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
21 January 202110.667990.667990.999980.99998
22 January 202120.670780.670780.999960.99996
23 January 202130.673560.673560.999940.99994
24 January 202140.676350.676350.999930.99993
25 January 202150.679130.679130.999910.99991
26 January 202160.681920.681920.999890.99989
27 January 202170.684710.684710.999870.99987
28 January 202180.685820.685820.999850.99985
29 January 202190.686940.686940.999830.99983
30 January 2021100.688060.688060.999810.99981
31 January 2021110.689180.689180.999790.99979
1 February 2021120.690300.690300.999770.99977
2 February 2021130.691410.691410.999750.99975
3 February 2021140.692530.692530.999730.99973
4 February 2021150.693650.693650.999720.99972
5 February 2021160.694770.694770.999700.99970
6 February 2021170.695890.695890.999680.99968
7 February 2021180.697000.697000.999660.99966
8 February 2021190.698120.698120.999640.99964
9 February 2021200.699240.699240.999620.99962
10 February 2021210.700360.700360.999600.99960
11 February 2021220.701480.701480.999580.99958
12 February 2021230.702600.702600.999560.99956
13 February 2021240.703710.703710.999540.99954
14 February 2021250.704830.704830.999520.99952
15 February 2021260.705950.705950.999500.99950
16 February 2021270.707070.707070.999480.99948
17 February 2021280.708190.708190.999460.99946
18 February 2021290.709300.709300.999440.99944
19 February 2021300.710420.710420.999420.99942
20 February 2021310.711560.711560.999400.99940
21 February 2021320.712700.712700.999380.99938
22 February 2021330.713830.713830.999350.99935
23 February 2021340.714970.714970.999330.99933
24 February 2021350.716110.716110.999310.99931
25 February 2021360.717240.717240.999290.99929
26 February 2021370.718380.718380.999270.99927
27 February 2021380.719520.719520.999250.99925
28 February 2021390.720650.720650.999230.99923
1 March 2021400.721790.721790.999210.99921
2 March 2021410.722930.722930.999190.99919
3 March 2021420.724060.724060.999170.99917
4 March 2021430.725200.725200.999150.99915
5 March 2021440.726340.726340.999120.99912
6 March 2021450.727480.727480.999100.99910
7 March 2021460.728610.728610.999080.99908
8 March 2021470.729750.729750.999060.99906
9 March 2021480.730890.730890.999040.99904
10 March 2021490.732020.732020.999020.99902
11 March 2021500.733160.733160.999000.99900
12 March 2021510.734300.734300.998970.99897
13 March 2021520.735430.735430.998950.99895
14 March 2021530.736570.736570.998930.99893
15 March 2021540.737710.737710.998910.99891
16 March 2021550.738840.738840.998890.99889
17 March 2021560.739980.739980.998870.99887
18 March 2021570.741120.741120.998840.99884
19 March 2021580.742250.742250.998820.99882
20 March 2021590.743390.743390.998800.99880
21 March 2021600.744530.744530.998780.99878
22 March 2021610.745670.745670.998750.99875
23 March 2021620.746300.746300.998730.99873
24 March 2021630.746940.746940.998710.99871
25 March 2021640.747580.747580.998690.99869
26 March 2021650.748210.748210.998670.99867
27 March 2021660.748850.748850.998650.99865
28 March 2021670.749490.749490.998630.99863
29 March 2021680.750120.750120.998600.99860
30 March 2021690.750760.750760.998580.99858
31 March 2021700.751400.751400.998560.99856
1 April 2021710.752030.752030.998540.99854
2 April 2021720.752670.752670.998520.99852
3 April 2021730.753310.753310.998490.99849
4 April 2021740.753940.753940.998470.99847
5 April 2021750.754580.754580.998450.99845
6 April 2021760.755220.755220.998430.99843
7 April 2021770.755850.755850.998410.99841
8 April 2021780.756490.756490.998380.99838
9 April 2021790.757130.757130.998360.99836
10 April 2021800.757770.757770.998340.99834
11 April 2021810.758400.758400.998320.99832
12 April 2021820.759040.759040.998300.99830
13 April 2021830.759680.759680.998270.99827
14 April 2021840.760310.760310.998250.99825
15 April 2021850.760950.760950.998230.99823
16 April 2021860.761590.761590.998210.99821
17 April 2021870.762220.762220.998180.99818
18 April 2021880.762860.762860.998160.99816
19 April 2021890.763500.763500.998140.99814
20 April 2021900.764130.764130.998120.99812
21 April 2021910.764770.764770.998100.99810
22 April 2021920.765250.765250.998070.99807
23 April 2021930.765720.765720.998050.99805
24 April 2021940.766200.766200.998030.99803
25 April 2021950.766680.766680.998010.99801
26 April 2021960.767150.767150.997980.99798
27 April 2021970.767630.767630.997960.99796
28 April 2021980.768110.768110.997940.99794
29 April 2021990.768580.768580.997920.99792
30 April 20211000.769060.769060.997900.99790
1 May 20211010.769530.769530.997870.99787
2 May 20211020.770010.770010.997850.99785
3 May 20211030.770490.770490.997830.99783
4 May 20211040.770960.770960.997810.99781
5 May 20211050.771440.771440.997780.99778
6 May 20211060.771920.771920.997760.99776
7 May 20211070.772390.772390.997740.99774
8 May 20211080.772870.772870.997720.99772
9 May 20211090.773350.773350.997690.99769
10 May 20211100.773820.773820.997670.99767
11 May 20211110.774300.774300.997650.99765
12 May 20211120.774770.774770.997630.99763
13 May 20211130.775250.775250.997600.99760
14 May 20211140.775730.775730.997580.99758
15 May 20211150.776200.776200.997560.99756
16 May 20211160.776680.776680.997530.99753
17 May 20211170.777160.777160.997510.99751
18 May 20211180.777630.777630.997490.99749
19 May 20211190.778110.778110.997470.99747
20 May 20211200.778590.778590.997440.99744
21 May 20211210.779060.779060.997420.99742
22 May 20211220.779540.779540.997400.99740
23 May 20211230.780010.780010.997380.99738
24 May 20211240.780490.780490.997350.99735
25 May 20211250.780970.780970.997330.99733
26 May 20211260.781440.781440.997310.99731
27 May 20211270.781920.781920.997280.99728
28 May 20211280.782400.782400.997260.99726
29 May 20211290.782870.782870.997240.99724
30 May 20211300.783350.783350.997210.99721
31 May 20211310.783830.783830.997190.99719
1 June 20211320.784300.784300.997170.99717
2 June 20211330.784780.784780.997140.99714
3 June 20211340.785250.785250.997120.99712
4 June 20211350.785730.785730.997100.99710
5 June 20211360.786210.786210.997070.99707
6 June 20211370.786680.786680.997050.99705
7 June 20211380.787160.787160.997030.99703
8 June 20211390.787640.787640.997010.99701
9 June 20211400.788110.788110.996980.99698
10 June 20211410.788590.788590.996960.99696
11 June 20211420.789070.789070.996940.99694
12 June 20211430.789540.789540.996910.99691
13 June 20211440.790020.790020.996890.99689
14 June 20211450.790490.790490.996860.99686
15 June 20211460.790970.790970.996840.99684
16 June 20211470.791450.791450.996820.99682
17 June 20211480.791920.791920.996790.99679
18 June 20211490.792400.792400.996770.99677
19 June 20211500.792880.792880.996750.99675
20 June 20211510.793350.793350.996720.99672
21 June 20211520.793830.793830.996700.99670
22 June 20211530.794310.794310.996680.99668
23 June 20211540.794780.794780.996650.99665
24 June 20211550.795260.795260.996630.99663
25 June 20211560.795730.795730.996600.99660
26 June 20211570.796210.796210.996580.99658
27 June 20211580.796690.796690.996560.99656
28 June 20211590.797160.797160.996530.99653
29 June 20211600.797640.797640.996510.99651
30 June 20211610.798120.798120.996490.99649
1 July 20211620.798590.798590.996460.99646
2 July 20211630.799070.799070.996440.99644
3 July 20211640.799550.799550.996410.99641
4 July 20211650.800020.800020.996390.99639
5 July 20211660.800500.800500.996370.99637
6 July 20211670.800970.800970.996340.99634
7 July 20211680.801450.801450.996320.99632
8 July 20211690.801930.801930.996290.99629
9 July 20211700.802400.802400.996270.99627
10 July 20211710.802880.802880.996250.99625
11 July 20211720.803360.803360.996220.99622
12 July 20211730.803830.803830.996200.99620
13 July 20211740.804310.804310.996170.99617
14 July 20211750.804790.804790.996150.99615
15 July 20211760.805260.805260.996120.99612
16 July 20211770.805740.805740.996100.99610
17 July 20211780.806210.806210.996080.99608
18 July 20211790.806690.806690.996050.99605
19 July 20211800.807170.807170.996030.99603
20 July 20211810.807640.807640.996000.99600
21 July 20211820.808120.808120.995980.99598
22 July 20211830.808400.808400.995960.99596
23 July 20211840.808680.808680.995930.99593
24 July 20211850.808960.808960.995910.99591
25 July 20211860.809240.809240.995880.99588
26 July 20211870.809520.809520.995860.99586
27 July 20211880.809810.809810.995840.99584
28 July 20211890.810090.810090.995810.99581
29 July 20211900.810370.810370.995790.99579
30 July 20211910.810650.810650.995770.99577
31 July 20211920.810930.810930.995740.99574
1 August 20211930.811210.811210.995720.99572
2 August 20211940.811490.811490.995700.99570
3 August 20211950.811770.811770.995670.99567
4 August 20211960.812050.812050.995650.99565
5 August 20211970.812330.812330.995630.99563
6 August 20211980.812620.812620.995600.99560
7 August 20211990.812900.812900.995580.99558
8 August 20212000.813180.813180.995550.99555
9 August 20212010.813460.813460.995530.99553
10 August 20212020.813740.813740.995510.99551
11 August 20212030.814020.814020.995480.99548
12 August 20212040.814300.814300.995460.99546
13 August 20212050.814580.814580.995440.99544
14 August 20212060.814860.814860.995410.99541
15 August 20212070.815150.815150.995390.99539
16 August 20212080.815430.815430.995360.99536
17 August 20212090.815710.815710.995340.99534
18 August 20212100.815990.815990.995320.99532
19 August 20212110.816270.816270.995290.99529
20 August 20212120.816550.816550.995270.99527
21 August 20212130.816830.816830.995240.99524
22 August 20212140.817110.817110.995220.99522
23 August 20212150.817390.817390.995200.99520
24 August 20212160.817670.817670.995170.99517
25 August 20212170.817960.817960.995150.99515
26 August 20212180.818240.818240.995130.99513
27 August 20212190.818520.818520.995100.99510
28 August 20212200.818800.818800.995080.99508
29 August 20212210.819080.819080.995050.99505
30 August 20212220.819360.819360.995030.99503
31 August 20212230.819640.819640.995000.99500
1 September 20212240.819920.819920.994980.99498
2 September 20212250.820200.820200.994960.99496
3 September 20212260.820480.820480.994930.99493
4 September 20212270.820770.820770.994910.99491
5 September 20212280.821050.821050.994880.99488
6 September 20212290.821330.821330.994860.99486
7 September 20212300.821610.821610.994840.99484
8 September 20212310.821890.821890.994810.99481
9 September 20212320.822170.822170.994790.99479
10 September 20212330.822450.822450.994760.99476
11 September 20212340.822730.822730.994740.99474
12 September 20212350.823010.823010.994720.99472
13 September 20212360.823290.823290.994690.99469
14 September 20212370.823580.823580.994670.99467
15 September 20212380.823860.823860.994640.99464
16 September 20212390.824140.824140.994620.99462
17 September 20212400.824420.824420.994590.99459
18 September 20212410.824700.824700.994570.99457
19 September 20212420.824980.824980.994550.99455
20 September 20212430.825260.825260.994520.99452
21 September 20212440.825540.825540.994500.99450
22 September 20212450.825820.825820.994470.99447
23 September 20212460.826100.826100.994450.99445
24 September 20212470.826390.826390.994420.99442
25 September 20212480.826670.826670.994400.99440
26 September 20212490.826950.826950.994370.99437
27 September 20212500.827230.827230.994350.99435
28 September 20212510.827510.827510.994330.99433
29 September 20212520.827790.827790.994300.99430
30 September 20212530.828070.828070.994280.99428
1 October 20212540.828350.828350.994250.99425
2 October 20212550.828630.828630.994230.99423
3 October 20212560.828910.828910.994200.99420
4 October 20212570.829200.829200.994180.99418
5 October 20212580.829480.829480.994150.99415
6 October 20212590.829760.829760.994130.99413
7 October 20212600.830040.830040.994100.99410
8 October 20212610.830320.830320.994080.99408
9 October 20212620.830600.830600.994060.99406
10 October 20212630.830880.830880.994030.99403
11 October 20212640.831160.831160.994010.99401
12 October 20212650.831440.831440.993980.99398
13 October 20212660.831720.831720.993960.99396
14 October 20212670.832010.832010.993930.99393
15 October 20212680.832290.832290.993910.99391
16 October 20212690.832570.832570.993880.99388
17 October 20212700.832850.832850.993860.99386
18 October 20212710.833130.833130.993830.99383
19 October 20212720.833410.833410.993810.99381
20 October 20212730.833690.833690.993780.99378
21 October 20212740.833970.833970.993760.99376
22 October 20212750.834250.834250.993730.99373
23 October 20212760.834540.834540.993710.99371
24 October 20212770.834820.834820.993680.99368
25 October 20212780.835100.835100.993660.99366
26 October 20212790.835380.835380.993630.99363
27 October 20212800.835660.835660.993610.99361
28 October 20212810.835940.835940.993590.99359
29 October 20212820.836220.836220.993560.99356
30 October 20212830.836500.836500.993540.99354
31 October 20212840.836780.836780.993510.99351
1 November 20212850.837060.837060.993490.99349
2 November 20212860.837350.837350.993460.99346
3 November 20212870.837630.837630.993440.99344
4 November 20212880.837910.837910.993410.99341
5 November 20212890.838190.838190.993390.99339
6 November 20212900.838470.838470.993360.99336
7 November 20212910.838750.838750.993340.99334
8 November 20212920.839030.839030.993310.99331
9 November 20212930.839310.839310.993290.99329
10 November 20212940.839590.839590.993260.99326
11 November 20212950.839870.839870.993240.99324
12 November 20212960.840160.840160.993210.99321
13 November 20212970.840440.840440.993180.99318
14 November 20212980.840720.840720.993160.99316
15 November 20212990.841000.841000.993130.99313
16 November 20213000.841280.841280.993110.99311
17 November 20213010.841560.841560.993080.99308
18 November 20213020.841840.841840.993060.99306
19 November 20213030.842120.842120.993030.99303
20 November 20213040.842400.842400.993010.99301
21 November 20213050.842680.842680.992980.99298
22 November 20213060.842970.842970.992960.99296
23 November 20213070.843250.843250.992930.99293
24 November 20213080.843530.843530.992910.99291
25 November 20213090.843810.843810.992880.99288
26 November 20213100.844090.844090.992860.99286
27 November 20213110.844370.844370.992830.99283
28 November 20213120.844650.844650.992810.99281
29 November 20213130.844930.844930.992780.99278
30 November 20213140.845210.845210.992760.99276
1 December 20213150.845490.845490.992730.99273
2 December 20213160.845780.845780.992700.99270
3 December 20213170.846060.846060.992680.99268
4 December 20213180.846340.846340.992650.99265
5 December 20213190.846620.846620.992630.99263
6 December 20213200.846900.846900.992600.99260
7 December 20213210.847180.847180.992580.99258
8 December 20213220.847460.847460.992550.99255
9 December 20213230.847740.847740.992530.99253
10 December 20213240.848020.848020.992500.99250
11 December 20213250.848300.848300.992480.99248
12 December 20213260.848590.848590.992450.99245
13 December 20213270.848870.848870.992420.99242
14 December 20213280.849150.849150.992400.99240
15 December 20213290.849430.849430.992370.99237
16 December 20213300.849710.849710.992350.99235
17 December 20213310.849990.849990.992320.99232
18 December 20213320.850270.850270.992300.99230
19 December 20213330.850550.850550.992270.99227
20 December 20213340.850830.850830.992240.99224
21 December 20213350.851110.851110.992220.99222
22 December 20213360.851400.851400.992190.99219
23 December 20213370.851680.851680.992170.99217
24 December 20213380.851960.851960.992140.99214
25 December 20213390.852240.852240.992120.99212
26 December 20213400.852520.852520.992090.99209
27 December 20213410.852800.852800.992060.99206
28 December 20213420.853080.853080.992040.99204
29 December 20213430.853360.853360.992010.99201
30 December 20213440.853640.853640.991990.99199
31 December 20213450.853930.853930.991960.99196
1 January 20223460.854210.854210.991940.99194
2 January 20223470.854490.854490.991910.99191
3 January 20223480.854770.854770.991880.99188
4 January 20223490.855050.855050.991860.99186
5 January 20223500.855330.855330.991830.99183
6 January 20223510.855610.855610.991810.99181
7 January 20223520.855890.855890.991780.99178
8 January 20223530.856170.856170.991750.99175
9 January 20223540.856450.856450.991730.99173
10 January 20223550.856740.856740.991700.99170
11 January 20223560.857020.857020.991680.99168
12 January 20223570.857300.857300.991650.99165
13 January 20223580.857580.857580.991620.99162
14 January 20223590.857860.857860.991600.99160
15 January 20223600.858140.858140.991570.99157
16 January 20223610.858420.858420.991550.99155
17 January 20223620.858700.858700.991520.99152
18 January 20223630.858980.858980.991490.99149
19 January 20223640.859260.859260.991470.99147
20 January 20223650.859550.859550.991440.99144
20 February 20223960.859550.859550.990720.99072
22 March 20224260.859550.859550.990020.99002
22 April 20224570.859550.859550.989300.98930
22 May 20224870.859550.859550.988600.98860
21 June 20225170.859550.859550.987900.98790
21 July 20225470.859550.859550.987200.98720
21 August 20225780.859550.859550.986480.98648
21 September 20226090.859550.859550.985760.98576
21 October 20226390.859550.859550.985060.98506
21 November 20226700.859550.859550.984350.98435
21 December 20227000.859550.859550.983650.98365
20 January 20237300.859550.859550.982960.98296
19 January 202410940.859550.859550.974570.97457
18 January 202514590.859550.859550.966230.96623
19 January 202618250.859550.859550.957930.95793
19 January 202721900.859550.859550.949730.94973
22 July 202723740.859550.859550.945630.94563
20 January 202825560.859550.859550.941580.94158
20 January 202929220.859550.859550.933500.93350
21 April 202930130.859550.859550.931510.93151
20 January 203032870.859550.859550.925510.92551
19 January 203136510.859550.859550.917610.91761
21 January 203240180.859550.859550.909720.90972
20 January 203343830.859550.859550.901930.90193
20 January 203447480.859550.859550.894210.89421
21 January 203551140.859550.859550.886540.88654
18 January 203654760.859550.859550.879010.87901
19 January 204173040.859550.859550.841980.84198
19 January 204691300.859550.859550.806540.80654
21 January 2051109580.859550.859550.772560.77256
21 January 2056127840.859550.859550.740040.74004
20 January 2061146100.859550.859550.708890.70889