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
23 June 202110.667990.667990.999980.99998
24 June 202120.670780.670780.999960.99996
25 June 202130.673560.673560.999940.99994
26 June 202140.676350.676350.999930.99993
27 June 202150.679130.679130.999910.99991
28 June 202160.681920.681920.999890.99989
29 June 202170.684710.684710.999870.99987
30 June 202180.685820.685820.999850.99985
1 July 202190.686940.686940.999830.99983
2 July 2021100.688060.688060.999810.99981
3 July 2021110.689180.689180.999790.99979
4 July 2021120.690300.690300.999770.99977
5 July 2021130.691410.691410.999750.99975
6 July 2021140.692530.692530.999730.99973
7 July 2021150.693650.693650.999720.99972
8 July 2021160.694770.694770.999700.99970
9 July 2021170.695890.695890.999680.99968
10 July 2021180.697000.697000.999660.99966
11 July 2021190.698120.698120.999640.99964
12 July 2021200.699240.699240.999620.99962
13 July 2021210.700360.700360.999600.99960
14 July 2021220.701480.701480.999580.99958
15 July 2021230.702600.702600.999560.99956
16 July 2021240.703710.703710.999540.99954
17 July 2021250.704830.704830.999520.99952
18 July 2021260.705950.705950.999500.99950
19 July 2021270.707070.707070.999480.99948
20 July 2021280.708190.708190.999460.99946
21 July 2021290.709300.709300.999440.99944
22 July 2021300.710420.710420.999420.99942
23 July 2021310.711560.711560.999400.99940
24 July 2021320.712700.712700.999380.99938
25 July 2021330.713830.713830.999350.99935
26 July 2021340.714970.714970.999330.99933
27 July 2021350.716110.716110.999310.99931
28 July 2021360.717240.717240.999290.99929
29 July 2021370.718380.718380.999270.99927
30 July 2021380.719520.719520.999250.99925
31 July 2021390.720650.720650.999230.99923
1 August 2021400.721790.721790.999210.99921
2 August 2021410.722930.722930.999190.99919
3 August 2021420.724060.724060.999170.99917
4 August 2021430.725200.725200.999150.99915
5 August 2021440.726340.726340.999120.99912
6 August 2021450.727480.727480.999100.99910
7 August 2021460.728610.728610.999080.99908
8 August 2021470.729750.729750.999060.99906
9 August 2021480.730890.730890.999040.99904
10 August 2021490.732020.732020.999020.99902
11 August 2021500.733160.733160.999000.99900
12 August 2021510.734300.734300.998970.99897
13 August 2021520.735430.735430.998950.99895
14 August 2021530.736570.736570.998930.99893
15 August 2021540.737710.737710.998910.99891
16 August 2021550.738840.738840.998890.99889
17 August 2021560.739980.739980.998870.99887
18 August 2021570.741120.741120.998840.99884
19 August 2021580.742250.742250.998820.99882
20 August 2021590.743390.743390.998800.99880
21 August 2021600.744530.744530.998780.99878
22 August 2021610.745670.745670.998750.99875
23 August 2021620.746300.746300.998730.99873
24 August 2021630.746940.746940.998710.99871
25 August 2021640.747580.747580.998690.99869
26 August 2021650.748210.748210.998670.99867
27 August 2021660.748850.748850.998650.99865
28 August 2021670.749490.749490.998630.99863
29 August 2021680.750120.750120.998600.99860
30 August 2021690.750760.750760.998580.99858
31 August 2021700.751400.751400.998560.99856
1 September 2021710.752030.752030.998540.99854
2 September 2021720.752670.752670.998520.99852
3 September 2021730.753310.753310.998490.99849
4 September 2021740.753940.753940.998470.99847
5 September 2021750.754580.754580.998450.99845
6 September 2021760.755220.755220.998430.99843
7 September 2021770.755850.755850.998410.99841
8 September 2021780.756490.756490.998380.99838
9 September 2021790.757130.757130.998360.99836
10 September 2021800.757770.757770.998340.99834
11 September 2021810.758400.758400.998320.99832
12 September 2021820.759040.759040.998300.99830
13 September 2021830.759680.759680.998270.99827
14 September 2021840.760310.760310.998250.99825
15 September 2021850.760950.760950.998230.99823
16 September 2021860.761590.761590.998210.99821
17 September 2021870.762220.762220.998180.99818
18 September 2021880.762860.762860.998160.99816
19 September 2021890.763500.763500.998140.99814
20 September 2021900.764130.764130.998120.99812
21 September 2021910.764770.764770.998100.99810
22 September 2021920.765250.765250.998070.99807
23 September 2021930.765720.765720.998050.99805
24 September 2021940.766200.766200.998030.99803
25 September 2021950.766680.766680.998010.99801
26 September 2021960.767150.767150.997980.99798
27 September 2021970.767630.767630.997960.99796
28 September 2021980.768110.768110.997940.99794
29 September 2021990.768580.768580.997920.99792
30 September 20211000.769060.769060.997900.99790
1 October 20211010.769530.769530.997870.99787
2 October 20211020.770010.770010.997850.99785
3 October 20211030.770490.770490.997830.99783
4 October 20211040.770960.770960.997810.99781
5 October 20211050.771440.771440.997780.99778
6 October 20211060.771920.771920.997760.99776
7 October 20211070.772390.772390.997740.99774
8 October 20211080.772870.772870.997720.99772
9 October 20211090.773350.773350.997690.99769
10 October 20211100.773820.773820.997670.99767
11 October 20211110.774300.774300.997650.99765
12 October 20211120.774770.774770.997630.99763
13 October 20211130.775250.775250.997600.99760
14 October 20211140.775730.775730.997580.99758
15 October 20211150.776200.776200.997560.99756
16 October 20211160.776680.776680.997530.99753
17 October 20211170.777160.777160.997510.99751
18 October 20211180.777630.777630.997490.99749
19 October 20211190.778110.778110.997470.99747
20 October 20211200.778590.778590.997440.99744
21 October 20211210.779060.779060.997420.99742
22 October 20211220.779540.779540.997400.99740
23 October 20211230.780010.780010.997380.99738
24 October 20211240.780490.780490.997350.99735
25 October 20211250.780970.780970.997330.99733
26 October 20211260.781440.781440.997310.99731
27 October 20211270.781920.781920.997280.99728
28 October 20211280.782400.782400.997260.99726
29 October 20211290.782870.782870.997240.99724
30 October 20211300.783350.783350.997210.99721
31 October 20211310.783830.783830.997190.99719
1 November 20211320.784300.784300.997170.99717
2 November 20211330.784780.784780.997140.99714
3 November 20211340.785250.785250.997120.99712
4 November 20211350.785730.785730.997100.99710
5 November 20211360.786210.786210.997070.99707
6 November 20211370.786680.786680.997050.99705
7 November 20211380.787160.787160.997030.99703
8 November 20211390.787640.787640.997010.99701
9 November 20211400.788110.788110.996980.99698
10 November 20211410.788590.788590.996960.99696
11 November 20211420.789070.789070.996940.99694
12 November 20211430.789540.789540.996910.99691
13 November 20211440.790020.790020.996890.99689
14 November 20211450.790490.790490.996860.99686
15 November 20211460.790970.790970.996840.99684
16 November 20211470.791450.791450.996820.99682
17 November 20211480.791920.791920.996790.99679
18 November 20211490.792400.792400.996770.99677
19 November 20211500.792880.792880.996750.99675
20 November 20211510.793350.793350.996720.99672
21 November 20211520.793830.793830.996700.99670
22 November 20211530.794310.794310.996680.99668
23 November 20211540.794780.794780.996650.99665
24 November 20211550.795260.795260.996630.99663
25 November 20211560.795730.795730.996600.99660
26 November 20211570.796210.796210.996580.99658
27 November 20211580.796690.796690.996560.99656
28 November 20211590.797160.797160.996530.99653
29 November 20211600.797640.797640.996510.99651
30 November 20211610.798120.798120.996490.99649
1 December 20211620.798590.798590.996460.99646
2 December 20211630.799070.799070.996440.99644
3 December 20211640.799550.799550.996410.99641
4 December 20211650.800020.800020.996390.99639
5 December 20211660.800500.800500.996370.99637
6 December 20211670.800970.800970.996340.99634
7 December 20211680.801450.801450.996320.99632
8 December 20211690.801930.801930.996290.99629
9 December 20211700.802400.802400.996270.99627
10 December 20211710.802880.802880.996250.99625
11 December 20211720.803360.803360.996220.99622
12 December 20211730.803830.803830.996200.99620
13 December 20211740.804310.804310.996170.99617
14 December 20211750.804790.804790.996150.99615
15 December 20211760.805260.805260.996120.99612
16 December 20211770.805740.805740.996100.99610
17 December 20211780.806210.806210.996080.99608
18 December 20211790.806690.806690.996050.99605
19 December 20211800.807170.807170.996030.99603
20 December 20211810.807640.807640.996000.99600
21 December 20211820.808120.808120.995980.99598
22 December 20211830.808400.808400.995960.99596
23 December 20211840.808680.808680.995930.99593
24 December 20211850.808960.808960.995910.99591
25 December 20211860.809240.809240.995880.99588
26 December 20211870.809520.809520.995860.99586
27 December 20211880.809810.809810.995840.99584
28 December 20211890.810090.810090.995810.99581
29 December 20211900.810370.810370.995790.99579
30 December 20211910.810650.810650.995770.99577
31 December 20211920.810930.810930.995740.99574
1 January 20221930.811210.811210.995720.99572
2 January 20221940.811490.811490.995700.99570
3 January 20221950.811770.811770.995670.99567
4 January 20221960.812050.812050.995650.99565
5 January 20221970.812330.812330.995630.99563
6 January 20221980.812620.812620.995600.99560
7 January 20221990.812900.812900.995580.99558
8 January 20222000.813180.813180.995550.99555
9 January 20222010.813460.813460.995530.99553
10 January 20222020.813740.813740.995510.99551
11 January 20222030.814020.814020.995480.99548
12 January 20222040.814300.814300.995460.99546
13 January 20222050.814580.814580.995440.99544
14 January 20222060.814860.814860.995410.99541
15 January 20222070.815150.815150.995390.99539
16 January 20222080.815430.815430.995360.99536
17 January 20222090.815710.815710.995340.99534
18 January 20222100.815990.815990.995320.99532
19 January 20222110.816270.816270.995290.99529
20 January 20222120.816550.816550.995270.99527
21 January 20222130.816830.816830.995240.99524
22 January 20222140.817110.817110.995220.99522
23 January 20222150.817390.817390.995200.99520
24 January 20222160.817670.817670.995170.99517
25 January 20222170.817960.817960.995150.99515
26 January 20222180.818240.818240.995130.99513
27 January 20222190.818520.818520.995100.99510
28 January 20222200.818800.818800.995080.99508
29 January 20222210.819080.819080.995050.99505
30 January 20222220.819360.819360.995030.99503
31 January 20222230.819640.819640.995000.99500
1 February 20222240.819920.819920.994980.99498
2 February 20222250.820200.820200.994960.99496
3 February 20222260.820480.820480.994930.99493
4 February 20222270.820770.820770.994910.99491
5 February 20222280.821050.821050.994880.99488
6 February 20222290.821330.821330.994860.99486
7 February 20222300.821610.821610.994840.99484
8 February 20222310.821890.821890.994810.99481
9 February 20222320.822170.822170.994790.99479
10 February 20222330.822450.822450.994760.99476
11 February 20222340.822730.822730.994740.99474
12 February 20222350.823010.823010.994720.99472
13 February 20222360.823290.823290.994690.99469
14 February 20222370.823580.823580.994670.99467
15 February 20222380.823860.823860.994640.99464
16 February 20222390.824140.824140.994620.99462
17 February 20222400.824420.824420.994590.99459
18 February 20222410.824700.824700.994570.99457
19 February 20222420.824980.824980.994550.99455
20 February 20222430.825260.825260.994520.99452
21 February 20222440.825540.825540.994500.99450
22 February 20222450.825820.825820.994470.99447
23 February 20222460.826100.826100.994450.99445
24 February 20222470.826390.826390.994420.99442
25 February 20222480.826670.826670.994400.99440
26 February 20222490.826950.826950.994370.99437
27 February 20222500.827230.827230.994350.99435
28 February 20222510.827510.827510.994330.99433
1 March 20222520.827790.827790.994300.99430
2 March 20222530.828070.828070.994280.99428
3 March 20222540.828350.828350.994250.99425
4 March 20222550.828630.828630.994230.99423
5 March 20222560.828910.828910.994200.99420
6 March 20222570.829200.829200.994180.99418
7 March 20222580.829480.829480.994150.99415
8 March 20222590.829760.829760.994130.99413
9 March 20222600.830040.830040.994100.99410
10 March 20222610.830320.830320.994080.99408
11 March 20222620.830600.830600.994060.99406
12 March 20222630.830880.830880.994030.99403
13 March 20222640.831160.831160.994010.99401
14 March 20222650.831440.831440.993980.99398
15 March 20222660.831720.831720.993960.99396
16 March 20222670.832010.832010.993930.99393
17 March 20222680.832290.832290.993910.99391
18 March 20222690.832570.832570.993880.99388
19 March 20222700.832850.832850.993860.99386
20 March 20222710.833130.833130.993830.99383
21 March 20222720.833410.833410.993810.99381
22 March 20222730.833690.833690.993780.99378
23 March 20222740.833970.833970.993760.99376
24 March 20222750.834250.834250.993730.99373
25 March 20222760.834540.834540.993710.99371
26 March 20222770.834820.834820.993680.99368
27 March 20222780.835100.835100.993660.99366
28 March 20222790.835380.835380.993630.99363
29 March 20222800.835660.835660.993610.99361
30 March 20222810.835940.835940.993590.99359
31 March 20222820.836220.836220.993560.99356
1 April 20222830.836500.836500.993540.99354
2 April 20222840.836780.836780.993510.99351
3 April 20222850.837060.837060.993490.99349
4 April 20222860.837350.837350.993460.99346
5 April 20222870.837630.837630.993440.99344
6 April 20222880.837910.837910.993410.99341
7 April 20222890.838190.838190.993390.99339
8 April 20222900.838470.838470.993360.99336
9 April 20222910.838750.838750.993340.99334
10 April 20222920.839030.839030.993310.99331
11 April 20222930.839310.839310.993290.99329
12 April 20222940.839590.839590.993260.99326
13 April 20222950.839870.839870.993240.99324
14 April 20222960.840160.840160.993210.99321
15 April 20222970.840440.840440.993180.99318
16 April 20222980.840720.840720.993160.99316
17 April 20222990.841000.841000.993130.99313
18 April 20223000.841280.841280.993110.99311
19 April 20223010.841560.841560.993080.99308
20 April 20223020.841840.841840.993060.99306
21 April 20223030.842120.842120.993030.99303
22 April 20223040.842400.842400.993010.99301
23 April 20223050.842680.842680.992980.99298
24 April 20223060.842970.842970.992960.99296
25 April 20223070.843250.843250.992930.99293
26 April 20223080.843530.843530.992910.99291
27 April 20223090.843810.843810.992880.99288
28 April 20223100.844090.844090.992860.99286
29 April 20223110.844370.844370.992830.99283
30 April 20223120.844650.844650.992810.99281
1 May 20223130.844930.844930.992780.99278
2 May 20223140.845210.845210.992760.99276
3 May 20223150.845490.845490.992730.99273
4 May 20223160.845780.845780.992700.99270
5 May 20223170.846060.846060.992680.99268
6 May 20223180.846340.846340.992650.99265
7 May 20223190.846620.846620.992630.99263
8 May 20223200.846900.846900.992600.99260
9 May 20223210.847180.847180.992580.99258
10 May 20223220.847460.847460.992550.99255
11 May 20223230.847740.847740.992530.99253
12 May 20223240.848020.848020.992500.99250
13 May 20223250.848300.848300.992480.99248
14 May 20223260.848590.848590.992450.99245
15 May 20223270.848870.848870.992420.99242
16 May 20223280.849150.849150.992400.99240
17 May 20223290.849430.849430.992370.99237
18 May 20223300.849710.849710.992350.99235
19 May 20223310.849990.849990.992320.99232
20 May 20223320.850270.850270.992300.99230
21 May 20223330.850550.850550.992270.99227
22 May 20223340.850830.850830.992240.99224
23 May 20223350.851110.851110.992220.99222
24 May 20223360.851400.851400.992190.99219
25 May 20223370.851680.851680.992170.99217
26 May 20223380.851960.851960.992140.99214
27 May 20223390.852240.852240.992120.99212
28 May 20223400.852520.852520.992090.99209
29 May 20223410.852800.852800.992060.99206
30 May 20223420.853080.853080.992040.99204
31 May 20223430.853360.853360.992010.99201
1 June 20223440.853640.853640.991990.99199
2 June 20223450.853930.853930.991960.99196
3 June 20223460.854210.854210.991940.99194
4 June 20223470.854490.854490.991910.99191
5 June 20223480.854770.854770.991880.99188
6 June 20223490.855050.855050.991860.99186
7 June 20223500.855330.855330.991830.99183
8 June 20223510.855610.855610.991810.99181
9 June 20223520.855890.855890.991780.99178
10 June 20223530.856170.856170.991750.99175
11 June 20223540.856450.856450.991730.99173
12 June 20223550.856740.856740.991700.99170
13 June 20223560.857020.857020.991680.99168
14 June 20223570.857300.857300.991650.99165
15 June 20223580.857580.857580.991620.99162
16 June 20223590.857860.857860.991600.99160
17 June 20223600.858140.858140.991570.99157
18 June 20223610.858420.858420.991550.99155
19 June 20223620.858700.858700.991520.99152
20 June 20223630.858980.858980.991490.99149
21 June 20223640.859260.859260.991470.99147
22 June 20223650.859550.859550.991440.99144
23 July 20223960.859550.859550.990720.99072
22 August 20224260.859550.859550.990020.99002
22 September 20224570.859550.859550.989300.98930
22 October 20224870.859550.859550.988600.98860
21 November 20225170.859550.859550.987900.98790
21 December 20225470.859550.859550.987200.98720
21 January 20235780.859550.859550.986480.98648
21 February 20236090.859550.859550.985760.98576
23 March 20236390.859550.859550.985060.98506
23 April 20236700.859550.859550.984350.98435
23 May 20237000.859550.859550.983650.98365
22 June 20237300.859550.859550.982960.98296
20 June 202410940.859550.859550.974570.97457
20 June 202514590.859550.859550.966230.96623
21 June 202618250.859550.859550.957930.95793
21 June 202721900.859550.859550.949730.94973
22 December 202723740.859550.859550.945630.94563
21 June 202825560.859550.859550.941580.94158
22 June 202929220.859550.859550.933500.93350
21 September 202930130.859550.859550.931510.93151
22 June 203032870.859550.859550.925510.92551
21 June 203136510.859550.859550.917610.91761
22 June 203240180.859550.859550.909720.90972
22 June 203343830.859550.859550.901930.90193
22 June 203447480.859550.859550.894210.89421
23 June 203551140.859550.859550.886540.88654
19 June 203654760.859550.859550.879010.87901
21 June 204173040.859550.859550.841980.84198
21 June 204691300.859550.859550.806540.80654
23 June 2051109580.859550.859550.772560.77256
22 June 2056127840.859550.859550.740040.74004
22 June 2061146100.859550.859550.708890.70889