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
9 December 202513.900793.900790.999890.99989
10 December 202523.895753.895750.999790.99979
11 December 202533.890723.890720.999680.99968
12 December 202543.885683.885680.999570.99957
13 December 202553.880643.880640.999470.99947
14 December 202563.875603.875600.999360.99936
15 December 202573.870563.870560.999260.99926
16 December 202583.870183.870180.999150.99915
17 December 202593.869813.869810.999050.99905
18 December 2025103.869433.869430.998940.99894
19 December 2025113.869053.869050.998830.99883
20 December 2025123.868673.868670.998730.99873
21 December 2025133.868293.868290.998620.99862
22 December 2025143.867923.867920.998520.99852
23 December 2025153.867543.867540.998410.99841
24 December 2025163.867163.867160.998310.99831
25 December 2025173.866783.866780.998200.99820
26 December 2025183.866403.866400.998100.99810
27 December 2025193.866023.866020.997990.99799
28 December 2025203.865653.865650.997880.99788
29 December 2025213.865273.865270.997780.99778
30 December 2025223.864893.864890.997670.99767
31 December 2025233.864513.864510.997570.99757
1 January 2026243.864133.864130.997460.99746
2 January 2026253.863763.863760.997360.99736
3 January 2026263.863383.863380.997250.99725
4 January 2026273.863003.863000.997150.99715
5 January 2026283.862623.862620.997040.99704
6 January 2026293.862243.862240.996940.99694
7 January 2026303.861863.861860.996830.99683
8 January 2026313.862963.862960.996720.99672
9 January 2026323.864063.864060.996620.99662
10 January 2026333.865153.865150.996510.99651
11 January 2026343.866253.866250.996410.99641
12 January 2026353.867343.867340.996300.99630
13 January 2026363.868443.868440.996190.99619
14 January 2026373.869533.869530.996090.99609
15 January 2026383.870633.870630.995980.99598
16 January 2026393.871733.871730.995870.99587
17 January 2026403.872823.872820.995760.99576
18 January 2026413.873923.873920.995660.99566
19 January 2026423.875013.875010.995550.99555
20 January 2026433.876113.876110.995440.99544
21 January 2026443.877203.877200.995340.99534
22 January 2026453.878303.878300.995230.99523
23 January 2026463.879393.879390.995120.99512
24 January 2026473.880493.880490.995020.99502
25 January 2026483.881593.881590.994910.99491
26 January 2026493.882683.882680.994800.99480
27 January 2026503.883783.883780.994690.99469
28 January 2026513.884873.884870.994590.99459
29 January 2026523.885973.885970.994480.99448
30 January 2026533.887063.887060.994370.99437
31 January 2026543.888163.888160.994260.99426
1 February 2026553.889253.889250.994160.99416
2 February 2026563.890353.890350.994050.99405
3 February 2026573.891453.891450.993940.99394
4 February 2026583.892543.892540.993830.99383
5 February 2026593.893643.893640.993730.99373
6 February 2026603.894733.894730.993620.99362
7 February 2026613.895833.895830.993510.99351
8 February 2026623.896923.896920.993400.99340
9 February 2026633.898023.898020.993290.99329
10 February 2026643.899123.899120.993190.99319
11 February 2026653.900213.900210.993080.99308
12 February 2026663.901313.901310.992970.99297
13 February 2026673.902403.902400.992860.99286
14 February 2026683.903503.903500.992750.99275
15 February 2026693.904593.904590.992650.99265
16 February 2026703.905693.905690.992540.99254
17 February 2026713.906783.906780.992430.99243
18 February 2026723.907883.907880.992320.99232
19 February 2026733.908983.908980.992210.99221
20 February 2026743.910073.910070.992100.99210
21 February 2026753.911173.911170.992000.99200
22 February 2026763.912263.912260.991890.99189
23 February 2026773.913363.913360.991780.99178
24 February 2026783.914453.914450.991670.99167
25 February 2026793.915553.915550.991560.99156
26 February 2026803.916643.916640.991450.99145
27 February 2026813.917743.917740.991340.99134
28 February 2026823.918843.918840.991230.99123
1 March 2026833.919933.919930.991130.99113
2 March 2026843.921033.921030.991020.99102
3 March 2026853.922123.922120.990910.99091
4 March 2026863.923223.923220.990800.99080
5 March 2026873.924313.924310.990690.99069
6 March 2026883.925413.925410.990580.99058
7 March 2026893.926513.926510.990470.99047
8 March 2026903.927603.927600.990360.99036
9 March 2026913.928703.928700.990250.99025
10 March 2026923.930153.930150.990140.99014
11 March 2026933.931603.931600.990030.99003
12 March 2026943.933053.933050.989920.98992
13 March 2026953.934503.934500.989810.98981
14 March 2026963.935943.935940.989700.98970
15 March 2026973.937393.937390.989590.98959
16 March 2026983.938843.938840.989480.98948
17 March 2026993.940293.940290.989370.98937
18 March 20261003.941743.941740.989260.98926
19 March 20261013.943193.943190.989150.98915
20 March 20261023.944643.944640.989040.98904
21 March 20261033.946093.946090.988930.98893
22 March 20261043.947543.947540.988820.98882
23 March 20261053.948993.948990.988700.98870
24 March 20261063.950443.950440.988590.98859
25 March 20261073.951893.951890.988480.98848
26 March 20261083.953343.953340.988370.98837
27 March 20261093.954793.954790.988260.98826
28 March 20261103.956243.956240.988150.98815
29 March 20261113.957693.957690.988040.98804
30 March 20261123.959143.959140.987930.98793
31 March 20261133.960593.960590.987810.98781
1 April 20261143.962043.962040.987700.98770
2 April 20261153.963493.963490.987590.98759
3 April 20261163.964943.964940.987480.98748
4 April 20261173.966393.966390.987370.98737
5 April 20261183.967843.967840.987250.98725
6 April 20261193.969293.969290.987140.98714
7 April 20261203.970743.970740.987030.98703
8 April 20261213.972193.972190.986920.98692
9 April 20261223.973643.973640.986810.98681
10 April 20261233.975083.975080.986690.98669
11 April 20261243.976533.976530.986580.98658
12 April 20261253.977983.977980.986470.98647
13 April 20261263.979433.979430.986360.98636
14 April 20261273.980883.980880.986240.98624
15 April 20261283.982333.982330.986130.98613
16 April 20261293.983783.983780.986020.98602
17 April 20261303.985233.985230.985910.98591
18 April 20261313.986683.986680.985790.98579
19 April 20261323.988133.988130.985680.98568
20 April 20261333.989583.989580.985570.98557
21 April 20261343.991033.991030.985450.98545
22 April 20261353.992483.992480.985340.98534
23 April 20261363.993933.993930.985230.98523
24 April 20261373.995383.995380.985120.98512
25 April 20261383.996833.996830.985000.98500
26 April 20261393.998283.998280.984890.98489
27 April 20261403.999733.999730.984780.98478
28 April 20261414.001184.001180.984660.98466
29 April 20261424.002634.002630.984550.98455
30 April 20261434.004084.004080.984440.98444
1 May 20261444.005534.005530.984320.98432
2 May 20261454.006984.006980.984210.98421
3 May 20261464.008434.008430.984090.98409
4 May 20261474.009884.009880.983980.98398
5 May 20261484.011334.011330.983870.98387
6 May 20261494.012784.012780.983750.98375
7 May 20261504.014224.014220.983640.98364
8 May 20261514.015674.015670.983520.98352
9 May 20261524.017124.017120.983410.98341
10 May 20261534.018574.018570.983300.98330
11 May 20261544.020024.020020.983180.98318
12 May 20261554.021474.021470.983070.98307
13 May 20261564.022924.022920.982950.98295
14 May 20261574.024374.024370.982840.98284
15 May 20261584.025824.025820.982720.98272
16 May 20261594.027274.027270.982610.98261
17 May 20261604.028724.028720.982490.98249
18 May 20261614.030174.030170.982380.98238
19 May 20261624.031624.031620.982270.98227
20 May 20261634.033074.033070.982150.98215
21 May 20261644.034524.034520.982040.98204
22 May 20261654.035974.035970.981920.98192
23 May 20261664.037424.037420.981810.98181
24 May 20261674.038874.038870.981690.98169
25 May 20261684.040324.040320.981580.98158
26 May 20261694.041774.041770.981460.98146
27 May 20261704.043224.043220.981340.98134
28 May 20261714.044674.044670.981230.98123
29 May 20261724.046124.046120.981110.98111
30 May 20261734.047574.047570.981000.98100
31 May 20261744.049024.049020.980880.98088
1 June 20261754.050474.050470.980770.98077
2 June 20261764.051914.051910.980650.98065
3 June 20261774.053364.053360.980540.98054
4 June 20261784.054814.054810.980420.98042
5 June 20261794.056264.056260.980300.98030
6 June 20261804.057714.057710.980190.98019
7 June 20261814.059164.059160.980070.98007
8 June 20261824.060614.060610.979960.97996
9 June 20261834.060404.060400.979850.97985
10 June 20261844.060194.060190.979740.97974
11 June 20261854.059984.059980.979630.97963
12 June 20261864.059774.059770.979520.97952
13 June 20261874.059564.059560.979420.97942
14 June 20261884.059354.059350.979310.97931
15 June 20261894.059144.059140.979200.97920
16 June 20261904.058934.058930.979090.97909
17 June 20261914.058714.058710.978990.97899
18 June 20261924.058504.058500.978880.97888
19 June 20261934.058294.058290.978770.97877
20 June 20261944.058084.058080.978660.97866
21 June 20261954.057874.057870.978550.97855
22 June 20261964.057664.057660.978450.97845
23 June 20261974.057454.057450.978340.97834
24 June 20261984.057244.057240.978230.97823
25 June 20261994.057034.057030.978120.97812
26 June 20262004.056824.056820.978020.97802
27 June 20262014.056614.056610.977910.97791
28 June 20262024.056404.056400.977800.97780
29 June 20262034.056184.056180.977690.97769
30 June 20262044.055974.055970.977590.97759
1 July 20262054.055764.055760.977480.97748
2 July 20262064.055554.055550.977370.97737
3 July 20262074.055344.055340.977260.97726
4 July 20262084.055134.055130.977160.97716
5 July 20262094.054924.054920.977050.97705
6 July 20262104.054714.054710.976940.97694
7 July 20262114.054504.054500.976830.97683
8 July 20262124.054294.054290.976730.97673
9 July 20262134.054084.054080.976620.97662
10 July 20262144.053864.053860.976510.97651
11 July 20262154.053654.053650.976410.97641
12 July 20262164.053444.053440.976300.97630
13 July 20262174.053234.053230.976190.97619
14 July 20262184.053024.053020.976080.97608
15 July 20262194.052814.052810.975980.97598
16 July 20262204.052604.052600.975870.97587
17 July 20262214.052394.052390.975760.97576
18 July 20262224.052184.052180.975660.97566
19 July 20262234.051974.051970.975550.97555
20 July 20262244.051764.051760.975440.97544
21 July 20262254.051544.051540.975330.97533
22 July 20262264.051334.051330.975230.97523
23 July 20262274.051124.051120.975120.97512
24 July 20262284.050914.050910.975010.97501
25 July 20262294.050704.050700.974910.97491
26 July 20262304.050494.050490.974800.97480
27 July 20262314.050284.050280.974690.97469
28 July 20262324.050074.050070.974590.97459
29 July 20262334.049864.049860.974480.97448
30 July 20262344.049654.049650.974370.97437
31 July 20262354.049444.049440.974270.97427
1 August 20262364.049234.049230.974160.97416
2 August 20262374.049014.049010.974050.97405
3 August 20262384.048804.048800.973950.97395
4 August 20262394.048594.048590.973840.97384
5 August 20262404.048384.048380.973730.97373
6 August 20262414.048174.048170.973630.97363
7 August 20262424.047964.047960.973520.97352
8 August 20262434.047754.047750.973410.97341
9 August 20262444.047544.047540.973310.97331
10 August 20262454.047334.047330.973200.97320
11 August 20262464.047124.047120.973090.97309
12 August 20262474.046914.046910.972990.97299
13 August 20262484.046694.046690.972880.97288
14 August 20262494.046484.046480.972770.97277
15 August 20262504.046274.046270.972670.97267
16 August 20262514.046064.046060.972560.97256
17 August 20262524.045854.045850.972450.97245
18 August 20262534.045644.045640.972350.97235
19 August 20262544.045434.045430.972240.97224
20 August 20262554.045224.045220.972130.97213
21 August 20262564.045014.045010.972030.97203
22 August 20262574.044804.044800.971920.97192
23 August 20262584.044594.044590.971820.97182
24 August 20262594.044374.044370.971710.97171
25 August 20262604.044164.044160.971600.97160
26 August 20262614.043954.043950.971500.97150
27 August 20262624.043744.043740.971390.97139
28 August 20262634.043534.043530.971280.97128
29 August 20262644.043324.043320.971180.97118
30 August 20262654.043114.043110.971070.97107
31 August 20262664.042904.042900.970970.97097
1 September 20262674.042694.042690.970860.97086
2 September 20262684.042484.042480.970750.97075
3 September 20262694.042274.042270.970650.97065
4 September 20262704.042064.042060.970540.97054
5 September 20262714.041844.041840.970440.97044
6 September 20262724.041634.041630.970330.97033
7 September 20262734.041424.041420.970220.97022
8 September 20262744.041214.041210.970120.97012
9 September 20262754.041004.041000.970010.97001
10 September 20262764.040794.040790.969910.96991
11 September 20262774.040584.040580.969800.96980
12 September 20262784.040374.040370.969700.96970
13 September 20262794.040164.040160.969590.96959
14 September 20262804.039954.039950.969480.96948
15 September 20262814.039744.039740.969380.96938
16 September 20262824.039524.039520.969270.96927
17 September 20262834.039314.039310.969170.96917
18 September 20262844.039104.039100.969060.96906
19 September 20262854.038894.038890.968960.96896
20 September 20262864.038684.038680.968850.96885
21 September 20262874.038474.038470.968740.96874
22 September 20262884.038264.038260.968640.96864
23 September 20262894.038054.038050.968530.96853
24 September 20262904.037844.037840.968430.96843
25 September 20262914.037634.037630.968320.96832
26 September 20262924.037424.037420.968220.96822
27 September 20262934.037204.037200.968110.96811
28 September 20262944.036994.036990.968010.96801
29 September 20262954.036784.036780.967900.96790
30 September 20262964.036574.036570.967800.96780
1 October 20262974.036364.036360.967690.96769
2 October 20262984.036154.036150.967580.96758
3 October 20262994.035944.035940.967480.96748
4 October 20263004.035734.035730.967370.96737
5 October 20263014.035524.035520.967270.96727
6 October 20263024.035314.035310.967160.96716
7 October 20263034.035104.035100.967060.96706
8 October 20263044.034894.034890.966950.96695
9 October 20263054.034674.034670.966850.96685
10 October 20263064.034464.034460.966740.96674
11 October 20263074.034254.034250.966640.96664
12 October 20263084.034044.034040.966530.96653
13 October 20263094.033834.033830.966430.96643
14 October 20263104.033624.033620.966320.96632
15 October 20263114.033414.033410.966220.96622
16 October 20263124.033204.033200.966110.96611
17 October 20263134.032994.032990.966010.96601
18 October 20263144.032784.032780.965900.96590
19 October 20263154.032574.032570.965800.96580
20 October 20263164.032354.032350.965690.96569
21 October 20263174.032144.032140.965590.96559
22 October 20263184.031934.031930.965480.96548
23 October 20263194.031724.031720.965380.96538
24 October 20263204.031514.031510.965270.96527
25 October 20263214.031304.031300.965170.96517
26 October 20263224.031094.031090.965060.96506
27 October 20263234.030884.030880.964960.96496
28 October 20263244.030674.030670.964850.96485
29 October 20263254.030464.030460.964750.96475
30 October 20263264.030254.030250.964640.96464
31 October 20263274.030034.030030.964540.96454
1 November 20263284.029824.029820.964430.96443
2 November 20263294.029614.029610.964330.96433
3 November 20263304.029404.029400.964230.96423
4 November 20263314.029194.029190.964120.96412
5 November 20263324.028984.028980.964020.96402
6 November 20263334.028774.028770.963910.96391
7 November 20263344.028564.028560.963810.96381
8 November 20263354.028354.028350.963700.96370
9 November 20263364.028144.028140.963600.96360
10 November 20263374.027934.027930.963490.96349
11 November 20263384.027724.027720.963390.96339
12 November 20263394.027504.027500.963280.96328
13 November 20263404.027294.027290.963180.96318
14 November 20263414.027084.027080.963080.96308
15 November 20263424.026874.026870.962970.96297
16 November 20263434.026664.026660.962870.96287
17 November 20263444.026454.026450.962760.96276
18 November 20263454.026244.026240.962660.96266
19 November 20263464.026034.026030.962550.96255
20 November 20263474.025824.025820.962450.96245
21 November 20263484.025614.025610.962350.96235
22 November 20263494.025404.025400.962240.96224
23 November 20263504.025184.025180.962140.96214
24 November 20263514.024974.024970.962030.96203
25 November 20263524.024764.024760.961930.96193
26 November 20263534.024554.024550.961830.96183
27 November 20263544.024344.024340.961720.96172
28 November 20263554.024134.024130.961620.96162
29 November 20263564.023924.023920.961510.96151
30 November 20263574.023714.023710.961410.96141
1 December 20263584.023504.023500.961310.96131
2 December 20263594.023294.023290.961200.96120
3 December 20263604.023084.023080.961100.96110
4 December 20263614.022864.022860.960990.96099
5 December 20263624.022654.022650.960890.96089
6 December 20263634.022444.022440.960790.96079
7 December 20263644.022234.022230.960680.96068
8 December 20263654.022024.022020.960580.96058
8 January 20273964.022024.022020.957300.95730
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