European primary money-market curve

Curve last updated on 28 October 2023 at 11.39.45 GMT/UTC

Inputs


Money-market rates


Period(Days)Bid/payOffer/receiveRate type
Overnight13.901003.90100Effective
1 week73.872003.87200Effective
1 month303.868003.86800Effective
3 months913.948003.94800Effective
6 months1824.102004.10200Effective
1 year3654.104004.10400Effective


Calculated output

Day-count convention : Actual/365
Date adjustment : None

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
14 February 202513.900793.900790.999890.99989
15 February 202523.895753.895750.999790.99979
16 February 202533.890723.890720.999680.99968
17 February 202543.885683.885680.999570.99957
18 February 202553.880643.880640.999470.99947
19 February 202563.875603.875600.999360.99936
20 February 202573.870563.870560.999260.99926
21 February 202583.870183.870180.999150.99915
22 February 202593.869813.869810.999050.99905
23 February 2025103.869433.869430.998940.99894
24 February 2025113.869053.869050.998830.99883
25 February 2025123.868673.868670.998730.99873
26 February 2025133.868293.868290.998620.99862
27 February 2025143.867923.867920.998520.99852
28 February 2025153.867543.867540.998410.99841
1 March 2025163.867163.867160.998310.99831
2 March 2025173.866783.866780.998200.99820
3 March 2025183.866403.866400.998100.99810
4 March 2025193.866023.866020.997990.99799
5 March 2025203.865653.865650.997880.99788
6 March 2025213.865273.865270.997780.99778
7 March 2025223.864893.864890.997670.99767
8 March 2025233.864513.864510.997570.99757
9 March 2025243.864133.864130.997460.99746
10 March 2025253.863763.863760.997360.99736
11 March 2025263.863383.863380.997250.99725
12 March 2025273.863003.863000.997150.99715
13 March 2025283.862623.862620.997040.99704
14 March 2025293.862243.862240.996940.99694
15 March 2025303.861863.861860.996830.99683
16 March 2025313.862963.862960.996720.99672
17 March 2025323.864063.864060.996620.99662
18 March 2025333.865153.865150.996510.99651
19 March 2025343.866253.866250.996410.99641
20 March 2025353.867343.867340.996300.99630
21 March 2025363.868443.868440.996190.99619
22 March 2025373.869533.869530.996090.99609
23 March 2025383.870633.870630.995980.99598
24 March 2025393.871733.871730.995870.99587
25 March 2025403.872823.872820.995760.99576
26 March 2025413.873923.873920.995660.99566
27 March 2025423.875013.875010.995550.99555
28 March 2025433.876113.876110.995440.99544
29 March 2025443.877203.877200.995340.99534
30 March 2025453.878303.878300.995230.99523
31 March 2025463.879393.879390.995120.99512
1 April 2025473.880493.880490.995020.99502
2 April 2025483.881593.881590.994910.99491
3 April 2025493.882683.882680.994800.99480
4 April 2025503.883783.883780.994690.99469
5 April 2025513.884873.884870.994590.99459
6 April 2025523.885973.885970.994480.99448
7 April 2025533.887063.887060.994370.99437
8 April 2025543.888163.888160.994260.99426
9 April 2025553.889253.889250.994160.99416
10 April 2025563.890353.890350.994050.99405
11 April 2025573.891453.891450.993940.99394
12 April 2025583.892543.892540.993830.99383
13 April 2025593.893643.893640.993730.99373
14 April 2025603.894733.894730.993620.99362
15 April 2025613.895833.895830.993510.99351
16 April 2025623.896923.896920.993400.99340
17 April 2025633.898023.898020.993290.99329
18 April 2025643.899123.899120.993190.99319
19 April 2025653.900213.900210.993080.99308
20 April 2025663.901313.901310.992970.99297
21 April 2025673.902403.902400.992860.99286
22 April 2025683.903503.903500.992750.99275
23 April 2025693.904593.904590.992650.99265
24 April 2025703.905693.905690.992540.99254
25 April 2025713.906783.906780.992430.99243
26 April 2025723.907883.907880.992320.99232
27 April 2025733.908983.908980.992210.99221
28 April 2025743.910073.910070.992100.99210
29 April 2025753.911173.911170.992000.99200
30 April 2025763.912263.912260.991890.99189
1 May 2025773.913363.913360.991780.99178
2 May 2025783.914453.914450.991670.99167
3 May 2025793.915553.915550.991560.99156
4 May 2025803.916643.916640.991450.99145
5 May 2025813.917743.917740.991340.99134
6 May 2025823.918843.918840.991230.99123
7 May 2025833.919933.919930.991130.99113
8 May 2025843.921033.921030.991020.99102
9 May 2025853.922123.922120.990910.99091
10 May 2025863.923223.923220.990800.99080
11 May 2025873.924313.924310.990690.99069
12 May 2025883.925413.925410.990580.99058
13 May 2025893.926513.926510.990470.99047
14 May 2025903.927603.927600.990360.99036
15 May 2025913.928703.928700.990250.99025
16 May 2025923.930153.930150.990140.99014
17 May 2025933.931603.931600.990030.99003
18 May 2025943.933053.933050.989920.98992
19 May 2025953.934503.934500.989810.98981
20 May 2025963.935943.935940.989700.98970
21 May 2025973.937393.937390.989590.98959
22 May 2025983.938843.938840.989480.98948
23 May 2025993.940293.940290.989370.98937
24 May 20251003.941743.941740.989260.98926
25 May 20251013.943193.943190.989150.98915
26 May 20251023.944643.944640.989040.98904
27 May 20251033.946093.946090.988930.98893
28 May 20251043.947543.947540.988820.98882
29 May 20251053.948993.948990.988700.98870
30 May 20251063.950443.950440.988590.98859
31 May 20251073.951893.951890.988480.98848
1 June 20251083.953343.953340.988370.98837
2 June 20251093.954793.954790.988260.98826
3 June 20251103.956243.956240.988150.98815
4 June 20251113.957693.957690.988040.98804
5 June 20251123.959143.959140.987930.98793
6 June 20251133.960593.960590.987810.98781
7 June 20251143.962043.962040.987700.98770
8 June 20251153.963493.963490.987590.98759
9 June 20251163.964943.964940.987480.98748
10 June 20251173.966393.966390.987370.98737
11 June 20251183.967843.967840.987250.98725
12 June 20251193.969293.969290.987140.98714
13 June 20251203.970743.970740.987030.98703
14 June 20251213.972193.972190.986920.98692
15 June 20251223.973643.973640.986810.98681
16 June 20251233.975083.975080.986690.98669
17 June 20251243.976533.976530.986580.98658
18 June 20251253.977983.977980.986470.98647
19 June 20251263.979433.979430.986360.98636
20 June 20251273.980883.980880.986240.98624
21 June 20251283.982333.982330.986130.98613
22 June 20251293.983783.983780.986020.98602
23 June 20251303.985233.985230.985910.98591
24 June 20251313.986683.986680.985790.98579
25 June 20251323.988133.988130.985680.98568
26 June 20251333.989583.989580.985570.98557
27 June 20251343.991033.991030.985450.98545
28 June 20251353.992483.992480.985340.98534
29 June 20251363.993933.993930.985230.98523
30 June 20251373.995383.995380.985120.98512
1 July 20251383.996833.996830.985000.98500
2 July 20251393.998283.998280.984890.98489
3 July 20251403.999733.999730.984780.98478
4 July 20251414.001184.001180.984660.98466
5 July 20251424.002634.002630.984550.98455
6 July 20251434.004084.004080.984440.98444
7 July 20251444.005534.005530.984320.98432
8 July 20251454.006984.006980.984210.98421
9 July 20251464.008434.008430.984090.98409
10 July 20251474.009884.009880.983980.98398
11 July 20251484.011334.011330.983870.98387
12 July 20251494.012784.012780.983750.98375
13 July 20251504.014224.014220.983640.98364
14 July 20251514.015674.015670.983520.98352
15 July 20251524.017124.017120.983410.98341
16 July 20251534.018574.018570.983300.98330
17 July 20251544.020024.020020.983180.98318
18 July 20251554.021474.021470.983070.98307
19 July 20251564.022924.022920.982950.98295
20 July 20251574.024374.024370.982840.98284
21 July 20251584.025824.025820.982720.98272
22 July 20251594.027274.027270.982610.98261
23 July 20251604.028724.028720.982490.98249
24 July 20251614.030174.030170.982380.98238
25 July 20251624.031624.031620.982270.98227
26 July 20251634.033074.033070.982150.98215
27 July 20251644.034524.034520.982040.98204
28 July 20251654.035974.035970.981920.98192
29 July 20251664.037424.037420.981810.98181
30 July 20251674.038874.038870.981690.98169
31 July 20251684.040324.040320.981580.98158
1 August 20251694.041774.041770.981460.98146
2 August 20251704.043224.043220.981340.98134
3 August 20251714.044674.044670.981230.98123
4 August 20251724.046124.046120.981110.98111
5 August 20251734.047574.047570.981000.98100
6 August 20251744.049024.049020.980880.98088
7 August 20251754.050474.050470.980770.98077
8 August 20251764.051914.051910.980650.98065
9 August 20251774.053364.053360.980540.98054
10 August 20251784.054814.054810.980420.98042
11 August 20251794.056264.056260.980300.98030
12 August 20251804.057714.057710.980190.98019
13 August 20251814.059164.059160.980070.98007
14 August 20251824.060614.060610.979960.97996
15 August 20251834.060404.060400.979850.97985
16 August 20251844.060194.060190.979740.97974
17 August 20251854.059984.059980.979630.97963
18 August 20251864.059774.059770.979520.97952
19 August 20251874.059564.059560.979420.97942
20 August 20251884.059354.059350.979310.97931
21 August 20251894.059144.059140.979200.97920
22 August 20251904.058934.058930.979090.97909
23 August 20251914.058714.058710.978990.97899
24 August 20251924.058504.058500.978880.97888
25 August 20251934.058294.058290.978770.97877
26 August 20251944.058084.058080.978660.97866
27 August 20251954.057874.057870.978550.97855
28 August 20251964.057664.057660.978450.97845
29 August 20251974.057454.057450.978340.97834
30 August 20251984.057244.057240.978230.97823
31 August 20251994.057034.057030.978120.97812
1 September 20252004.056824.056820.978020.97802
2 September 20252014.056614.056610.977910.97791
3 September 20252024.056404.056400.977800.97780
4 September 20252034.056184.056180.977690.97769
5 September 20252044.055974.055970.977590.97759
6 September 20252054.055764.055760.977480.97748
7 September 20252064.055554.055550.977370.97737
8 September 20252074.055344.055340.977260.97726
9 September 20252084.055134.055130.977160.97716
10 September 20252094.054924.054920.977050.97705
11 September 20252104.054714.054710.976940.97694
12 September 20252114.054504.054500.976830.97683
13 September 20252124.054294.054290.976730.97673
14 September 20252134.054084.054080.976620.97662
15 September 20252144.053864.053860.976510.97651
16 September 20252154.053654.053650.976410.97641
17 September 20252164.053444.053440.976300.97630
18 September 20252174.053234.053230.976190.97619
19 September 20252184.053024.053020.976080.97608
20 September 20252194.052814.052810.975980.97598
21 September 20252204.052604.052600.975870.97587
22 September 20252214.052394.052390.975760.97576
23 September 20252224.052184.052180.975660.97566
24 September 20252234.051974.051970.975550.97555
25 September 20252244.051764.051760.975440.97544
26 September 20252254.051544.051540.975330.97533
27 September 20252264.051334.051330.975230.97523
28 September 20252274.051124.051120.975120.97512
29 September 20252284.050914.050910.975010.97501
30 September 20252294.050704.050700.974910.97491
1 October 20252304.050494.050490.974800.97480
2 October 20252314.050284.050280.974690.97469
3 October 20252324.050074.050070.974590.97459
4 October 20252334.049864.049860.974480.97448
5 October 20252344.049654.049650.974370.97437
6 October 20252354.049444.049440.974270.97427
7 October 20252364.049234.049230.974160.97416
8 October 20252374.049014.049010.974050.97405
9 October 20252384.048804.048800.973950.97395
10 October 20252394.048594.048590.973840.97384
11 October 20252404.048384.048380.973730.97373
12 October 20252414.048174.048170.973630.97363
13 October 20252424.047964.047960.973520.97352
14 October 20252434.047754.047750.973410.97341
15 October 20252444.047544.047540.973310.97331
16 October 20252454.047334.047330.973200.97320
17 October 20252464.047124.047120.973090.97309
18 October 20252474.046914.046910.972990.97299
19 October 20252484.046694.046690.972880.97288
20 October 20252494.046484.046480.972770.97277
21 October 20252504.046274.046270.972670.97267
22 October 20252514.046064.046060.972560.97256
23 October 20252524.045854.045850.972450.97245
24 October 20252534.045644.045640.972350.97235
25 October 20252544.045434.045430.972240.97224
26 October 20252554.045224.045220.972130.97213
27 October 20252564.045014.045010.972030.97203
28 October 20252574.044804.044800.971920.97192
29 October 20252584.044594.044590.971820.97182
30 October 20252594.044374.044370.971710.97171
31 October 20252604.044164.044160.971600.97160
1 November 20252614.043954.043950.971500.97150
2 November 20252624.043744.043740.971390.97139
3 November 20252634.043534.043530.971280.97128
4 November 20252644.043324.043320.971180.97118
5 November 20252654.043114.043110.971070.97107
6 November 20252664.042904.042900.970970.97097
7 November 20252674.042694.042690.970860.97086
8 November 20252684.042484.042480.970750.97075
9 November 20252694.042274.042270.970650.97065
10 November 20252704.042064.042060.970540.97054
11 November 20252714.041844.041840.970440.97044
12 November 20252724.041634.041630.970330.97033
13 November 20252734.041424.041420.970220.97022
14 November 20252744.041214.041210.970120.97012
15 November 20252754.041004.041000.970010.97001
16 November 20252764.040794.040790.969910.96991
17 November 20252774.040584.040580.969800.96980
18 November 20252784.040374.040370.969700.96970
19 November 20252794.040164.040160.969590.96959
20 November 20252804.039954.039950.969480.96948
21 November 20252814.039744.039740.969380.96938
22 November 20252824.039524.039520.969270.96927
23 November 20252834.039314.039310.969170.96917
24 November 20252844.039104.039100.969060.96906
25 November 20252854.038894.038890.968960.96896
26 November 20252864.038684.038680.968850.96885
27 November 20252874.038474.038470.968740.96874
28 November 20252884.038264.038260.968640.96864
29 November 20252894.038054.038050.968530.96853
30 November 20252904.037844.037840.968430.96843
1 December 20252914.037634.037630.968320.96832
2 December 20252924.037424.037420.968220.96822
3 December 20252934.037204.037200.968110.96811
4 December 20252944.036994.036990.968010.96801
5 December 20252954.036784.036780.967900.96790
6 December 20252964.036574.036570.967800.96780
7 December 20252974.036364.036360.967690.96769
8 December 20252984.036154.036150.967580.96758
9 December 20252994.035944.035940.967480.96748
10 December 20253004.035734.035730.967370.96737
11 December 20253014.035524.035520.967270.96727
12 December 20253024.035314.035310.967160.96716
13 December 20253034.035104.035100.967060.96706
14 December 20253044.034894.034890.966950.96695
15 December 20253054.034674.034670.966850.96685
16 December 20253064.034464.034460.966740.96674
17 December 20253074.034254.034250.966640.96664
18 December 20253084.034044.034040.966530.96653
19 December 20253094.033834.033830.966430.96643
20 December 20253104.033624.033620.966320.96632
21 December 20253114.033414.033410.966220.96622
22 December 20253124.033204.033200.966110.96611
23 December 20253134.032994.032990.966010.96601
24 December 20253144.032784.032780.965900.96590
25 December 20253154.032574.032570.965800.96580
26 December 20253164.032354.032350.965690.96569
27 December 20253174.032144.032140.965590.96559
28 December 20253184.031934.031930.965480.96548
29 December 20253194.031724.031720.965380.96538
30 December 20253204.031514.031510.965270.96527
31 December 20253214.031304.031300.965170.96517
1 January 20263224.031094.031090.965060.96506
2 January 20263234.030884.030880.964960.96496
3 January 20263244.030674.030670.964850.96485
4 January 20263254.030464.030460.964750.96475
5 January 20263264.030254.030250.964640.96464
6 January 20263274.030034.030030.964540.96454
7 January 20263284.029824.029820.964430.96443
8 January 20263294.029614.029610.964330.96433
9 January 20263304.029404.029400.964230.96423
10 January 20263314.029194.029190.964120.96412
11 January 20263324.028984.028980.964020.96402
12 January 20263334.028774.028770.963910.96391
13 January 20263344.028564.028560.963810.96381
14 January 20263354.028354.028350.963700.96370
15 January 20263364.028144.028140.963600.96360
16 January 20263374.027934.027930.963490.96349
17 January 20263384.027724.027720.963390.96339
18 January 20263394.027504.027500.963280.96328
19 January 20263404.027294.027290.963180.96318
20 January 20263414.027084.027080.963080.96308
21 January 20263424.026874.026870.962970.96297
22 January 20263434.026664.026660.962870.96287
23 January 20263444.026454.026450.962760.96276
24 January 20263454.026244.026240.962660.96266
25 January 20263464.026034.026030.962550.96255
26 January 20263474.025824.025820.962450.96245
27 January 20263484.025614.025610.962350.96235
28 January 20263494.025404.025400.962240.96224
29 January 20263504.025184.025180.962140.96214
30 January 20263514.024974.024970.962030.96203
31 January 20263524.024764.024760.961930.96193
1 February 20263534.024554.024550.961830.96183
2 February 20263544.024344.024340.961720.96172
3 February 20263554.024134.024130.961620.96162
4 February 20263564.023924.023920.961510.96151
5 February 20263574.023714.023710.961410.96141
6 February 20263584.023504.023500.961310.96131
7 February 20263594.023294.023290.961200.96120
8 February 20263604.023084.023080.961100.96110
9 February 20263614.022864.022860.960990.96099
10 February 20263624.022654.022650.960890.96089
11 February 20263634.022444.022440.960790.96079
12 February 20263644.022234.022230.960680.96068
13 February 20263654.022024.022020.960580.96058
16 March 20263964.022024.022020.957300.95730
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