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
7 May 202413.900793.900790.999890.99989
8 May 202423.895753.895750.999790.99979
9 May 202433.890723.890720.999680.99968
10 May 202443.885683.885680.999570.99957
11 May 202453.880643.880640.999470.99947
12 May 202463.875603.875600.999360.99936
13 May 202473.870563.870560.999260.99926
14 May 202483.870183.870180.999150.99915
15 May 202493.869813.869810.999050.99905
16 May 2024103.869433.869430.998940.99894
17 May 2024113.869053.869050.998830.99883
18 May 2024123.868673.868670.998730.99873
19 May 2024133.868293.868290.998620.99862
20 May 2024143.867923.867920.998520.99852
21 May 2024153.867543.867540.998410.99841
22 May 2024163.867163.867160.998310.99831
23 May 2024173.866783.866780.998200.99820
24 May 2024183.866403.866400.998100.99810
25 May 2024193.866023.866020.997990.99799
26 May 2024203.865653.865650.997880.99788
27 May 2024213.865273.865270.997780.99778
28 May 2024223.864893.864890.997670.99767
29 May 2024233.864513.864510.997570.99757
30 May 2024243.864133.864130.997460.99746
31 May 2024253.863763.863760.997360.99736
1 June 2024263.863383.863380.997250.99725
2 June 2024273.863003.863000.997150.99715
3 June 2024283.862623.862620.997040.99704
4 June 2024293.862243.862240.996940.99694
5 June 2024303.861863.861860.996830.99683
6 June 2024313.862963.862960.996720.99672
7 June 2024323.864063.864060.996620.99662
8 June 2024333.865153.865150.996510.99651
9 June 2024343.866253.866250.996410.99641
10 June 2024353.867343.867340.996300.99630
11 June 2024363.868443.868440.996190.99619
12 June 2024373.869533.869530.996090.99609
13 June 2024383.870633.870630.995980.99598
14 June 2024393.871733.871730.995870.99587
15 June 2024403.872823.872820.995760.99576
16 June 2024413.873923.873920.995660.99566
17 June 2024423.875013.875010.995550.99555
18 June 2024433.876113.876110.995440.99544
19 June 2024443.877203.877200.995340.99534
20 June 2024453.878303.878300.995230.99523
21 June 2024463.879393.879390.995120.99512
22 June 2024473.880493.880490.995020.99502
23 June 2024483.881593.881590.994910.99491
24 June 2024493.882683.882680.994800.99480
25 June 2024503.883783.883780.994690.99469
26 June 2024513.884873.884870.994590.99459
27 June 2024523.885973.885970.994480.99448
28 June 2024533.887063.887060.994370.99437
29 June 2024543.888163.888160.994260.99426
30 June 2024553.889253.889250.994160.99416
1 July 2024563.890353.890350.994050.99405
2 July 2024573.891453.891450.993940.99394
3 July 2024583.892543.892540.993830.99383
4 July 2024593.893643.893640.993730.99373
5 July 2024603.894733.894730.993620.99362
6 July 2024613.895833.895830.993510.99351
7 July 2024623.896923.896920.993400.99340
8 July 2024633.898023.898020.993290.99329
9 July 2024643.899123.899120.993190.99319
10 July 2024653.900213.900210.993080.99308
11 July 2024663.901313.901310.992970.99297
12 July 2024673.902403.902400.992860.99286
13 July 2024683.903503.903500.992750.99275
14 July 2024693.904593.904590.992650.99265
15 July 2024703.905693.905690.992540.99254
16 July 2024713.906783.906780.992430.99243
17 July 2024723.907883.907880.992320.99232
18 July 2024733.908983.908980.992210.99221
19 July 2024743.910073.910070.992100.99210
20 July 2024753.911173.911170.992000.99200
21 July 2024763.912263.912260.991890.99189
22 July 2024773.913363.913360.991780.99178
23 July 2024783.914453.914450.991670.99167
24 July 2024793.915553.915550.991560.99156
25 July 2024803.916643.916640.991450.99145
26 July 2024813.917743.917740.991340.99134
27 July 2024823.918843.918840.991230.99123
28 July 2024833.919933.919930.991130.99113
29 July 2024843.921033.921030.991020.99102
30 July 2024853.922123.922120.990910.99091
31 July 2024863.923223.923220.990800.99080
1 August 2024873.924313.924310.990690.99069
2 August 2024883.925413.925410.990580.99058
3 August 2024893.926513.926510.990470.99047
4 August 2024903.927603.927600.990360.99036
5 August 2024913.928703.928700.990250.99025
6 August 2024923.930153.930150.990140.99014
7 August 2024933.931603.931600.990030.99003
8 August 2024943.933053.933050.989920.98992
9 August 2024953.934503.934500.989810.98981
10 August 2024963.935943.935940.989700.98970
11 August 2024973.937393.937390.989590.98959
12 August 2024983.938843.938840.989480.98948
13 August 2024993.940293.940290.989370.98937
14 August 20241003.941743.941740.989260.98926
15 August 20241013.943193.943190.989150.98915
16 August 20241023.944643.944640.989040.98904
17 August 20241033.946093.946090.988930.98893
18 August 20241043.947543.947540.988820.98882
19 August 20241053.948993.948990.988700.98870
20 August 20241063.950443.950440.988590.98859
21 August 20241073.951893.951890.988480.98848
22 August 20241083.953343.953340.988370.98837
23 August 20241093.954793.954790.988260.98826
24 August 20241103.956243.956240.988150.98815
25 August 20241113.957693.957690.988040.98804
26 August 20241123.959143.959140.987930.98793
27 August 20241133.960593.960590.987810.98781
28 August 20241143.962043.962040.987700.98770
29 August 20241153.963493.963490.987590.98759
30 August 20241163.964943.964940.987480.98748
31 August 20241173.966393.966390.987370.98737
1 September 20241183.967843.967840.987250.98725
2 September 20241193.969293.969290.987140.98714
3 September 20241203.970743.970740.987030.98703
4 September 20241213.972193.972190.986920.98692
5 September 20241223.973643.973640.986810.98681
6 September 20241233.975083.975080.986690.98669
7 September 20241243.976533.976530.986580.98658
8 September 20241253.977983.977980.986470.98647
9 September 20241263.979433.979430.986360.98636
10 September 20241273.980883.980880.986240.98624
11 September 20241283.982333.982330.986130.98613
12 September 20241293.983783.983780.986020.98602
13 September 20241303.985233.985230.985910.98591
14 September 20241313.986683.986680.985790.98579
15 September 20241323.988133.988130.985680.98568
16 September 20241333.989583.989580.985570.98557
17 September 20241343.991033.991030.985450.98545
18 September 20241353.992483.992480.985340.98534
19 September 20241363.993933.993930.985230.98523
20 September 20241373.995383.995380.985120.98512
21 September 20241383.996833.996830.985000.98500
22 September 20241393.998283.998280.984890.98489
23 September 20241403.999733.999730.984780.98478
24 September 20241414.001184.001180.984660.98466
25 September 20241424.002634.002630.984550.98455
26 September 20241434.004084.004080.984440.98444
27 September 20241444.005534.005530.984320.98432
28 September 20241454.006984.006980.984210.98421
29 September 20241464.008434.008430.984090.98409
30 September 20241474.009884.009880.983980.98398
1 October 20241484.011334.011330.983870.98387
2 October 20241494.012784.012780.983750.98375
3 October 20241504.014224.014220.983640.98364
4 October 20241514.015674.015670.983520.98352
5 October 20241524.017124.017120.983410.98341
6 October 20241534.018574.018570.983300.98330
7 October 20241544.020024.020020.983180.98318
8 October 20241554.021474.021470.983070.98307
9 October 20241564.022924.022920.982950.98295
10 October 20241574.024374.024370.982840.98284
11 October 20241584.025824.025820.982720.98272
12 October 20241594.027274.027270.982610.98261
13 October 20241604.028724.028720.982490.98249
14 October 20241614.030174.030170.982380.98238
15 October 20241624.031624.031620.982270.98227
16 October 20241634.033074.033070.982150.98215
17 October 20241644.034524.034520.982040.98204
18 October 20241654.035974.035970.981920.98192
19 October 20241664.037424.037420.981810.98181
20 October 20241674.038874.038870.981690.98169
21 October 20241684.040324.040320.981580.98158
22 October 20241694.041774.041770.981460.98146
23 October 20241704.043224.043220.981340.98134
24 October 20241714.044674.044670.981230.98123
25 October 20241724.046124.046120.981110.98111
26 October 20241734.047574.047570.981000.98100
27 October 20241744.049024.049020.980880.98088
28 October 20241754.050474.050470.980770.98077
29 October 20241764.051914.051910.980650.98065
30 October 20241774.053364.053360.980540.98054
31 October 20241784.054814.054810.980420.98042
1 November 20241794.056264.056260.980300.98030
2 November 20241804.057714.057710.980190.98019
3 November 20241814.059164.059160.980070.98007
4 November 20241824.060614.060610.979960.97996
5 November 20241834.060404.060400.979850.97985
6 November 20241844.060194.060190.979740.97974
7 November 20241854.059984.059980.979630.97963
8 November 20241864.059774.059770.979520.97952
9 November 20241874.059564.059560.979420.97942
10 November 20241884.059354.059350.979310.97931
11 November 20241894.059144.059140.979200.97920
12 November 20241904.058934.058930.979090.97909
13 November 20241914.058714.058710.978990.97899
14 November 20241924.058504.058500.978880.97888
15 November 20241934.058294.058290.978770.97877
16 November 20241944.058084.058080.978660.97866
17 November 20241954.057874.057870.978550.97855
18 November 20241964.057664.057660.978450.97845
19 November 20241974.057454.057450.978340.97834
20 November 20241984.057244.057240.978230.97823
21 November 20241994.057034.057030.978120.97812
22 November 20242004.056824.056820.978020.97802
23 November 20242014.056614.056610.977910.97791
24 November 20242024.056404.056400.977800.97780
25 November 20242034.056184.056180.977690.97769
26 November 20242044.055974.055970.977590.97759
27 November 20242054.055764.055760.977480.97748
28 November 20242064.055554.055550.977370.97737
29 November 20242074.055344.055340.977260.97726
30 November 20242084.055134.055130.977160.97716
1 December 20242094.054924.054920.977050.97705
2 December 20242104.054714.054710.976940.97694
3 December 20242114.054504.054500.976830.97683
4 December 20242124.054294.054290.976730.97673
5 December 20242134.054084.054080.976620.97662
6 December 20242144.053864.053860.976510.97651
7 December 20242154.053654.053650.976410.97641
8 December 20242164.053444.053440.976300.97630
9 December 20242174.053234.053230.976190.97619
10 December 20242184.053024.053020.976080.97608
11 December 20242194.052814.052810.975980.97598
12 December 20242204.052604.052600.975870.97587
13 December 20242214.052394.052390.975760.97576
14 December 20242224.052184.052180.975660.97566
15 December 20242234.051974.051970.975550.97555
16 December 20242244.051764.051760.975440.97544
17 December 20242254.051544.051540.975330.97533
18 December 20242264.051334.051330.975230.97523
19 December 20242274.051124.051120.975120.97512
20 December 20242284.050914.050910.975010.97501
21 December 20242294.050704.050700.974910.97491
22 December 20242304.050494.050490.974800.97480
23 December 20242314.050284.050280.974690.97469
24 December 20242324.050074.050070.974590.97459
25 December 20242334.049864.049860.974480.97448
26 December 20242344.049654.049650.974370.97437
27 December 20242354.049444.049440.974270.97427
28 December 20242364.049234.049230.974160.97416
29 December 20242374.049014.049010.974050.97405
30 December 20242384.048804.048800.973950.97395
31 December 20242394.048594.048590.973840.97384
1 January 20252404.048384.048380.973730.97373
2 January 20252414.048174.048170.973630.97363
3 January 20252424.047964.047960.973520.97352
4 January 20252434.047754.047750.973410.97341
5 January 20252444.047544.047540.973310.97331
6 January 20252454.047334.047330.973200.97320
7 January 20252464.047124.047120.973090.97309
8 January 20252474.046914.046910.972990.97299
9 January 20252484.046694.046690.972880.97288
10 January 20252494.046484.046480.972770.97277
11 January 20252504.046274.046270.972670.97267
12 January 20252514.046064.046060.972560.97256
13 January 20252524.045854.045850.972450.97245
14 January 20252534.045644.045640.972350.97235
15 January 20252544.045434.045430.972240.97224
16 January 20252554.045224.045220.972130.97213
17 January 20252564.045014.045010.972030.97203
18 January 20252574.044804.044800.971920.97192
19 January 20252584.044594.044590.971820.97182
20 January 20252594.044374.044370.971710.97171
21 January 20252604.044164.044160.971600.97160
22 January 20252614.043954.043950.971500.97150
23 January 20252624.043744.043740.971390.97139
24 January 20252634.043534.043530.971280.97128
25 January 20252644.043324.043320.971180.97118
26 January 20252654.043114.043110.971070.97107
27 January 20252664.042904.042900.970970.97097
28 January 20252674.042694.042690.970860.97086
29 January 20252684.042484.042480.970750.97075
30 January 20252694.042274.042270.970650.97065
31 January 20252704.042064.042060.970540.97054
1 February 20252714.041844.041840.970440.97044
2 February 20252724.041634.041630.970330.97033
3 February 20252734.041424.041420.970220.97022
4 February 20252744.041214.041210.970120.97012
5 February 20252754.041004.041000.970010.97001
6 February 20252764.040794.040790.969910.96991
7 February 20252774.040584.040580.969800.96980
8 February 20252784.040374.040370.969700.96970
9 February 20252794.040164.040160.969590.96959
10 February 20252804.039954.039950.969480.96948
11 February 20252814.039744.039740.969380.96938
12 February 20252824.039524.039520.969270.96927
13 February 20252834.039314.039310.969170.96917
14 February 20252844.039104.039100.969060.96906
15 February 20252854.038894.038890.968960.96896
16 February 20252864.038684.038680.968850.96885
17 February 20252874.038474.038470.968740.96874
18 February 20252884.038264.038260.968640.96864
19 February 20252894.038054.038050.968530.96853
20 February 20252904.037844.037840.968430.96843
21 February 20252914.037634.037630.968320.96832
22 February 20252924.037424.037420.968220.96822
23 February 20252934.037204.037200.968110.96811
24 February 20252944.036994.036990.968010.96801
25 February 20252954.036784.036780.967900.96790
26 February 20252964.036574.036570.967800.96780
27 February 20252974.036364.036360.967690.96769
28 February 20252984.036154.036150.967580.96758
1 March 20252994.035944.035940.967480.96748
2 March 20253004.035734.035730.967370.96737
3 March 20253014.035524.035520.967270.96727
4 March 20253024.035314.035310.967160.96716
5 March 20253034.035104.035100.967060.96706
6 March 20253044.034894.034890.966950.96695
7 March 20253054.034674.034670.966850.96685
8 March 20253064.034464.034460.966740.96674
9 March 20253074.034254.034250.966640.96664
10 March 20253084.034044.034040.966530.96653
11 March 20253094.033834.033830.966430.96643
12 March 20253104.033624.033620.966320.96632
13 March 20253114.033414.033410.966220.96622
14 March 20253124.033204.033200.966110.96611
15 March 20253134.032994.032990.966010.96601
16 March 20253144.032784.032780.965900.96590
17 March 20253154.032574.032570.965800.96580
18 March 20253164.032354.032350.965690.96569
19 March 20253174.032144.032140.965590.96559
20 March 20253184.031934.031930.965480.96548
21 March 20253194.031724.031720.965380.96538
22 March 20253204.031514.031510.965270.96527
23 March 20253214.031304.031300.965170.96517
24 March 20253224.031094.031090.965060.96506
25 March 20253234.030884.030880.964960.96496
26 March 20253244.030674.030670.964850.96485
27 March 20253254.030464.030460.964750.96475
28 March 20253264.030254.030250.964640.96464
29 March 20253274.030034.030030.964540.96454
30 March 20253284.029824.029820.964430.96443
31 March 20253294.029614.029610.964330.96433
1 April 20253304.029404.029400.964230.96423
2 April 20253314.029194.029190.964120.96412
3 April 20253324.028984.028980.964020.96402
4 April 20253334.028774.028770.963910.96391
5 April 20253344.028564.028560.963810.96381
6 April 20253354.028354.028350.963700.96370
7 April 20253364.028144.028140.963600.96360
8 April 20253374.027934.027930.963490.96349
9 April 20253384.027724.027720.963390.96339
10 April 20253394.027504.027500.963280.96328
11 April 20253404.027294.027290.963180.96318
12 April 20253414.027084.027080.963080.96308
13 April 20253424.026874.026870.962970.96297
14 April 20253434.026664.026660.962870.96287
15 April 20253444.026454.026450.962760.96276
16 April 20253454.026244.026240.962660.96266
17 April 20253464.026034.026030.962550.96255
18 April 20253474.025824.025820.962450.96245
19 April 20253484.025614.025610.962350.96235
20 April 20253494.025404.025400.962240.96224
21 April 20253504.025184.025180.962140.96214
22 April 20253514.024974.024970.962030.96203
23 April 20253524.024764.024760.961930.96193
24 April 20253534.024554.024550.961830.96183
25 April 20253544.024344.024340.961720.96172
26 April 20253554.024134.024130.961620.96162
27 April 20253564.023924.023920.961510.96151
28 April 20253574.023714.023710.961410.96141
29 April 20253584.023504.023500.961310.96131
30 April 20253594.023294.023290.961200.96120
1 May 20253604.023084.023080.961100.96110
2 May 20253614.022864.022860.960990.96099
3 May 20253624.022654.022650.960890.96089
4 May 20253634.022444.022440.960790.96079
5 May 20253644.022234.022230.960680.96068
6 May 20253654.022024.022020.960580.96058
6 June 20253964.022024.022020.957300.95730
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