UK primary money-market curve

Curve last updated on 23 March 2023 at 16.33.03 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight14.000004.00000Effective
1 month304.000004.00000Effective
3 months914.000004.00000Effective
6 months1825.000005.00000Effective
9 months2736.000006.00000Effective
1 year3657.000000.00000Effective

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
11 September 202413.999783.999780.999890.99989
12 September 202423.999563.999560.999780.99978
13 September 202433.999343.999340.999670.99967
14 September 202443.999123.999120.999560.99956
15 September 202453.998913.998910.999450.99945
16 September 202463.998693.998690.999340.99934
17 September 202473.998473.998470.999230.99923
18 September 202483.998253.998250.999120.99912
19 September 202493.998033.998030.999010.99901
20 September 2024103.997813.997810.998910.99891
21 September 2024113.997593.997590.998800.99880
22 September 2024123.997383.997380.998690.99869
23 September 2024133.997163.997160.998580.99858
24 September 2024143.996943.996940.998470.99847
25 September 2024153.996723.996720.998360.99836
26 September 2024163.996503.996500.998250.99825
27 September 2024173.996283.996280.998140.99814
28 September 2024183.996063.996060.998030.99803
29 September 2024193.995843.995840.997920.99792
30 September 2024203.995633.995630.997810.99781
1 October 2024213.995413.995410.997700.99770
2 October 2024223.995193.995190.997590.99759
3 October 2024233.994973.994970.997490.99749
4 October 2024243.994753.994750.997380.99738
5 October 2024253.994533.994530.997270.99727
6 October 2024263.994313.994310.997160.99716
7 October 2024273.994103.994100.997050.99705
8 October 2024283.993883.993880.996940.99694
9 October 2024293.993663.993660.996830.99683
10 October 2024303.993443.993440.996720.99672
11 October 2024313.993223.993220.996610.99661
12 October 2024323.993003.993000.996510.99651
13 October 2024333.992793.992790.996400.99640
14 October 2024343.992573.992570.996290.99629
15 October 2024353.992353.992350.996180.99618
16 October 2024363.992143.992140.996070.99607
17 October 2024373.991923.991920.995960.99596
18 October 2024383.991703.991700.995850.99585
19 October 2024393.991483.991480.995740.99574
20 October 2024403.991273.991270.995640.99564
21 October 2024413.991053.991050.995530.99553
22 October 2024423.990833.990830.995420.99542
23 October 2024433.990613.990610.995310.99531
24 October 2024443.990403.990400.995200.99520
25 October 2024453.990183.990180.995090.99509
26 October 2024463.989963.989960.994980.99498
27 October 2024473.989753.989750.994880.99488
28 October 2024483.989533.989530.994770.99477
29 October 2024493.989313.989310.994660.99466
30 October 2024503.989093.989090.994550.99455
31 October 2024513.988883.988880.994440.99444
1 November 2024523.988663.988660.994330.99433
2 November 2024533.988443.988440.994230.99423
3 November 2024543.988223.988220.994120.99412
4 November 2024553.988013.988010.994010.99401
5 November 2024563.987793.987790.993900.99390
6 November 2024573.987573.987570.993790.99379
7 November 2024583.987363.987360.993680.99368
8 November 2024593.987143.987140.993580.99358
9 November 2024603.986923.986920.993470.99347
10 November 2024613.986703.986700.993360.99336
11 November 2024623.986493.986490.993250.99325
12 November 2024633.986273.986270.993140.99314
13 November 2024643.986053.986050.993040.99304
14 November 2024653.985843.985840.992930.99293
15 November 2024663.985623.985620.992820.99282
16 November 2024673.985403.985400.992710.99271
17 November 2024683.985183.985180.992600.99260
18 November 2024693.984973.984970.992500.99250
19 November 2024703.984753.984750.992390.99239
20 November 2024713.984533.984530.992280.99228
21 November 2024723.984313.984310.992170.99217
22 November 2024733.984103.984100.992060.99206
23 November 2024743.983883.983880.991960.99196
24 November 2024753.983663.983660.991850.99185
25 November 2024763.983453.983450.991740.99174
26 November 2024773.983233.983230.991630.99163
27 November 2024783.983013.983010.991520.99152
28 November 2024793.982793.982790.991420.99142
29 November 2024803.982583.982580.991310.99131
30 November 2024813.982363.982360.991200.99120
1 December 2024823.982143.982140.991090.99109
2 December 2024833.981923.981920.990990.99099
3 December 2024843.981713.981710.990880.99088
4 December 2024853.981493.981490.990770.99077
5 December 2024863.981273.981270.990660.99066
6 December 2024873.981063.981060.990560.99056
7 December 2024883.980843.980840.990450.99045
8 December 2024893.980623.980620.990340.99034
9 December 2024903.980403.980400.990230.99023
10 December 2024913.980193.980190.990130.99013
11 December 2024923.990723.990720.989990.98999
12 December 2024934.001254.001250.989860.98986
13 December 2024944.011794.011790.989720.98972
14 December 2024954.022324.022320.989590.98959
15 December 2024964.032854.032850.989450.98945
16 December 2024974.043384.043380.989310.98931
17 December 2024984.053924.053920.989170.98917
18 December 2024994.064454.064450.989040.98904
19 December 20241004.074984.074980.988900.98890
20 December 20241014.085524.085520.988760.98876
21 December 20241024.096054.096050.988620.98862
22 December 20241034.106584.106580.988480.98848
23 December 20241044.117124.117120.988340.98834
24 December 20241054.127654.127650.988200.98820
25 December 20241064.138184.138180.988050.98805
26 December 20241074.148714.148710.987910.98791
27 December 20241084.159254.159250.987770.98777
28 December 20241094.169784.169780.987630.98763
29 December 20241104.180314.180310.987480.98748
30 December 20241114.190854.190850.987340.98734
31 December 20241124.201384.201380.987190.98719
1 January 20251134.211914.211910.987050.98705
2 January 20251144.222454.222450.986900.98690
3 January 20251154.232984.232980.986750.98675
4 January 20251164.243514.243510.986600.98660
5 January 20251174.254044.254040.986460.98646
6 January 20251184.264584.264580.986310.98631
7 January 20251194.275114.275110.986160.98616
8 January 20251204.285644.285640.986010.98601
9 January 20251214.296184.296180.985860.98586
10 January 20251224.306714.306710.985710.98571
11 January 20251234.317244.317240.985560.98556
12 January 20251244.327784.327780.985410.98541
13 January 20251254.338314.338310.985250.98525
14 January 20251264.348844.348840.985100.98510
15 January 20251274.359374.359370.984950.98495
16 January 20251284.369914.369910.984790.98479
17 January 20251294.380444.380440.984640.98464
18 January 20251304.390974.390970.984480.98448
19 January 20251314.401514.401510.984330.98433
20 January 20251324.412044.412040.984170.98417
21 January 20251334.422574.422570.984010.98401
22 January 20251344.433104.433100.983860.98386
23 January 20251354.443644.443640.983700.98370
24 January 20251364.454174.454170.983540.98354
25 January 20251374.464704.464700.983380.98338
26 January 20251384.475244.475240.983220.98322
27 January 20251394.485774.485770.983060.98306
28 January 20251404.496304.496300.982900.98290
29 January 20251414.506844.506840.982740.98274
30 January 20251424.517374.517370.982580.98258
31 January 20251434.527904.527900.982420.98242
1 February 20251444.538434.538430.982250.98225
2 February 20251454.548974.548970.982090.98209
3 February 20251464.559504.559500.981930.98193
4 February 20251474.570034.570030.981760.98176
5 February 20251484.580574.580570.981600.98160
6 February 20251494.591104.591100.981430.98143
7 February 20251504.601634.601630.981270.98127
8 February 20251514.612174.612170.981100.98110
9 February 20251524.622704.622700.980930.98093
10 February 20251534.633234.633230.980770.98077
11 February 20251544.643764.643760.980600.98060
12 February 20251554.654304.654300.980430.98043
13 February 20251564.664834.664830.980260.98026
14 February 20251574.675364.675360.980090.98009
15 February 20251584.685904.685900.979920.97992
16 February 20251594.696434.696430.979750.97975
17 February 20251604.706964.706960.979580.97958
18 February 20251614.717504.717500.979410.97941
19 February 20251624.728034.728030.979230.97923
20 February 20251634.738564.738560.979060.97906
21 February 20251644.749094.749090.978890.97889
22 February 20251654.759634.759630.978710.97871
23 February 20251664.770164.770160.978540.97854
24 February 20251674.780694.780690.978360.97836
25 February 20251684.791234.791230.978190.97819
26 February 20251694.801764.801760.978010.97801
27 February 20251704.812294.812290.977840.97784
28 February 20251714.822834.822830.977660.97766
1 March 20251724.833364.833360.977480.97748
2 March 20251734.843894.843890.977300.97730
3 March 20251744.854424.854420.977120.97712
4 March 20251754.864964.864960.976940.97694
5 March 20251764.875494.875490.976770.97677
6 March 20251774.886024.886020.976580.97658
7 March 20251784.896564.896560.976400.97640
8 March 20251794.907094.907090.976220.97622
9 March 20251804.917624.917620.976040.97604
10 March 20251814.928164.928160.975860.97586
11 March 20251824.938694.938690.975680.97568
12 March 20251834.948914.948910.975490.97549
13 March 20251844.959144.959140.975310.97531
14 March 20251854.969374.969370.975130.97513
15 March 20251864.979594.979590.974940.97494
16 March 20251874.989824.989820.974760.97476
17 March 20251885.000055.000050.974580.97458
18 March 20251895.010275.010270.974390.97439
19 March 20251905.020505.020500.974200.97420
20 March 20251915.030725.030720.974020.97402
21 March 20251925.040955.040950.973830.97383
22 March 20251935.051185.051180.973640.97364
23 March 20251945.061405.061400.973460.97346
24 March 20251955.071635.071630.973270.97327
25 March 20251965.081855.081850.973080.97308
26 March 20251975.092085.092080.972890.97289
27 March 20251985.102315.102310.972700.97270
28 March 20251995.112535.112530.972510.97251
29 March 20252005.122765.122760.972320.97232
30 March 20252015.132985.132980.972130.97213
31 March 20252025.143215.143210.971940.97194
1 April 20252035.153445.153440.971750.97175
2 April 20252045.163665.163660.971550.97155
3 April 20252055.173895.173890.971360.97136
4 April 20252065.184125.184120.971170.97117
5 April 20252075.194345.194340.970970.97097
6 April 20252085.204575.204570.970780.97078
7 April 20252095.214795.214790.970580.97058
8 April 20252105.225025.225020.970390.97039
9 April 20252115.235255.235250.970190.97019
10 April 20252125.245475.245470.969990.96999
11 April 20252135.255705.255700.969800.96980
12 April 20252145.265925.265920.969600.96960
13 April 20252155.276155.276150.969400.96940
14 April 20252165.286385.286380.969200.96920
15 April 20252175.296605.296600.969000.96900
16 April 20252185.306835.306830.968800.96880
17 April 20252195.317065.317060.968600.96860
18 April 20252205.327285.327280.968400.96840
19 April 20252215.337515.337510.968200.96820
20 April 20252225.347735.347730.968000.96800
21 April 20252235.357965.357960.967800.96780
22 April 20252245.368195.368190.967590.96759
23 April 20252255.378415.378410.967390.96739
24 April 20252265.388645.388640.967190.96719
25 April 20252275.398865.398860.966980.96698
26 April 20252285.409095.409090.966780.96678
27 April 20252295.419325.419320.966570.96657
28 April 20252305.429545.429540.966370.96637
29 April 20252315.439775.439770.966160.96616
30 April 20252325.450005.450000.965950.96595
1 May 20252335.460225.460220.965740.96574
2 May 20252345.470455.470450.965540.96554
3 May 20252355.480675.480670.965330.96533
4 May 20252365.490905.490900.965120.96512
5 May 20252375.501135.501130.964910.96491
6 May 20252385.511355.511350.964700.96470
7 May 20252395.521585.521580.964490.96449
8 May 20252405.531805.531800.964280.96428
9 May 20252415.542035.542030.964070.96407
10 May 20252425.552265.552260.963860.96386
11 May 20252435.562485.562480.963640.96364
12 May 20252445.572715.572710.963430.96343
13 May 20252455.582945.582940.963220.96322
14 May 20252465.593165.593160.963010.96301
15 May 20252475.603395.603390.962790.96279
16 May 20252485.613615.613610.962580.96258
17 May 20252495.623845.623840.962360.96236
18 May 20252505.634075.634070.962150.96215
19 May 20252515.644295.644290.961930.96193
20 May 20252525.654525.654520.961710.96171
21 May 20252535.664745.664740.961500.96150
22 May 20252545.674975.674970.961280.96128
23 May 20252555.685205.685200.961060.96106
24 May 20252565.695425.695420.960840.96084
25 May 20252575.705655.705650.960620.96062
26 May 20252585.715875.715870.960400.96040
27 May 20252595.726105.726100.960180.96018
28 May 20252605.736335.736330.959960.95996
29 May 20252615.746555.746550.959740.95974
30 May 20252625.756785.756780.959520.95952
31 May 20252635.767015.767010.959300.95930
1 June 20252645.777235.777230.959080.95908
2 June 20252655.787465.787460.958850.95885
3 June 20252665.797685.797680.958630.95863
4 June 20252675.807915.807910.958400.95840
5 June 20252685.818145.818140.958180.95818
6 June 20252695.828365.828360.957960.95796
7 June 20252705.838595.838590.957730.95773
8 June 20252715.848815.848810.957500.95750
9 June 20252725.859045.859040.957280.95728
10 June 20252735.869275.869270.957050.95705
11 June 20252745.879015.869270.956830.95690
12 June 20252755.888765.869270.956600.95674
13 June 20252765.898505.869270.956380.95659
14 June 20252775.908255.869270.956150.95644
15 June 20252785.918005.869270.955930.95628
16 June 20252795.927745.869270.955700.95613
17 June 20252805.937495.869270.955470.95597
18 June 20252815.947235.869270.955250.95582
19 June 20252825.956985.869270.955020.95567
20 June 20252835.966725.869270.954790.95551
21 June 20252845.976475.869270.954560.95536
22 June 20252855.986215.869270.954330.95521
23 June 20252865.995965.869270.954100.95505
24 June 20252876.005715.869270.953870.95490
25 June 20252886.015455.869270.953640.95475
26 June 20252896.025205.869270.953410.95459
27 June 20252906.034945.869270.953180.95444
28 June 20252916.044695.869270.952950.95428
29 June 20252926.054435.869270.952720.95413
30 June 20252936.064185.869270.952490.95398
1 July 20252946.073935.869270.952250.95382
2 July 20252956.083675.869270.952020.95367
3 July 20252966.093425.869270.951790.95352
4 July 20252976.103165.869270.951550.95336
5 July 20252986.112915.869270.951320.95321
6 July 20252996.122655.869270.951080.95306
7 July 20253006.132405.869270.950850.95290
8 July 20253016.142145.869270.950610.95275
9 July 20253026.151895.869270.950370.95260
10 July 20253036.161645.869270.950140.95245
11 July 20253046.171385.869270.949900.95229
12 July 20253056.181135.869270.949660.95214
13 July 20253066.190875.869270.949420.95199
14 July 20253076.200625.869270.949180.95183
15 July 20253086.210365.869270.948940.95168
16 July 20253096.220115.869270.948700.95153
17 July 20253106.229865.869270.948460.95137
18 July 20253116.239605.869270.948220.95122
19 July 20253126.249355.869270.947980.95107
20 July 20253136.259095.869270.947740.95091
21 July 20253146.268845.869270.947500.95076
22 July 20253156.278585.869270.947260.95061
23 July 20253166.288335.869270.947010.95046
24 July 20253176.298075.869270.946770.95030
25 July 20253186.307825.869270.946530.95015
26 July 20253196.317575.869270.946280.95000
27 July 20253206.327315.869270.946040.94984
28 July 20253216.337065.869270.945790.94969
29 July 20253226.346805.869270.945550.94954
30 July 20253236.356555.869270.945300.94939
31 July 20253246.366295.869270.945060.94923
1 August 20253256.376045.869270.944810.94908
2 August 20253266.385795.869270.944560.94893
3 August 20253276.395535.869270.944310.94878
4 August 20253286.405285.869270.944070.94862
5 August 20253296.415025.869270.943820.94847
6 August 20253306.424775.869270.943570.94832
7 August 20253316.434515.869270.943320.94817
8 August 20253326.444265.869270.943070.94801
9 August 20253336.454005.869270.942820.94786
10 August 20253346.463755.869270.942570.94771
11 August 20253356.473505.869270.942320.94756
12 August 20253366.483245.869270.942060.94740
13 August 20253376.492995.869270.941810.94725
14 August 20253386.502735.869270.941560.94710
15 August 20253396.512485.869270.941310.94695
16 August 20253406.522225.869270.941050.94680
17 August 20253416.531975.869270.940800.94664
18 August 20253426.541725.869270.940550.94649
19 August 20253436.551465.869270.940290.94634
20 August 20253446.561215.869270.940040.94619
21 August 20253456.570955.869270.939780.94603
22 August 20253466.580705.869270.939520.94588
23 August 20253476.590445.869270.939270.94573
24 August 20253486.600195.869270.939010.94558
25 August 20253496.609935.869270.938750.94543
26 August 20253506.619685.869270.938500.94527
27 August 20253516.629435.869270.938240.94512
28 August 20253526.639175.869270.937980.94497
29 August 20253536.648925.869270.937720.94482
30 August 20253546.658665.869270.937460.94467
31 August 20253556.668415.869270.937200.94451
1 September 20253566.678155.869270.936940.94436
2 September 20253576.687905.869270.936680.94421
3 September 20253586.697655.869270.936420.94406
4 September 20253596.707395.869270.936160.94391
5 September 20253606.717145.869270.935900.94376
6 September 20253616.726885.869270.935630.94360
7 September 20253626.736635.869270.935370.94345
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