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
9 August 202010.667990.667990.999980.99998
10 August 202020.670780.670780.999960.99996
11 August 202030.673560.673560.999940.99994
12 August 202040.676350.676350.999930.99993
13 August 202050.679130.679130.999910.99991
14 August 202060.681920.681920.999890.99989
15 August 202070.684710.684710.999870.99987
16 August 202080.685820.685820.999850.99985
17 August 202090.686940.686940.999830.99983
18 August 2020100.688060.688060.999810.99981
19 August 2020110.689180.689180.999790.99979
20 August 2020120.690300.690300.999770.99977
21 August 2020130.691410.691410.999750.99975
22 August 2020140.692530.692530.999730.99973
23 August 2020150.693650.693650.999720.99972
24 August 2020160.694770.694770.999700.99970
25 August 2020170.695890.695890.999680.99968
26 August 2020180.697000.697000.999660.99966
27 August 2020190.698120.698120.999640.99964
28 August 2020200.699240.699240.999620.99962
29 August 2020210.700360.700360.999600.99960
30 August 2020220.701480.701480.999580.99958
31 August 2020230.702600.702600.999560.99956
1 September 2020240.703710.703710.999540.99954
2 September 2020250.704830.704830.999520.99952
3 September 2020260.705950.705950.999500.99950
4 September 2020270.707070.707070.999480.99948
5 September 2020280.708190.708190.999460.99946
6 September 2020290.709300.709300.999440.99944
7 September 2020300.710420.710420.999420.99942
8 September 2020310.711560.711560.999400.99940
9 September 2020320.712700.712700.999380.99938
10 September 2020330.713830.713830.999350.99935
11 September 2020340.714970.714970.999330.99933
12 September 2020350.716110.716110.999310.99931
13 September 2020360.717240.717240.999290.99929
14 September 2020370.718380.718380.999270.99927
15 September 2020380.719520.719520.999250.99925
16 September 2020390.720650.720650.999230.99923
17 September 2020400.721790.721790.999210.99921
18 September 2020410.722930.722930.999190.99919
19 September 2020420.724060.724060.999170.99917
20 September 2020430.725200.725200.999150.99915
21 September 2020440.726340.726340.999120.99912
22 September 2020450.727480.727480.999100.99910
23 September 2020460.728610.728610.999080.99908
24 September 2020470.729750.729750.999060.99906
25 September 2020480.730890.730890.999040.99904
26 September 2020490.732020.732020.999020.99902
27 September 2020500.733160.733160.999000.99900
28 September 2020510.734300.734300.998970.99897
29 September 2020520.735430.735430.998950.99895
30 September 2020530.736570.736570.998930.99893
1 October 2020540.737710.737710.998910.99891
2 October 2020550.738840.738840.998890.99889
3 October 2020560.739980.739980.998870.99887
4 October 2020570.741120.741120.998840.99884
5 October 2020580.742250.742250.998820.99882
6 October 2020590.743390.743390.998800.99880
7 October 2020600.744530.744530.998780.99878
8 October 2020610.745670.745670.998750.99875
9 October 2020620.746300.746300.998730.99873
10 October 2020630.746940.746940.998710.99871
11 October 2020640.747580.747580.998690.99869
12 October 2020650.748210.748210.998670.99867
13 October 2020660.748850.748850.998650.99865
14 October 2020670.749490.749490.998630.99863
15 October 2020680.750120.750120.998600.99860
16 October 2020690.750760.750760.998580.99858
17 October 2020700.751400.751400.998560.99856
18 October 2020710.752030.752030.998540.99854
19 October 2020720.752670.752670.998520.99852
20 October 2020730.753310.753310.998490.99849
21 October 2020740.753940.753940.998470.99847
22 October 2020750.754580.754580.998450.99845
23 October 2020760.755220.755220.998430.99843
24 October 2020770.755850.755850.998410.99841
25 October 2020780.756490.756490.998380.99838
26 October 2020790.757130.757130.998360.99836
27 October 2020800.757770.757770.998340.99834
28 October 2020810.758400.758400.998320.99832
29 October 2020820.759040.759040.998300.99830
30 October 2020830.759680.759680.998270.99827
31 October 2020840.760310.760310.998250.99825
1 November 2020850.760950.760950.998230.99823
2 November 2020860.761590.761590.998210.99821
3 November 2020870.762220.762220.998180.99818
4 November 2020880.762860.762860.998160.99816
5 November 2020890.763500.763500.998140.99814
6 November 2020900.764130.764130.998120.99812
7 November 2020910.764770.764770.998100.99810
8 November 2020920.765250.765250.998070.99807
9 November 2020930.765720.765720.998050.99805
10 November 2020940.766200.766200.998030.99803
11 November 2020950.766680.766680.998010.99801
12 November 2020960.767150.767150.997980.99798
13 November 2020970.767630.767630.997960.99796
14 November 2020980.768110.768110.997940.99794
15 November 2020990.768580.768580.997920.99792
16 November 20201000.769060.769060.997900.99790
17 November 20201010.769530.769530.997870.99787
18 November 20201020.770010.770010.997850.99785
19 November 20201030.770490.770490.997830.99783
20 November 20201040.770960.770960.997810.99781
21 November 20201050.771440.771440.997780.99778
22 November 20201060.771920.771920.997760.99776
23 November 20201070.772390.772390.997740.99774
24 November 20201080.772870.772870.997720.99772
25 November 20201090.773350.773350.997690.99769
26 November 20201100.773820.773820.997670.99767
27 November 20201110.774300.774300.997650.99765
28 November 20201120.774770.774770.997630.99763
29 November 20201130.775250.775250.997600.99760
30 November 20201140.775730.775730.997580.99758
1 December 20201150.776200.776200.997560.99756
2 December 20201160.776680.776680.997530.99753
3 December 20201170.777160.777160.997510.99751
4 December 20201180.777630.777630.997490.99749
5 December 20201190.778110.778110.997470.99747
6 December 20201200.778590.778590.997440.99744
7 December 20201210.779060.779060.997420.99742
8 December 20201220.779540.779540.997400.99740
9 December 20201230.780010.780010.997380.99738
10 December 20201240.780490.780490.997350.99735
11 December 20201250.780970.780970.997330.99733
12 December 20201260.781440.781440.997310.99731
13 December 20201270.781920.781920.997280.99728
14 December 20201280.782400.782400.997260.99726
15 December 20201290.782870.782870.997240.99724
16 December 20201300.783350.783350.997210.99721
17 December 20201310.783830.783830.997190.99719
18 December 20201320.784300.784300.997170.99717
19 December 20201330.784780.784780.997140.99714
20 December 20201340.785250.785250.997120.99712
21 December 20201350.785730.785730.997100.99710
22 December 20201360.786210.786210.997070.99707
23 December 20201370.786680.786680.997050.99705
24 December 20201380.787160.787160.997030.99703
25 December 20201390.787640.787640.997010.99701
26 December 20201400.788110.788110.996980.99698
27 December 20201410.788590.788590.996960.99696
28 December 20201420.789070.789070.996940.99694
29 December 20201430.789540.789540.996910.99691
30 December 20201440.790020.790020.996890.99689
31 December 20201450.790490.790490.996860.99686
1 January 20211460.790970.790970.996840.99684
2 January 20211470.791450.791450.996820.99682
3 January 20211480.791920.791920.996790.99679
4 January 20211490.792400.792400.996770.99677
5 January 20211500.792880.792880.996750.99675
6 January 20211510.793350.793350.996720.99672
7 January 20211520.793830.793830.996700.99670
8 January 20211530.794310.794310.996680.99668
9 January 20211540.794780.794780.996650.99665
10 January 20211550.795260.795260.996630.99663
11 January 20211560.795730.795730.996600.99660
12 January 20211570.796210.796210.996580.99658
13 January 20211580.796690.796690.996560.99656
14 January 20211590.797160.797160.996530.99653
15 January 20211600.797640.797640.996510.99651
16 January 20211610.798120.798120.996490.99649
17 January 20211620.798590.798590.996460.99646
18 January 20211630.799070.799070.996440.99644
19 January 20211640.799550.799550.996410.99641
20 January 20211650.800020.800020.996390.99639
21 January 20211660.800500.800500.996370.99637
22 January 20211670.800970.800970.996340.99634
23 January 20211680.801450.801450.996320.99632
24 January 20211690.801930.801930.996290.99629
25 January 20211700.802400.802400.996270.99627
26 January 20211710.802880.802880.996250.99625
27 January 20211720.803360.803360.996220.99622
28 January 20211730.803830.803830.996200.99620
29 January 20211740.804310.804310.996170.99617
30 January 20211750.804790.804790.996150.99615
31 January 20211760.805260.805260.996120.99612
1 February 20211770.805740.805740.996100.99610
2 February 20211780.806210.806210.996080.99608
3 February 20211790.806690.806690.996050.99605
4 February 20211800.807170.807170.996030.99603
5 February 20211810.807640.807640.996000.99600
6 February 20211820.808120.808120.995980.99598
7 February 20211830.808400.808400.995960.99596
8 February 20211840.808680.808680.995930.99593
9 February 20211850.808960.808960.995910.99591
10 February 20211860.809240.809240.995880.99588
11 February 20211870.809520.809520.995860.99586
12 February 20211880.809810.809810.995840.99584
13 February 20211890.810090.810090.995810.99581
14 February 20211900.810370.810370.995790.99579
15 February 20211910.810650.810650.995770.99577
16 February 20211920.810930.810930.995740.99574
17 February 20211930.811210.811210.995720.99572
18 February 20211940.811490.811490.995700.99570
19 February 20211950.811770.811770.995670.99567
20 February 20211960.812050.812050.995650.99565
21 February 20211970.812330.812330.995630.99563
22 February 20211980.812620.812620.995600.99560
23 February 20211990.812900.812900.995580.99558
24 February 20212000.813180.813180.995550.99555
25 February 20212010.813460.813460.995530.99553
26 February 20212020.813740.813740.995510.99551
27 February 20212030.814020.814020.995480.99548
28 February 20212040.814300.814300.995460.99546
1 March 20212050.814580.814580.995440.99544
2 March 20212060.814860.814860.995410.99541
3 March 20212070.815150.815150.995390.99539
4 March 20212080.815430.815430.995360.99536
5 March 20212090.815710.815710.995340.99534
6 March 20212100.815990.815990.995320.99532
7 March 20212110.816270.816270.995290.99529
8 March 20212120.816550.816550.995270.99527
9 March 20212130.816830.816830.995240.99524
10 March 20212140.817110.817110.995220.99522
11 March 20212150.817390.817390.995200.99520
12 March 20212160.817670.817670.995170.99517
13 March 20212170.817960.817960.995150.99515
14 March 20212180.818240.818240.995130.99513
15 March 20212190.818520.818520.995100.99510
16 March 20212200.818800.818800.995080.99508
17 March 20212210.819080.819080.995050.99505
18 March 20212220.819360.819360.995030.99503
19 March 20212230.819640.819640.995000.99500
20 March 20212240.819920.819920.994980.99498
21 March 20212250.820200.820200.994960.99496
22 March 20212260.820480.820480.994930.99493
23 March 20212270.820770.820770.994910.99491
24 March 20212280.821050.821050.994880.99488
25 March 20212290.821330.821330.994860.99486
26 March 20212300.821610.821610.994840.99484
27 March 20212310.821890.821890.994810.99481
28 March 20212320.822170.822170.994790.99479
29 March 20212330.822450.822450.994760.99476
30 March 20212340.822730.822730.994740.99474
31 March 20212350.823010.823010.994720.99472
1 April 20212360.823290.823290.994690.99469
2 April 20212370.823580.823580.994670.99467
3 April 20212380.823860.823860.994640.99464
4 April 20212390.824140.824140.994620.99462
5 April 20212400.824420.824420.994590.99459
6 April 20212410.824700.824700.994570.99457
7 April 20212420.824980.824980.994550.99455
8 April 20212430.825260.825260.994520.99452
9 April 20212440.825540.825540.994500.99450
10 April 20212450.825820.825820.994470.99447
11 April 20212460.826100.826100.994450.99445
12 April 20212470.826390.826390.994420.99442
13 April 20212480.826670.826670.994400.99440
14 April 20212490.826950.826950.994370.99437
15 April 20212500.827230.827230.994350.99435
16 April 20212510.827510.827510.994330.99433
17 April 20212520.827790.827790.994300.99430
18 April 20212530.828070.828070.994280.99428
19 April 20212540.828350.828350.994250.99425
20 April 20212550.828630.828630.994230.99423
21 April 20212560.828910.828910.994200.99420
22 April 20212570.829200.829200.994180.99418
23 April 20212580.829480.829480.994150.99415
24 April 20212590.829760.829760.994130.99413
25 April 20212600.830040.830040.994100.99410
26 April 20212610.830320.830320.994080.99408
27 April 20212620.830600.830600.994060.99406
28 April 20212630.830880.830880.994030.99403
29 April 20212640.831160.831160.994010.99401
30 April 20212650.831440.831440.993980.99398
1 May 20212660.831720.831720.993960.99396
2 May 20212670.832010.832010.993930.99393
3 May 20212680.832290.832290.993910.99391
4 May 20212690.832570.832570.993880.99388
5 May 20212700.832850.832850.993860.99386
6 May 20212710.833130.833130.993830.99383
7 May 20212720.833410.833410.993810.99381
8 May 20212730.833690.833690.993780.99378
9 May 20212740.833970.833970.993760.99376
10 May 20212750.834250.834250.993730.99373
11 May 20212760.834540.834540.993710.99371
12 May 20212770.834820.834820.993680.99368
13 May 20212780.835100.835100.993660.99366
14 May 20212790.835380.835380.993630.99363
15 May 20212800.835660.835660.993610.99361
16 May 20212810.835940.835940.993590.99359
17 May 20212820.836220.836220.993560.99356
18 May 20212830.836500.836500.993540.99354
19 May 20212840.836780.836780.993510.99351
20 May 20212850.837060.837060.993490.99349
21 May 20212860.837350.837350.993460.99346
22 May 20212870.837630.837630.993440.99344
23 May 20212880.837910.837910.993410.99341
24 May 20212890.838190.838190.993390.99339
25 May 20212900.838470.838470.993360.99336
26 May 20212910.838750.838750.993340.99334
27 May 20212920.839030.839030.993310.99331
28 May 20212930.839310.839310.993290.99329
29 May 20212940.839590.839590.993260.99326
30 May 20212950.839870.839870.993240.99324
31 May 20212960.840160.840160.993210.99321
1 June 20212970.840440.840440.993180.99318
2 June 20212980.840720.840720.993160.99316
3 June 20212990.841000.841000.993130.99313
4 June 20213000.841280.841280.993110.99311
5 June 20213010.841560.841560.993080.99308
6 June 20213020.841840.841840.993060.99306
7 June 20213030.842120.842120.993030.99303
8 June 20213040.842400.842400.993010.99301
9 June 20213050.842680.842680.992980.99298
10 June 20213060.842970.842970.992960.99296
11 June 20213070.843250.843250.992930.99293
12 June 20213080.843530.843530.992910.99291
13 June 20213090.843810.843810.992880.99288
14 June 20213100.844090.844090.992860.99286
15 June 20213110.844370.844370.992830.99283
16 June 20213120.844650.844650.992810.99281
17 June 20213130.844930.844930.992780.99278
18 June 20213140.845210.845210.992760.99276
19 June 20213150.845490.845490.992730.99273
20 June 20213160.845780.845780.992700.99270
21 June 20213170.846060.846060.992680.99268
22 June 20213180.846340.846340.992650.99265
23 June 20213190.846620.846620.992630.99263
24 June 20213200.846900.846900.992600.99260
25 June 20213210.847180.847180.992580.99258
26 June 20213220.847460.847460.992550.99255
27 June 20213230.847740.847740.992530.99253
28 June 20213240.848020.848020.992500.99250
29 June 20213250.848300.848300.992480.99248
30 June 20213260.848590.848590.992450.99245
1 July 20213270.848870.848870.992420.99242
2 July 20213280.849150.849150.992400.99240
3 July 20213290.849430.849430.992370.99237
4 July 20213300.849710.849710.992350.99235
5 July 20213310.849990.849990.992320.99232
6 July 20213320.850270.850270.992300.99230
7 July 20213330.850550.850550.992270.99227
8 July 20213340.850830.850830.992240.99224
9 July 20213350.851110.851110.992220.99222
10 July 20213360.851400.851400.992190.99219
11 July 20213370.851680.851680.992170.99217
12 July 20213380.851960.851960.992140.99214
13 July 20213390.852240.852240.992120.99212
14 July 20213400.852520.852520.992090.99209
15 July 20213410.852800.852800.992060.99206
16 July 20213420.853080.853080.992040.99204
17 July 20213430.853360.853360.992010.99201
18 July 20213440.853640.853640.991990.99199
19 July 20213450.853930.853930.991960.99196
20 July 20213460.854210.854210.991940.99194
21 July 20213470.854490.854490.991910.99191
22 July 20213480.854770.854770.991880.99188
23 July 20213490.855050.855050.991860.99186
24 July 20213500.855330.855330.991830.99183
25 July 20213510.855610.855610.991810.99181
26 July 20213520.855890.855890.991780.99178
27 July 20213530.856170.856170.991750.99175
28 July 20213540.856450.856450.991730.99173
29 July 20213550.856740.856740.991700.99170
30 July 20213560.857020.857020.991680.99168
31 July 20213570.857300.857300.991650.99165
1 August 20213580.857580.857580.991620.99162
2 August 20213590.857860.857860.991600.99160
3 August 20213600.858140.858140.991570.99157
4 August 20213610.858420.858420.991550.99155
5 August 20213620.858700.858700.991520.99152
6 August 20213630.858980.858980.991490.99149
7 August 20213640.859260.859260.991470.99147
8 August 20213650.859550.859550.991440.99144
8 September 20213960.859550.859550.990720.99072
8 October 20214260.859550.859550.990020.99002
8 November 20214570.859550.859550.989300.98930
8 December 20214870.859550.859550.988600.98860
7 January 20225170.859550.859550.987900.98790
6 February 20225470.859550.859550.987200.98720
9 March 20225780.859550.859550.986480.98648
9 April 20226090.859550.859550.985760.98576
9 May 20226390.859550.859550.985060.98506
9 June 20226700.859550.859550.984350.98435
9 July 20227000.859550.859550.983650.98365
8 August 20227300.859550.859550.982960.98296
7 August 202310940.859550.859550.974570.97457
6 August 202414590.859550.859550.966230.96623
7 August 202518250.859550.859550.957930.95793
7 August 202621900.859550.859550.949730.94973
7 February 202723740.859550.859550.945630.94563
8 August 202725560.859550.859550.941580.94158
8 August 202829220.859550.859550.933500.93350
7 November 202830130.859550.859550.931510.93151
8 August 202932870.859550.859550.925510.92551
7 August 203036510.859550.859550.917610.91761
9 August 203140180.859550.859550.909720.90972
8 August 203243830.859550.859550.901930.90193
8 August 203347480.859550.859550.894210.89421
9 August 203451140.859550.859550.886540.88654
6 August 203554760.859550.859550.879010.87901
7 August 204073040.859550.859550.841980.84198
7 August 204591300.859550.859550.806540.80654
9 August 2050109580.859550.859550.772560.77256
9 August 2055127840.859550.859550.740040.74004
8 August 2060146100.859550.859550.708890.70889