388
20 November 20202700.832850.832850.993860.99386
21 November 20202710.833130.833130.993830.99383
22 November 20202720.833410.833410.993810.99381
23 November 20202730.833690.833690.993780.99378
24 November 20202740.833970.833970.993760.99376
25 November 20202750.834250.834250.993730.99373
26 November 20202760.834540.834540.993710.99371
27 November 20202770.834820.834820.993680.99368
28 November 20202780.835100.835100.993660.99366
29 November 20202790.835380.835380.993630.99363
30 November 20202800.835660.835660.993610.99361
1 December 20202810.835940.835940.993590.99359
2 December 20202820.836220.836220.993560.99356
3 December 20202830.836500.836500.993540.99354
4 December 20202840.836780.836780.993510.99351
5 December 20202850.837060.837060.993490.99349
6 December 20202860.837350.837350.993460.99346
7 December 20202870.837630.837630.993440.99344
8 December 20202880.837910.837910.993410.99341
9 December 20202890.838190.838190.993390.99339
10 December 20202900.838470.838470.993360.99336
11 December 20202910.838750.838750.993340.99334
12 December 20202920.839030.839030.993310.99331
13 December 20202930.839310.839310.993290.99329
14 December 20202940.839590.839590.993260.99326
15 December 20202950.839870.839870.993240.99324
16 December 20202960.840160.840160.993210.99321
17 December 20202970.840440.840440.993180.99318
18 December 20202980.840720.840720.993160.99316
19 December 20202990.841000.841000.993130.99313
20 December 20203000.841280.841280.993110.99311
21 December 20203010.841560.841560.993080.99308
22 December 20203020.841840.841840.993060.99306
23 December 20203030.842120.842120.993030.99303
24 December 20203040.842400.842400.993010.99301
25 December 20203050.842680.842680.992980.99298
26 December 20203060.842970.842970.992960.99296
27 December 20203070.843250.843250.992930.99293
28 December 20203080.843530.843530.992910.99291
29 December 20203090.843810.843810.992880.99288
30 December 20203100.844090.844090.992860.99286
31 December 20203110.844370.844370.992830.99283
1 January 20213120.844650.844650.992810.99281
2 January 20213130.844930.844930.992780.99278
3 January 20213140.845210.845210.992760.99276
4 January 20213150.845490.845490.992730.99273
5 January 20213160.845780.845780.992700.99270
6 January 20213170.846060.846060.992680.99268
7 January 20213180.846340.846340.992650.99265
8 January 20213190.846620.846620.992630.99263
9 January 20213200.846900.846900.992600.99260
10 January 20213210.847180.847180.992580.99258
11 January 20213220.847460.847460.992550.99255
12 January 20213230.847740.847740.992530.99253
13 January 20213240.848020.848020.992500.99250
14 January 20213250.848300.848300.992480.99248
15 January 20213260.848590.848590.992450.99245
16 January 20213270.848870.848870.992420.99242
17 January 20213280.849150.849150.992400.99240
18 January 20213290.849430.849430.992370.99237
19 January 20213300.849710.849710.992350.99235
20 January 20213310.849990.849990.992320.99232
21 January 20213320.850270.850270.992300.99230
22 January 20213330.850550.850550.992270.99227
23 January 20213340.850830.850830.992240.99224
24 January 20213350.851110.851110.992220.99222
25 January 20213360.851400.851400.992190.99219
26 January 20213370.851680.851680.992170.99217
27 January 20213380.851960.851960.992140.99214
28 January 20213390.852240.852240.992120.99212
29 January 20213400.852520.852520.992090.99209
30 January 20213410.852800.852800.992060.99206
31 January 20213420.853080.853080.992040.99204
1 February 20213430.853360.853360.992010.99201
2 February 20213440.853640.853640.991990.99199
3 February 20213450.853930.853930.991960.99196
4 February 20213460.854210.854210.991940.99194
5 February 20213470.854490.854490.991910.99191
6 February 20213480.854770.854770.991880.99188
7 February 20213490.855050.855050.991860.99186
8 February 20213500.855330.855330.991830.99183
9 February 20213510.855610.855610.991810.99181
10 February 20213520.855890.855890.991780.99178
11 February 20213530.856170.856170.991750.99175
12 February 20213540.856450.856450.991730.99173
13 February 20213550.856740.856740.991700.99170
14 February 20213560.857020.857020.991680.99168
15 February 20213570.857300.857300.991650.99165
16 February 20213580.857580.857580.991620.99162
17 February 20213590.857860.857860.991600.99160
18 February 20213600.858140.858140.991570.99157
19 February 20213610.858420.858420.991550.99155
20 February 20213620.858700.858700.991520.99152
21 February 20213630.858980.858980.991490.99149
22 February 20213640.859260.859260.991470.99147
23 February 20213650.859550.859550.991440.99144
26 March 20213960.859550.859550.990720.99072
25 April 20214260.859550.859550.990020.99002
26 May 20214570.859550.859550.989300.98930
25 June 20214870.859550.859550.988600.98860
25 July 20215170.859550.859550.987900.98790
24 August 20215470.859550.859550.987200.98720
24 September 20215780.859550.859550.986480.98648
25 October 20216090.859550.859550.985760.98576
24 November 20216390.859550.859550.985060.98506
25 December 20216700.859550.859550.984350.98435
24 January 20227000.859550.859550.983650.98365
23 February 20227300.859550.859550.982960.98296
22 February 202310940.859550.859550.974570.97457
22 February 202414590.859550.859550.966230.96623
22 February 202518250.859550.859550.957930.95793
22 February 202621900.859550.859550.949730.94973
25 August 202623740.859550.859550.945630.94563
23 February 202725560.859550.859550.941580.94158
24 February 202829220.859550.859550.933500.93350
25 May 202830130.859550.859550.931510.93151
23 February 202932870.859550.859550.925510.92551
22 February 203036510.859550.859550.917610.91761
24 February 203140180.859550.859550.909720.90972
24 February 203243830.859550.859550.901930.90193
23 February 203347480.859550.859550.894210.89421
24 February 203451140.859550.859550.886540.88654
21 February 203554760.859550.859550.879010.87901
23 February 204073040.859550.859550.841980.84198
22 February 204591300.859550.859550.806540.80654
24 February 2050109580.859550.859550.772560.77256
24 February 2055127840.859550.859550.740040.74004
24 February 2060146100.859550.859550.708890.70889