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
22 November 201910.667990.667990.999980.99998
23 November 201920.670780.670780.999960.99996
24 November 201930.673560.673560.999940.99994
25 November 201940.676350.676350.999930.99993
26 November 201950.679130.679130.999910.99991
27 November 201960.681920.681920.999890.99989
28 November 201970.684710.684710.999870.99987
29 November 201980.685820.685820.999850.99985
30 November 201990.686940.686940.999830.99983
1 December 2019100.688060.688060.999810.99981
2 December 2019110.689180.689180.999790.99979
3 December 2019120.690300.690300.999770.99977
4 December 2019130.691410.691410.999750.99975
5 December 2019140.692530.692530.999730.99973
6 December 2019150.693650.693650.999720.99972
7 December 2019160.694770.694770.999700.99970
8 December 2019170.695890.695890.999680.99968
9 December 2019180.697000.697000.999660.99966
10 December 2019190.698120.698120.999640.99964
11 December 2019200.699240.699240.999620.99962
12 December 2019210.700360.700360.999600.99960
13 December 2019220.701480.701480.999580.99958
14 December 2019230.702600.702600.999560.99956
15 December 2019240.703710.703710.999540.99954
16 December 2019250.704830.704830.999520.99952
17 December 2019260.705950.705950.999500.99950
18 December 2019270.707070.707070.999480.99948
19 December 2019280.708190.708190.999460.99946
20 December 2019290.709300.709300.999440.99944
21 December 2019300.710420.710420.999420.99942
22 December 2019310.711560.711560.999400.99940
23 December 2019320.712700.712700.999380.99938
24 December 2019330.713830.713830.999350.99935
25 December 2019340.714970.714970.999330.99933
26 December 2019350.716110.716110.999310.99931
27 December 2019360.717240.717240.999290.99929
28 December 2019370.718380.718380.999270.99927
29 December 2019380.719520.719520.999250.99925
30 December 2019390.720650.720650.999230.99923
31 December 2019400.721790.721790.999210.99921
1 January 2020410.722930.722930.999190.99919
2 January 2020420.724060.724060.999170.99917
3 January 2020430.725200.725200.999150.99915
4 January 2020440.726340.726340.999120.99912
5 January 2020450.727480.727480.999100.99910
6 January 2020460.728610.728610.999080.99908
7 January 2020470.729750.729750.999060.99906
8 January 2020480.730890.730890.999040.99904
9 January 2020490.732020.732020.999020.99902
10 January 2020500.733160.733160.999000.99900
11 January 2020510.734300.734300.998970.99897
12 January 2020520.735430.735430.998950.99895
13 January 2020530.736570.736570.998930.99893
14 January 2020540.737710.737710.998910.99891
15 January 2020550.738840.738840.998890.99889
16 January 2020560.739980.739980.998870.99887
17 January 2020570.741120.741120.998840.99884
18 January 2020580.742250.742250.998820.99882
19 January 2020590.743390.743390.998800.99880
20 January 2020600.744530.744530.998780.99878
21 January 2020610.745670.745670.998750.99875
22 January 2020620.746300.746300.998730.99873
23 January 2020630.746940.746940.998710.99871
24 January 2020640.747580.747580.998690.99869
25 January 2020650.748210.748210.998670.99867
26 January 2020660.748850.748850.998650.99865
27 January 2020670.749490.749490.998630.99863
28 January 2020680.750120.750120.998600.99860
29 January 2020690.750760.750760.998580.99858
30 January 2020700.751400.751400.998560.99856
31 January 2020710.752030.752030.998540.99854
1 February 2020720.752670.752670.998520.99852
2 February 2020730.753310.753310.998490.99849
3 February 2020740.753940.753940.998470.99847
4 February 2020750.754580.754580.998450.99845
5 February 2020760.755220.755220.998430.99843
6 February 2020770.755850.755850.998410.99841
7 February 2020780.756490.756490.998380.99838
8 February 2020790.757130.757130.998360.99836
9 February 2020800.757770.757770.998340.99834
10 February 2020810.758400.758400.998320.99832
11 February 2020820.759040.759040.998300.99830
12 February 2020830.759680.759680.998270.99827
13 February 2020840.760310.760310.998250.99825
14 February 2020850.760950.760950.998230.99823
15 February 2020860.761590.761590.998210.99821
16 February 2020870.762220.762220.998180.99818
17 February 2020880.762860.762860.998160.99816
18 February 2020890.763500.763500.998140.99814
19 February 2020900.764130.764130.998120.99812
20 February 2020910.764770.764770.998100.99810
21 February 2020920.765250.765250.998070.99807
22 February 2020930.765720.765720.998050.99805
23 February 2020940.766200.766200.998030.99803
24 February 2020950.766680.766680.998010.99801
25 February 2020960.767150.767150.997980.99798
26 February 2020970.767630.767630.997960.99796
27 February 2020980.768110.768110.997940.99794
28 February 2020990.768580.768580.997920.99792
29 February 20201000.769060.769060.997900.99790
1 March 20201010.769530.769530.997870.99787
2 March 20201020.770010.770010.997850.99785
3 March 20201030.770490.770490.997830.99783
4 March 20201040.770960.770960.997810.99781
5 March 20201050.771440.771440.997780.99778
6 March 20201060.771920.771920.997760.99776
7 March 20201070.772390.772390.997740.99774
8 March 20201080.772870.772870.997720.99772
9 March 20201090.773350.773350.997690.99769
10 March 20201100.773820.773820.997670.99767
11 March 20201110.774300.774300.997650.99765
12 March 20201120.774770.774770.997630.99763
13 March 20201130.775250.775250.997600.99760
14 March 20201140.775730.775730.997580.99758
15 March 20201150.776200.776200.997560.99756
16 March 20201160.776680.776680.997530.99753
17 March 20201170.777160.777160.997510.99751
18 March 20201180.777630.777630.997490.99749
19 March 20201190.778110.778110.997470.99747
20 March 20201200.778590.778590.997440.99744
21 March 20201210.779060.779060.997420.99742
22 March 20201220.779540.779540.997400.99740
23 March 20201230.780010.780010.997380.99738
24 March 20201240.780490.780490.997350.99735
25 March 20201250.780970.780970.997330.99733
26 March 20201260.781440.781440.997310.99731
27 March 20201270.781920.781920.997280.99728
28 March 20201280.782400.782400.997260.99726
29 March 20201290.782870.782870.997240.99724
30 March 20201300.783350.783350.997210.99721
31 March 20201310.783830.783830.997190.99719
1 April 20201320.784300.784300.997170.99717
2 April 20201330.784780.784780.997140.99714
3 April 20201340.785250.785250.997120.99712
4 April 20201350.785730.785730.997100.99710
5 April 20201360.786210.786210.997070.99707
6 April 20201370.786680.786680.997050.99705
7 April 20201380.787160.787160.997030.99703
8 April 20201390.787640.787640.997010.99701
9 April 20201400.788110.788110.996980.99698
10 April 20201410.788590.788590.996960.99696
11 April 20201420.789070.789070.996940.99694
12 April 20201430.789540.789540.996910.99691
13 April 20201440.790020.790020.996890.99689
14 April 20201450.790490.790490.996860.99686
15 April 20201460.790970.790970.996840.99684
16 April 20201470.791450.791450.996820.99682
17 April 20201480.791920.791920.996790.99679
18 April 20201490.792400.792400.996770.99677
19 April 20201500.792880.792880.996750.99675
20 April 20201510.793350.793350.996720.99672
21 April 20201520.793830.793830.996700.99670
22 April 20201530.794310.794310.996680.99668
23 April 20201540.794780.794780.996650.99665
24 April 20201550.795260.795260.996630.99663
25 April 20201560.795730.795730.996600.99660
26 April 20201570.796210.796210.996580.99658
27 April 20201580.796690.796690.996560.99656
28 April 20201590.797160.797160.996530.99653
29 April 20201600.797640.797640.996510.99651
30 April 20201610.798120.798120.996490.99649
1 May 20201620.798590.798590.996460.99646
2 May 20201630.799070.799070.996440.99644
3 May 20201640.799550.799550.996410.99641
4 May 20201650.800020.800020.996390.99639
5 May 20201660.800500.800500.996370.99637
6 May 20201670.800970.800970.996340.99634
7 May 20201680.801450.801450.996320.99632
8 May 20201690.801930.801930.996290.99629
9 May 20201700.802400.802400.996270.99627
10 May 20201710.802880.802880.996250.99625
11 May 20201720.803360.803360.996220.99622
12 May 20201730.803830.803830.996200.99620
13 May 20201740.804310.804310.996170.99617
14 May 20201750.804790.804790.996150.99615
15 May 20201760.805260.805260.996120.99612
16 May 20201770.805740.805740.996100.99610
17 May 20201780.806210.806210.996080.99608
18 May 20201790.806690.806690.996050.99605
19 May 20201800.807170.807170.996030.99603
20 May 20201810.807640.807640.996000.99600
21 May 20201820.808120.808120.995980.99598
22 May 20201830.808400.808400.995960.99596
23 May 20201840.808680.808680.995930.99593
24 May 20201850.808960.808960.995910.99591
25 May 20201860.809240.809240.995880.99588
26 May 20201870.809520.809520.995860.99586
27 May 20201880.809810.809810.995840.99584
28 May 20201890.810090.810090.995810.99581
29 May 20201900.810370.810370.995790.99579
30 May 20201910.810650.810650.995770.99577
31 May 20201920.810930.810930.995740.99574
1 June 20201930.811210.811210.995720.99572
2 June 20201940.811490.811490.995700.99570
3 June 20201950.811770.811770.995670.99567
4 June 20201960.812050.812050.995650.99565
5 June 20201970.812330.812330.995630.99563
6 June 20201980.812620.812620.995600.99560
7 June 20201990.812900.812900.995580.99558
8 June 20202000.813180.813180.995550.99555
9 June 20202010.813460.813460.995530.99553
10 June 20202020.813740.813740.995510.99551
11 June 20202030.814020.814020.995480.99548
12 June 20202040.814300.814300.995460.99546
13 June 20202050.814580.814580.995440.99544
14 June 20202060.814860.814860.995410.99541
15 June 20202070.815150.815150.995390.99539
16 June 20202080.815430.815430.995360.99536
17 June 20202090.815710.815710.995340.99534
18 June 20202100.815990.815990.995320.99532
19 June 20202110.816270.816270.995290.99529
20 June 20202120.816550.816550.995270.99527
21 June 20202130.816830.816830.995240.99524
22 June 20202140.817110.817110.995220.99522
23 June 20202150.817390.817390.995200.99520
24 June 20202160.817670.817670.995170.99517
25 June 20202170.817960.817960.995150.99515
26 June 20202180.818240.818240.995130.99513
27 June 20202190.818520.818520.995100.99510
28 June 20202200.818800.818800.995080.99508
29 June 20202210.819080.819080.995050.99505
30 June 20202220.819360.819360.995030.99503
1 July 20202230.819640.819640.995000.99500
2 July 20202240.819920.819920.994980.99498
3 July 20202250.820200.820200.994960.99496
4 July 20202260.820480.820480.994930.99493
5 July 20202270.820770.820770.994910.99491
6 July 20202280.821050.821050.994880.99488
7 July 20202290.821330.821330.994860.99486
8 July 20202300.821610.821610.994840.99484
9 July 20202310.821890.821890.994810.99481
10 July 20202320.822170.822170.994790.99479
11 July 20202330.822450.822450.994760.99476
12 July 20202340.822730.822730.994740.99474
13 July 20202350.823010.823010.994720.99472
14 July 20202360.823290.823290.994690.99469
15 July 20202370.823580.823580.994670.99467
16 July 20202380.823860.823860.994640.99464
17 July 20202390.824140.824140.994620.99462
18 July 20202400.824420.824420.994590.99459
19 July 20202410.824700.824700.994570.99457
20 July 20202420.824980.824980.994550.99455
21 July 20202430.825260.825260.994520.99452
22 July 20202440.825540.825540.994500.99450
23 July 20202450.825820.825820.994470.99447
24 July 20202460.826100.826100.994450.99445
25 July 20202470.826390.826390.994420.99442
26 July 20202480.826670.826670.994400.99440
27 July 20202490.826950.826950.994370.99437
28 July 20202500.827230.827230.994350.99435
29 July 20202510.827510.827510.994330.99433
30 July 20202520.827790.827790.994300.99430
31 July 20202530.828070.828070.994280.99428
1 August 20202540.828350.828350.994250.99425
2 August 20202550.828630.828630.994230.99423
3 August 20202560.828910.828910.994200.99420
4 August 20202570.829200.829200.994180.99418
5 August 20202580.829480.829480.994150.99415
6 August 20202590.829760.829760.994130.99413
7 August 20202600.830040.830040.994100.99410
8 August 20202610.830320.830320.994080.99408
9 August 20202620.830600.830600.994060.99406
10 August 20202630.830880.830880.994030.99403
11 August 20202640.831160.831160.994010.99401
12 August 20202650.831440.831440.993980.99398
13 August 20202660.831720.831720.993960.99396
14 August 20202670.832010.832010.993930.99393
15 August 20202680.832290.832290.993910.99391
16 August 20202690.832570.832570.993880.99388
17 August 20202700.832850.832850.993860.99386
18 August 20202710.833130.833130.993830.99383
19 August 20202720.833410.833410.993810.99381
20 August 20202730.833690.833690.993780.99378
21 August 20202740.833970.833970.993760.99376
22 August 20202750.834250.834250.993730.99373
23 August 20202760.834540.834540.993710.99371
24 August 20202770.834820.834820.993680.99368
25 August 20202780.835100.835100.993660.99366
26 August 20202790.835380.835380.993630.99363
27 August 20202800.835660.835660.993610.99361
28 August 20202810.835940.835940.993590.99359
29 August 20202820.836220.836220.993560.99356
30 August 20202830.836500.836500.993540.99354
31 August 20202840.836780.836780.993510.99351
1 September 20202850.837060.837060.993490.99349
2 September 20202860.837350.837350.993460.99346
3 September 20202870.837630.837630.993440.99344
4 September 20202880.837910.837910.993410.99341
5 September 20202890.838190.838190.993390.99339
6 September 20202900.838470.838470.993360.99336
7 September 20202910.838750.838750.993340.99334
8 September 20202920.839030.839030.993310.99331
9 September 20202930.839310.839310.993290.99329
10 September 20202940.839590.839590.993260.99326
11 September 20202950.839870.839870.993240.99324
12 September 20202960.840160.840160.993210.99321
13 September 20202970.840440.840440.993180.99318
14 September 20202980.840720.840720.993160.99316
15 September 20202990.841000.841000.993130.99313
16 September 20203000.841280.841280.993110.99311
17 September 20203010.841560.841560.993080.99308
18 September 20203020.841840.841840.993060.99306
19 September 20203030.842120.842120.993030.99303
20 September 20203040.842400.842400.993010.99301
21 September 20203050.842680.842680.992980.99298
22 September 20203060.842970.842970.992960.99296
23 September 20203070.843250.843250.992930.99293
24 September 20203080.843530.843530.992910.99291
25 September 20203090.843810.843810.992880.99288
26 September 20203100.844090.844090.992860.99286
27 September 20203110.844370.844370.992830.99283
28 September 20203120.844650.844650.992810.99281
29 September 20203130.844930.844930.992780.99278
30 September 20203140.845210.845210.992760.99276
1 October 20203150.845490.845490.992730.99273
2 October 20203160.845780.845780.992700.99270
3 October 20203170.846060.846060.992680.99268
4 October 20203180.846340.846340.992650.99265
5 October 20203190.846620.846620.992630.99263
6 October 20203200.846900.846900.992600.99260
7 October 20203210.847180.847180.992580.99258
8 October 20203220.847460.847460.992550.99255
9 October 20203230.847740.847740.992530.99253
10 October 20203240.848020.848020.992500.99250
11 October 20203250.848300.848300.992480.99248
12 October 20203260.848590.848590.992450.99245
13 October 20203270.848870.848870.992420.99242
14 October 20203280.849150.849150.992400.99240
15 October 20203290.849430.849430.992370.99237
16 October 20203300.849710.849710.992350.99235
17 October 20203310.849990.849990.992320.99232
18 October 20203320.850270.850270.992300.99230
19 October 20203330.850550.850550.992270.99227
20 October 20203340.850830.850830.992240.99224
21 October 20203350.851110.851110.992220.99222
22 October 20203360.851400.851400.992190.99219
23 October 20203370.851680.851680.992170.99217
24 October 20203380.851960.851960.992140.99214
25 October 20203390.852240.852240.992120.99212
26 October 20203400.852520.852520.992090.99209
27 October 20203410.852800.852800.992060.99206
28 October 20203420.853080.853080.992040.99204
29 October 20203430.853360.853360.992010.99201
30 October 20203440.853640.853640.991990.99199
31 October 20203450.853930.853930.991960.99196
1 November 20203460.854210.854210.991940.99194
2 November 20203470.854490.854490.991910.99191
3 November 20203480.854770.854770.991880.99188
4 November 20203490.855050.855050.991860.99186
5 November 20203500.855330.855330.991830.99183
6 November 20203510.855610.855610.991810.99181
7 November 20203520.855890.855890.991780.99178
8 November 20203530.856170.856170.991750.99175
9 November 20203540.856450.856450.991730.99173
10 November 20203550.856740.856740.991700.99170
11 November 20203560.857020.857020.991680.99168
12 November 20203570.857300.857300.991650.99165
13 November 20203580.857580.857580.991620.99162
14 November 20203590.857860.857860.991600.99160
15 November 20203600.858140.858140.991570.99157
16 November 20203610.858420.858420.991550.99155
17 November 20203620.858700.858700.991520.99152
18 November 20203630.858980.858980.991490.99149
19 November 20203640.859260.859260.991470.99147
20 November 20203650.859550.859550.991440.99144
21 December 20203960.859550.859550.990720.99072
20 January 20214260.859550.859550.990020.99002
20 February 20214570.859550.859550.989300.98930
22 March 20214870.859550.859550.988600.98860
21 April 20215170.859550.859550.987900.98790
21 May 20215470.859550.859550.987200.98720
21 June 20215780.859550.859550.986480.98648
22 July 20216090.859550.859550.985760.98576
21 August 20216390.859550.859550.985060.98506
21 September 20216700.859550.859550.984350.98435
21 October 20217000.859550.859550.983650.98365
20 November 20217300.859550.859550.982960.98296
19 November 202210940.859550.859550.974570.97457
19 November 202314590.859550.859550.966230.96623
19 November 202418250.859550.859550.957930.95793
19 November 202521900.859550.859550.949730.94973
22 May 202623740.859550.859550.945630.94563
20 November 202625560.859550.859550.941580.94158
21 November 202729220.859550.859550.933500.93350
20 February 202830130.859550.859550.931510.93151
20 November 202832870.859550.859550.925510.92551
19 November 202936510.859550.859550.917610.91761
21 November 203040180.859550.859550.909720.90972
21 November 203143830.859550.859550.901930.90193
20 November 203247480.859550.859550.894210.89421
21 November 203351140.859550.859550.886540.88654
18 November 203454760.859550.859550.879010.87901
20 November 203973040.859550.859550.841980.84198
19 November 204491300.859550.859550.806540.80654
21 November 2049109580.859550.859550.772560.77256
21 November 2054127840.859550.859550.740040.74004
21 November 2059146100.859550.859550.708890.70889