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
11 April 202110.667990.667990.999980.99998
12 April 202120.670780.670780.999960.99996
13 April 202130.673560.673560.999940.99994
14 April 202140.676350.676350.999930.99993
15 April 202150.679130.679130.999910.99991
16 April 202160.681920.681920.999890.99989
17 April 202170.684710.684710.999870.99987
18 April 202180.685820.685820.999850.99985
19 April 202190.686940.686940.999830.99983
20 April 2021100.688060.688060.999810.99981
21 April 2021110.689180.689180.999790.99979
22 April 2021120.690300.690300.999770.99977
23 April 2021130.691410.691410.999750.99975
24 April 2021140.692530.692530.999730.99973
25 April 2021150.693650.693650.999720.99972
26 April 2021160.694770.694770.999700.99970
27 April 2021170.695890.695890.999680.99968
28 April 2021180.697000.697000.999660.99966
29 April 2021190.698120.698120.999640.99964
30 April 2021200.699240.699240.999620.99962
1 May 2021210.700360.700360.999600.99960
2 May 2021220.701480.701480.999580.99958
3 May 2021230.702600.702600.999560.99956
4 May 2021240.703710.703710.999540.99954
5 May 2021250.704830.704830.999520.99952
6 May 2021260.705950.705950.999500.99950
7 May 2021270.707070.707070.999480.99948
8 May 2021280.708190.708190.999460.99946
9 May 2021290.709300.709300.999440.99944
10 May 2021300.710420.710420.999420.99942
11 May 2021310.711560.711560.999400.99940
12 May 2021320.712700.712700.999380.99938
13 May 2021330.713830.713830.999350.99935
14 May 2021340.714970.714970.999330.99933
15 May 2021350.716110.716110.999310.99931
16 May 2021360.717240.717240.999290.99929
17 May 2021370.718380.718380.999270.99927
18 May 2021380.719520.719520.999250.99925
19 May 2021390.720650.720650.999230.99923
20 May 2021400.721790.721790.999210.99921
21 May 2021410.722930.722930.999190.99919
22 May 2021420.724060.724060.999170.99917
23 May 2021430.725200.725200.999150.99915
24 May 2021440.726340.726340.999120.99912
25 May 2021450.727480.727480.999100.99910
26 May 2021460.728610.728610.999080.99908
27 May 2021470.729750.729750.999060.99906
28 May 2021480.730890.730890.999040.99904
29 May 2021490.732020.732020.999020.99902
30 May 2021500.733160.733160.999000.99900
31 May 2021510.734300.734300.998970.99897
1 June 2021520.735430.735430.998950.99895
2 June 2021530.736570.736570.998930.99893
3 June 2021540.737710.737710.998910.99891
4 June 2021550.738840.738840.998890.99889
5 June 2021560.739980.739980.998870.99887
6 June 2021570.741120.741120.998840.99884
7 June 2021580.742250.742250.998820.99882
8 June 2021590.743390.743390.998800.99880
9 June 2021600.744530.744530.998780.99878
10 June 2021610.745670.745670.998750.99875
11 June 2021620.746300.746300.998730.99873
12 June 2021630.746940.746940.998710.99871
13 June 2021640.747580.747580.998690.99869
14 June 2021650.748210.748210.998670.99867
15 June 2021660.748850.748850.998650.99865
16 June 2021670.749490.749490.998630.99863
17 June 2021680.750120.750120.998600.99860
18 June 2021690.750760.750760.998580.99858
19 June 2021700.751400.751400.998560.99856
20 June 2021710.752030.752030.998540.99854
21 June 2021720.752670.752670.998520.99852
22 June 2021730.753310.753310.998490.99849
23 June 2021740.753940.753940.998470.99847
24 June 2021750.754580.754580.998450.99845
25 June 2021760.755220.755220.998430.99843
26 June 2021770.755850.755850.998410.99841
27 June 2021780.756490.756490.998380.99838
28 June 2021790.757130.757130.998360.99836
29 June 2021800.757770.757770.998340.99834
30 June 2021810.758400.758400.998320.99832
1 July 2021820.759040.759040.998300.99830
2 July 2021830.759680.759680.998270.99827
3 July 2021840.760310.760310.998250.99825
4 July 2021850.760950.760950.998230.99823
5 July 2021860.761590.761590.998210.99821
6 July 2021870.762220.762220.998180.99818
7 July 2021880.762860.762860.998160.99816
8 July 2021890.763500.763500.998140.99814
9 July 2021900.764130.764130.998120.99812
10 July 2021910.764770.764770.998100.99810
11 July 2021920.765250.765250.998070.99807
12 July 2021930.765720.765720.998050.99805
13 July 2021940.766200.766200.998030.99803
14 July 2021950.766680.766680.998010.99801
15 July 2021960.767150.767150.997980.99798
16 July 2021970.767630.767630.997960.99796
17 July 2021980.768110.768110.997940.99794
18 July 2021990.768580.768580.997920.99792
19 July 20211000.769060.769060.997900.99790
20 July 20211010.769530.769530.997870.99787
21 July 20211020.770010.770010.997850.99785
22 July 20211030.770490.770490.997830.99783
23 July 20211040.770960.770960.997810.99781
24 July 20211050.771440.771440.997780.99778
25 July 20211060.771920.771920.997760.99776
26 July 20211070.772390.772390.997740.99774
27 July 20211080.772870.772870.997720.99772
28 July 20211090.773350.773350.997690.99769
29 July 20211100.773820.773820.997670.99767
30 July 20211110.774300.774300.997650.99765
31 July 20211120.774770.774770.997630.99763
1 August 20211130.775250.775250.997600.99760
2 August 20211140.775730.775730.997580.99758
3 August 20211150.776200.776200.997560.99756
4 August 20211160.776680.776680.997530.99753
5 August 20211170.777160.777160.997510.99751
6 August 20211180.777630.777630.997490.99749
7 August 20211190.778110.778110.997470.99747
8 August 20211200.778590.778590.997440.99744
9 August 20211210.779060.779060.997420.99742
10 August 20211220.779540.779540.997400.99740
11 August 20211230.780010.780010.997380.99738
12 August 20211240.780490.780490.997350.99735
13 August 20211250.780970.780970.997330.99733
14 August 20211260.781440.781440.997310.99731
15 August 20211270.781920.781920.997280.99728
16 August 20211280.782400.782400.997260.99726
17 August 20211290.782870.782870.997240.99724
18 August 20211300.783350.783350.997210.99721
19 August 20211310.783830.783830.997190.99719
20 August 20211320.784300.784300.997170.99717
21 August 20211330.784780.784780.997140.99714
22 August 20211340.785250.785250.997120.99712
23 August 20211350.785730.785730.997100.99710
24 August 20211360.786210.786210.997070.99707
25 August 20211370.786680.786680.997050.99705
26 August 20211380.787160.787160.997030.99703
27 August 20211390.787640.787640.997010.99701
28 August 20211400.788110.788110.996980.99698
29 August 20211410.788590.788590.996960.99696
30 August 20211420.789070.789070.996940.99694
31 August 20211430.789540.789540.996910.99691
1 September 20211440.790020.790020.996890.99689
2 September 20211450.790490.790490.996860.99686
3 September 20211460.790970.790970.996840.99684
4 September 20211470.791450.791450.996820.99682
5 September 20211480.791920.791920.996790.99679
6 September 20211490.792400.792400.996770.99677
7 September 20211500.792880.792880.996750.99675
8 September 20211510.793350.793350.996720.99672
9 September 20211520.793830.793830.996700.99670
10 September 20211530.794310.794310.996680.99668
11 September 20211540.794780.794780.996650.99665
12 September 20211550.795260.795260.996630.99663
13 September 20211560.795730.795730.996600.99660
14 September 20211570.796210.796210.996580.99658
15 September 20211580.796690.796690.996560.99656
16 September 20211590.797160.797160.996530.99653
17 September 20211600.797640.797640.996510.99651
18 September 20211610.798120.798120.996490.99649
19 September 20211620.798590.798590.996460.99646
20 September 20211630.799070.799070.996440.99644
21 September 20211640.799550.799550.996410.99641
22 September 20211650.800020.800020.996390.99639
23 September 20211660.800500.800500.996370.99637
24 September 20211670.800970.800970.996340.99634
25 September 20211680.801450.801450.996320.99632
26 September 20211690.801930.801930.996290.99629
27 September 20211700.802400.802400.996270.99627
28 September 20211710.802880.802880.996250.99625
29 September 20211720.803360.803360.996220.99622
30 September 20211730.803830.803830.996200.99620
1 October 20211740.804310.804310.996170.99617
2 October 20211750.804790.804790.996150.99615
3 October 20211760.805260.805260.996120.99612
4 October 20211770.805740.805740.996100.99610
5 October 20211780.806210.806210.996080.99608
6 October 20211790.806690.806690.996050.99605
7 October 20211800.807170.807170.996030.99603
8 October 20211810.807640.807640.996000.99600
9 October 20211820.808120.808120.995980.99598
10 October 20211830.808400.808400.995960.99596
11 October 20211840.808680.808680.995930.99593
12 October 20211850.808960.808960.995910.99591
13 October 20211860.809240.809240.995880.99588
14 October 20211870.809520.809520.995860.99586
15 October 20211880.809810.809810.995840.99584
16 October 20211890.810090.810090.995810.99581
17 October 20211900.810370.810370.995790.99579
18 October 20211910.810650.810650.995770.99577
19 October 20211920.810930.810930.995740.99574
20 October 20211930.811210.811210.995720.99572
21 October 20211940.811490.811490.995700.99570
22 October 20211950.811770.811770.995670.99567
23 October 20211960.812050.812050.995650.99565
24 October 20211970.812330.812330.995630.99563
25 October 20211980.812620.812620.995600.99560
26 October 20211990.812900.812900.995580.99558
27 October 20212000.813180.813180.995550.99555
28 October 20212010.813460.813460.995530.99553
29 October 20212020.813740.813740.995510.99551
30 October 20212030.814020.814020.995480.99548
31 October 20212040.814300.814300.995460.99546
1 November 20212050.814580.814580.995440.99544
2 November 20212060.814860.814860.995410.99541
3 November 20212070.815150.815150.995390.99539
4 November 20212080.815430.815430.995360.99536
5 November 20212090.815710.815710.995340.99534
6 November 20212100.815990.815990.995320.99532
7 November 20212110.816270.816270.995290.99529
8 November 20212120.816550.816550.995270.99527
9 November 20212130.816830.816830.995240.99524
10 November 20212140.817110.817110.995220.99522
11 November 20212150.817390.817390.995200.99520
12 November 20212160.817670.817670.995170.99517
13 November 20212170.817960.817960.995150.99515
14 November 20212180.818240.818240.995130.99513
15 November 20212190.818520.818520.995100.99510
16 November 20212200.818800.818800.995080.99508
17 November 20212210.819080.819080.995050.99505
18 November 20212220.819360.819360.995030.99503
19 November 20212230.819640.819640.995000.99500
20 November 20212240.819920.819920.994980.99498
21 November 20212250.820200.820200.994960.99496
22 November 20212260.820480.820480.994930.99493
23 November 20212270.820770.820770.994910.99491
24 November 20212280.821050.821050.994880.99488
25 November 20212290.821330.821330.994860.99486
26 November 20212300.821610.821610.994840.99484
27 November 20212310.821890.821890.994810.99481
28 November 20212320.822170.822170.994790.99479
29 November 20212330.822450.822450.994760.99476
30 November 20212340.822730.822730.994740.99474
1 December 20212350.823010.823010.994720.99472
2 December 20212360.823290.823290.994690.99469
3 December 20212370.823580.823580.994670.99467
4 December 20212380.823860.823860.994640.99464
5 December 20212390.824140.824140.994620.99462
6 December 20212400.824420.824420.994590.99459
7 December 20212410.824700.824700.994570.99457
8 December 20212420.824980.824980.994550.99455
9 December 20212430.825260.825260.994520.99452
10 December 20212440.825540.825540.994500.99450
11 December 20212450.825820.825820.994470.99447
12 December 20212460.826100.826100.994450.99445
13 December 20212470.826390.826390.994420.99442
14 December 20212480.826670.826670.994400.99440
15 December 20212490.826950.826950.994370.99437
16 December 20212500.827230.827230.994350.99435
17 December 20212510.827510.827510.994330.99433
18 December 20212520.827790.827790.994300.99430
19 December 20212530.828070.828070.994280.99428
20 December 20212540.828350.828350.994250.99425
21 December 20212550.828630.828630.994230.99423
22 December 20212560.828910.828910.994200.99420
23 December 20212570.829200.829200.994180.99418
24 December 20212580.829480.829480.994150.99415
25 December 20212590.829760.829760.994130.99413
26 December 20212600.830040.830040.994100.99410
27 December 20212610.830320.830320.994080.99408
28 December 20212620.830600.830600.994060.99406
29 December 20212630.830880.830880.994030.99403
30 December 20212640.831160.831160.994010.99401
31 December 20212650.831440.831440.993980.99398
1 January 20222660.831720.831720.993960.99396
2 January 20222670.832010.832010.993930.99393
3 January 20222680.832290.832290.993910.99391
4 January 20222690.832570.832570.993880.99388
5 January 20222700.832850.832850.993860.99386
6 January 20222710.833130.833130.993830.99383
7 January 20222720.833410.833410.993810.99381
8 January 20222730.833690.833690.993780.99378
9 January 20222740.833970.833970.993760.99376
10 January 20222750.834250.834250.993730.99373
11 January 20222760.834540.834540.993710.99371
12 January 20222770.834820.834820.993680.99368
13 January 20222780.835100.835100.993660.99366
14 January 20222790.835380.835380.993630.99363
15 January 20222800.835660.835660.993610.99361
16 January 20222810.835940.835940.993590.99359
17 January 20222820.836220.836220.993560.99356
18 January 20222830.836500.836500.993540.99354
19 January 20222840.836780.836780.993510.99351
20 January 20222850.837060.837060.993490.99349
21 January 20222860.837350.837350.993460.99346
22 January 20222870.837630.837630.993440.99344
23 January 20222880.837910.837910.993410.99341
24 January 20222890.838190.838190.993390.99339
25 January 20222900.838470.838470.993360.99336
26 January 20222910.838750.838750.993340.99334
27 January 20222920.839030.839030.993310.99331
28 January 20222930.839310.839310.993290.99329
29 January 20222940.839590.839590.993260.99326
30 January 20222950.839870.839870.993240.99324
31 January 20222960.840160.840160.993210.99321
1 February 20222970.840440.840440.993180.99318
2 February 20222980.840720.840720.993160.99316
3 February 20222990.841000.841000.993130.99313
4 February 20223000.841280.841280.993110.99311
5 February 20223010.841560.841560.993080.99308
6 February 20223020.841840.841840.993060.99306
7 February 20223030.842120.842120.993030.99303
8 February 20223040.842400.842400.993010.99301
9 February 20223050.842680.842680.992980.99298
10 February 20223060.842970.842970.992960.99296
11 February 20223070.843250.843250.992930.99293
12 February 20223080.843530.843530.992910.99291
13 February 20223090.843810.843810.992880.99288
14 February 20223100.844090.844090.992860.99286
15 February 20223110.844370.844370.992830.99283
16 February 20223120.844650.844650.992810.99281
17 February 20223130.844930.844930.992780.99278
18 February 20223140.845210.845210.992760.99276
19 February 20223150.845490.845490.992730.99273
20 February 20223160.845780.845780.992700.99270
21 February 20223170.846060.846060.992680.99268
22 February 20223180.846340.846340.992650.99265
23 February 20223190.846620.846620.992630.99263
24 February 20223200.846900.846900.992600.99260
25 February 20223210.847180.847180.992580.99258
26 February 20223220.847460.847460.992550.99255
27 February 20223230.847740.847740.992530.99253
28 February 20223240.848020.848020.992500.99250
1 March 20223250.848300.848300.992480.99248
2 March 20223260.848590.848590.992450.99245
3 March 20223270.848870.848870.992420.99242
4 March 20223280.849150.849150.992400.99240
5 March 20223290.849430.849430.992370.99237
6 March 20223300.849710.849710.992350.99235
7 March 20223310.849990.849990.992320.99232
8 March 20223320.850270.850270.992300.99230
9 March 20223330.850550.850550.992270.99227
10 March 20223340.850830.850830.992240.99224
11 March 20223350.851110.851110.992220.99222
12 March 20223360.851400.851400.992190.99219
13 March 20223370.851680.851680.992170.99217
14 March 20223380.851960.851960.992140.99214
15 March 20223390.852240.852240.992120.99212
16 March 20223400.852520.852520.992090.99209
17 March 20223410.852800.852800.992060.99206
18 March 20223420.853080.853080.992040.99204
19 March 20223430.853360.853360.992010.99201
20 March 20223440.853640.853640.991990.99199
21 March 20223450.853930.853930.991960.99196
22 March 20223460.854210.854210.991940.99194
23 March 20223470.854490.854490.991910.99191
24 March 20223480.854770.854770.991880.99188
25 March 20223490.855050.855050.991860.99186
26 March 20223500.855330.855330.991830.99183
27 March 20223510.855610.855610.991810.99181
28 March 20223520.855890.855890.991780.99178
29 March 20223530.856170.856170.991750.99175
30 March 20223540.856450.856450.991730.99173
31 March 20223550.856740.856740.991700.99170
1 April 20223560.857020.857020.991680.99168
2 April 20223570.857300.857300.991650.99165
3 April 20223580.857580.857580.991620.99162
4 April 20223590.857860.857860.991600.99160
5 April 20223600.858140.858140.991570.99157
6 April 20223610.858420.858420.991550.99155
7 April 20223620.858700.858700.991520.99152
8 April 20223630.858980.858980.991490.99149
9 April 20223640.859260.859260.991470.99147
10 April 20223650.859550.859550.991440.99144
11 May 20223960.859550.859550.990720.99072
10 June 20224260.859550.859550.990020.99002
11 July 20224570.859550.859550.989300.98930
10 August 20224870.859550.859550.988600.98860
9 September 20225170.859550.859550.987900.98790
9 October 20225470.859550.859550.987200.98720
9 November 20225780.859550.859550.986480.98648
10 December 20226090.859550.859550.985760.98576
9 January 20236390.859550.859550.985060.98506
9 February 20236700.859550.859550.984350.98435
11 March 20237000.859550.859550.983650.98365
10 April 20237300.859550.859550.982960.98296
8 April 202410940.859550.859550.974570.97457
8 April 202514590.859550.859550.966230.96623
9 April 202618250.859550.859550.957930.95793
9 April 202721900.859550.859550.949730.94973
10 October 202723740.859550.859550.945630.94563
9 April 202825560.859550.859550.941580.94158
10 April 202929220.859550.859550.933500.93350
10 July 202930130.859550.859550.931510.93151
10 April 203032870.859550.859550.925510.92551
9 April 203136510.859550.859550.917610.91761
10 April 203240180.859550.859550.909720.90972
10 April 203343830.859550.859550.901930.90193
10 April 203447480.859550.859550.894210.89421
11 April 203551140.859550.859550.886540.88654
7 April 203654760.859550.859550.879010.87901
9 April 204173040.859550.859550.841980.84198
9 April 204691300.859550.859550.806540.80654
11 April 2051109580.859550.859550.772560.77256
10 April 2056127840.859550.859550.740040.74004
10 April 2061146100.859550.859550.708890.70889