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
11 September 202413.900793.900790.999890.99989
12 September 202423.895753.895750.999790.99979
13 September 202433.890723.890720.999680.99968
14 September 202443.885683.885680.999570.99957
15 September 202453.880643.880640.999470.99947
16 September 202463.875603.875600.999360.99936
17 September 202473.870563.870560.999260.99926
18 September 202483.870183.870180.999150.99915
19 September 202493.869813.869810.999050.99905
20 September 2024103.869433.869430.998940.99894
21 September 2024113.869053.869050.998830.99883
22 September 2024123.868673.868670.998730.99873
23 September 2024133.868293.868290.998620.99862
24 September 2024143.867923.867920.998520.99852
25 September 2024153.867543.867540.998410.99841
26 September 2024163.867163.867160.998310.99831
27 September 2024173.866783.866780.998200.99820
28 September 2024183.866403.866400.998100.99810
29 September 2024193.866023.866020.997990.99799
30 September 2024203.865653.865650.997880.99788
1 October 2024213.865273.865270.997780.99778
2 October 2024223.864893.864890.997670.99767
3 October 2024233.864513.864510.997570.99757
4 October 2024243.864133.864130.997460.99746
5 October 2024253.863763.863760.997360.99736
6 October 2024263.863383.863380.997250.99725
7 October 2024273.863003.863000.997150.99715
8 October 2024283.862623.862620.997040.99704
9 October 2024293.862243.862240.996940.99694
10 October 2024303.861863.861860.996830.99683
11 October 2024313.862963.862960.996720.99672
12 October 2024323.864063.864060.996620.99662
13 October 2024333.865153.865150.996510.99651
14 October 2024343.866253.866250.996410.99641
15 October 2024353.867343.867340.996300.99630
16 October 2024363.868443.868440.996190.99619
17 October 2024373.869533.869530.996090.99609
18 October 2024383.870633.870630.995980.99598
19 October 2024393.871733.871730.995870.99587
20 October 2024403.872823.872820.995760.99576
21 October 2024413.873923.873920.995660.99566
22 October 2024423.875013.875010.995550.99555
23 October 2024433.876113.876110.995440.99544
24 October 2024443.877203.877200.995340.99534
25 October 2024453.878303.878300.995230.99523
26 October 2024463.879393.879390.995120.99512
27 October 2024473.880493.880490.995020.99502
28 October 2024483.881593.881590.994910.99491
29 October 2024493.882683.882680.994800.99480
30 October 2024503.883783.883780.994690.99469
31 October 2024513.884873.884870.994590.99459
1 November 2024523.885973.885970.994480.99448
2 November 2024533.887063.887060.994370.99437
3 November 2024543.888163.888160.994260.99426
4 November 2024553.889253.889250.994160.99416
5 November 2024563.890353.890350.994050.99405
6 November 2024573.891453.891450.993940.99394
7 November 2024583.892543.892540.993830.99383
8 November 2024593.893643.893640.993730.99373
9 November 2024603.894733.894730.993620.99362
10 November 2024613.895833.895830.993510.99351
11 November 2024623.896923.896920.993400.99340
12 November 2024633.898023.898020.993290.99329
13 November 2024643.899123.899120.993190.99319
14 November 2024653.900213.900210.993080.99308
15 November 2024663.901313.901310.992970.99297
16 November 2024673.902403.902400.992860.99286
17 November 2024683.903503.903500.992750.99275
18 November 2024693.904593.904590.992650.99265
19 November 2024703.905693.905690.992540.99254
20 November 2024713.906783.906780.992430.99243
21 November 2024723.907883.907880.992320.99232
22 November 2024733.908983.908980.992210.99221
23 November 2024743.910073.910070.992100.99210
24 November 2024753.911173.911170.992000.99200
25 November 2024763.912263.912260.991890.99189
26 November 2024773.913363.913360.991780.99178
27 November 2024783.914453.914450.991670.99167
28 November 2024793.915553.915550.991560.99156
29 November 2024803.916643.916640.991450.99145
30 November 2024813.917743.917740.991340.99134
1 December 2024823.918843.918840.991230.99123
2 December 2024833.919933.919930.991130.99113
3 December 2024843.921033.921030.991020.99102
4 December 2024853.922123.922120.990910.99091
5 December 2024863.923223.923220.990800.99080
6 December 2024873.924313.924310.990690.99069
7 December 2024883.925413.925410.990580.99058
8 December 2024893.926513.926510.990470.99047
9 December 2024903.927603.927600.990360.99036
10 December 2024913.928703.928700.990250.99025
11 December 2024923.930153.930150.990140.99014
12 December 2024933.931603.931600.990030.99003
13 December 2024943.933053.933050.989920.98992
14 December 2024953.934503.934500.989810.98981
15 December 2024963.935943.935940.989700.98970
16 December 2024973.937393.937390.989590.98959
17 December 2024983.938843.938840.989480.98948
18 December 2024993.940293.940290.989370.98937
19 December 20241003.941743.941740.989260.98926
20 December 20241013.943193.943190.989150.98915
21 December 20241023.944643.944640.989040.98904
22 December 20241033.946093.946090.988930.98893
23 December 20241043.947543.947540.988820.98882
24 December 20241053.948993.948990.988700.98870
25 December 20241063.950443.950440.988590.98859
26 December 20241073.951893.951890.988480.98848
27 December 20241083.953343.953340.988370.98837
28 December 20241093.954793.954790.988260.98826
29 December 20241103.956243.956240.988150.98815
30 December 20241113.957693.957690.988040.98804
31 December 20241123.959143.959140.987930.98793
1 January 20251133.960593.960590.987810.98781
2 January 20251143.962043.962040.987700.98770
3 January 20251153.963493.963490.987590.98759
4 January 20251163.964943.964940.987480.98748
5 January 20251173.966393.966390.987370.98737
6 January 20251183.967843.967840.987250.98725
7 January 20251193.969293.969290.987140.98714
8 January 20251203.970743.970740.987030.98703
9 January 20251213.972193.972190.986920.98692
10 January 20251223.973643.973640.986810.98681
11 January 20251233.975083.975080.986690.98669
12 January 20251243.976533.976530.986580.98658
13 January 20251253.977983.977980.986470.98647
14 January 20251263.979433.979430.986360.98636
15 January 20251273.980883.980880.986240.98624
16 January 20251283.982333.982330.986130.98613
17 January 20251293.983783.983780.986020.98602
18 January 20251303.985233.985230.985910.98591
19 January 20251313.986683.986680.985790.98579
20 January 20251323.988133.988130.985680.98568
21 January 20251333.989583.989580.985570.98557
22 January 20251343.991033.991030.985450.98545
23 January 20251353.992483.992480.985340.98534
24 January 20251363.993933.993930.985230.98523
25 January 20251373.995383.995380.985120.98512
26 January 20251383.996833.996830.985000.98500
27 January 20251393.998283.998280.984890.98489
28 January 20251403.999733.999730.984780.98478
29 January 20251414.001184.001180.984660.98466
30 January 20251424.002634.002630.984550.98455
31 January 20251434.004084.004080.984440.98444
1 February 20251444.005534.005530.984320.98432
2 February 20251454.006984.006980.984210.98421
3 February 20251464.008434.008430.984090.98409
4 February 20251474.009884.009880.983980.98398
5 February 20251484.011334.011330.983870.98387
6 February 20251494.012784.012780.983750.98375
7 February 20251504.014224.014220.983640.98364
8 February 20251514.015674.015670.983520.98352
9 February 20251524.017124.017120.983410.98341
10 February 20251534.018574.018570.983300.98330
11 February 20251544.020024.020020.983180.98318
12 February 20251554.021474.021470.983070.98307
13 February 20251564.022924.022920.982950.98295
14 February 20251574.024374.024370.982840.98284
15 February 20251584.025824.025820.982720.98272
16 February 20251594.027274.027270.982610.98261
17 February 20251604.028724.028720.982490.98249
18 February 20251614.030174.030170.982380.98238
19 February 20251624.031624.031620.982270.98227
20 February 20251634.033074.033070.982150.98215
21 February 20251644.034524.034520.982040.98204
22 February 20251654.035974.035970.981920.98192
23 February 20251664.037424.037420.981810.98181
24 February 20251674.038874.038870.981690.98169
25 February 20251684.040324.040320.981580.98158
26 February 20251694.041774.041770.981460.98146
27 February 20251704.043224.043220.981340.98134
28 February 20251714.044674.044670.981230.98123
1 March 20251724.046124.046120.981110.98111
2 March 20251734.047574.047570.981000.98100
3 March 20251744.049024.049020.980880.98088
4 March 20251754.050474.050470.980770.98077
5 March 20251764.051914.051910.980650.98065
6 March 20251774.053364.053360.980540.98054
7 March 20251784.054814.054810.980420.98042
8 March 20251794.056264.056260.980300.98030
9 March 20251804.057714.057710.980190.98019
10 March 20251814.059164.059160.980070.98007
11 March 20251824.060614.060610.979960.97996
12 March 20251834.060404.060400.979850.97985
13 March 20251844.060194.060190.979740.97974
14 March 20251854.059984.059980.979630.97963
15 March 20251864.059774.059770.979520.97952
16 March 20251874.059564.059560.979420.97942
17 March 20251884.059354.059350.979310.97931
18 March 20251894.059144.059140.979200.97920
19 March 20251904.058934.058930.979090.97909
20 March 20251914.058714.058710.978990.97899
21 March 20251924.058504.058500.978880.97888
22 March 20251934.058294.058290.978770.97877
23 March 20251944.058084.058080.978660.97866
24 March 20251954.057874.057870.978550.97855
25 March 20251964.057664.057660.978450.97845
26 March 20251974.057454.057450.978340.97834
27 March 20251984.057244.057240.978230.97823
28 March 20251994.057034.057030.978120.97812
29 March 20252004.056824.056820.978020.97802
30 March 20252014.056614.056610.977910.97791
31 March 20252024.056404.056400.977800.97780
1 April 20252034.056184.056180.977690.97769
2 April 20252044.055974.055970.977590.97759
3 April 20252054.055764.055760.977480.97748
4 April 20252064.055554.055550.977370.97737
5 April 20252074.055344.055340.977260.97726
6 April 20252084.055134.055130.977160.97716
7 April 20252094.054924.054920.977050.97705
8 April 20252104.054714.054710.976940.97694
9 April 20252114.054504.054500.976830.97683
10 April 20252124.054294.054290.976730.97673
11 April 20252134.054084.054080.976620.97662
12 April 20252144.053864.053860.976510.97651
13 April 20252154.053654.053650.976410.97641
14 April 20252164.053444.053440.976300.97630
15 April 20252174.053234.053230.976190.97619
16 April 20252184.053024.053020.976080.97608
17 April 20252194.052814.052810.975980.97598
18 April 20252204.052604.052600.975870.97587
19 April 20252214.052394.052390.975760.97576
20 April 20252224.052184.052180.975660.97566
21 April 20252234.051974.051970.975550.97555
22 April 20252244.051764.051760.975440.97544
23 April 20252254.051544.051540.975330.97533
24 April 20252264.051334.051330.975230.97523
25 April 20252274.051124.051120.975120.97512
26 April 20252284.050914.050910.975010.97501
27 April 20252294.050704.050700.974910.97491
28 April 20252304.050494.050490.974800.97480
29 April 20252314.050284.050280.974690.97469
30 April 20252324.050074.050070.974590.97459
1 May 20252334.049864.049860.974480.97448
2 May 20252344.049654.049650.974370.97437
3 May 20252354.049444.049440.974270.97427
4 May 20252364.049234.049230.974160.97416
5 May 20252374.049014.049010.974050.97405
6 May 20252384.048804.048800.973950.97395
7 May 20252394.048594.048590.973840.97384
8 May 20252404.048384.048380.973730.97373
9 May 20252414.048174.048170.973630.97363
10 May 20252424.047964.047960.973520.97352
11 May 20252434.047754.047750.973410.97341
12 May 20252444.047544.047540.973310.97331
13 May 20252454.047334.047330.973200.97320
14 May 20252464.047124.047120.973090.97309
15 May 20252474.046914.046910.972990.97299
16 May 20252484.046694.046690.972880.97288
17 May 20252494.046484.046480.972770.97277
18 May 20252504.046274.046270.972670.97267
19 May 20252514.046064.046060.972560.97256
20 May 20252524.045854.045850.972450.97245
21 May 20252534.045644.045640.972350.97235
22 May 20252544.045434.045430.972240.97224
23 May 20252554.045224.045220.972130.97213
24 May 20252564.045014.045010.972030.97203
25 May 20252574.044804.044800.971920.97192
26 May 20252584.044594.044590.971820.97182
27 May 20252594.044374.044370.971710.97171
28 May 20252604.044164.044160.971600.97160
29 May 20252614.043954.043950.971500.97150
30 May 20252624.043744.043740.971390.97139
31 May 20252634.043534.043530.971280.97128
1 June 20252644.043324.043320.971180.97118
2 June 20252654.043114.043110.971070.97107
3 June 20252664.042904.042900.970970.97097
4 June 20252674.042694.042690.970860.97086
5 June 20252684.042484.042480.970750.97075
6 June 20252694.042274.042270.970650.97065
7 June 20252704.042064.042060.970540.97054
8 June 20252714.041844.041840.970440.97044
9 June 20252724.041634.041630.970330.97033
10 June 20252734.041424.041420.970220.97022
11 June 20252744.041214.041210.970120.97012
12 June 20252754.041004.041000.970010.97001
13 June 20252764.040794.040790.969910.96991
14 June 20252774.040584.040580.969800.96980
15 June 20252784.040374.040370.969700.96970
16 June 20252794.040164.040160.969590.96959
17 June 20252804.039954.039950.969480.96948
18 June 20252814.039744.039740.969380.96938
19 June 20252824.039524.039520.969270.96927
20 June 20252834.039314.039310.969170.96917
21 June 20252844.039104.039100.969060.96906
22 June 20252854.038894.038890.968960.96896
23 June 20252864.038684.038680.968850.96885
24 June 20252874.038474.038470.968740.96874
25 June 20252884.038264.038260.968640.96864
26 June 20252894.038054.038050.968530.96853
27 June 20252904.037844.037840.968430.96843
28 June 20252914.037634.037630.968320.96832
29 June 20252924.037424.037420.968220.96822
30 June 20252934.037204.037200.968110.96811
1 July 20252944.036994.036990.968010.96801
2 July 20252954.036784.036780.967900.96790
3 July 20252964.036574.036570.967800.96780
4 July 20252974.036364.036360.967690.96769
5 July 20252984.036154.036150.967580.96758
6 July 20252994.035944.035940.967480.96748
7 July 20253004.035734.035730.967370.96737
8 July 20253014.035524.035520.967270.96727
9 July 20253024.035314.035310.967160.96716
10 July 20253034.035104.035100.967060.96706
11 July 20253044.034894.034890.966950.96695
12 July 20253054.034674.034670.966850.96685
13 July 20253064.034464.034460.966740.96674
14 July 20253074.034254.034250.966640.96664
15 July 20253084.034044.034040.966530.96653
16 July 20253094.033834.033830.966430.96643
17 July 20253104.033624.033620.966320.96632
18 July 20253114.033414.033410.966220.96622
19 July 20253124.033204.033200.966110.96611
20 July 20253134.032994.032990.966010.96601
21 July 20253144.032784.032780.965900.96590
22 July 20253154.032574.032570.965800.96580
23 July 20253164.032354.032350.965690.96569
24 July 20253174.032144.032140.965590.96559
25 July 20253184.031934.031930.965480.96548
26 July 20253194.031724.031720.965380.96538
27 July 20253204.031514.031510.965270.96527
28 July 20253214.031304.031300.965170.96517
29 July 20253224.031094.031090.965060.96506
30 July 20253234.030884.030880.964960.96496
31 July 20253244.030674.030670.964850.96485
1 August 20253254.030464.030460.964750.96475
2 August 20253264.030254.030250.964640.96464
3 August 20253274.030034.030030.964540.96454
4 August 20253284.029824.029820.964430.96443
5 August 20253294.029614.029610.964330.96433
6 August 20253304.029404.029400.964230.96423
7 August 20253314.029194.029190.964120.96412
8 August 20253324.028984.028980.964020.96402
9 August 20253334.028774.028770.963910.96391
10 August 20253344.028564.028560.963810.96381
11 August 20253354.028354.028350.963700.96370
12 August 20253364.028144.028140.963600.96360
13 August 20253374.027934.027930.963490.96349
14 August 20253384.027724.027720.963390.96339
15 August 20253394.027504.027500.963280.96328
16 August 20253404.027294.027290.963180.96318
17 August 20253414.027084.027080.963080.96308
18 August 20253424.026874.026870.962970.96297
19 August 20253434.026664.026660.962870.96287
20 August 20253444.026454.026450.962760.96276
21 August 20253454.026244.026240.962660.96266
22 August 20253464.026034.026030.962550.96255
23 August 20253474.025824.025820.962450.96245
24 August 20253484.025614.025610.962350.96235
25 August 20253494.025404.025400.962240.96224
26 August 20253504.025184.025180.962140.96214
27 August 20253514.024974.024970.962030.96203
28 August 20253524.024764.024760.961930.96193
29 August 20253534.024554.024550.961830.96183
30 August 20253544.024344.024340.961720.96172
31 August 20253554.024134.024130.961620.96162
1 September 20253564.023924.023920.961510.96151
2 September 20253574.023714.023710.961410.96141
3 September 20253584.023504.023500.961310.96131
4 September 20253594.023294.023290.961200.96120
5 September 20253604.023084.023080.961100.96110
6 September 20253614.022864.022860.960990.96099
7 September 20253624.022654.022650.960890.96089
8 September 20253634.022444.022440.960790.96079
9 September 20253644.022234.022230.960680.96068
10 September 20253654.022024.022020.960580.96058
11 October 20253964.022024.022020.957300.95730
10 November 20254264.022024.022020.954140.95414
11 December 20254574.022024.022020.950890.95089
10 January 20264874.022024.022020.947750.94775
9 February 20265174.022024.022020.944620.94462
11 March 20265474.022024.022020.941510.94151
11 April 20265784.022024.022020.938290.93829
12 May 20266094.022024.022020.935100.93510
11 June 20266394.022024.022020.932010.93201
12 July 20266704.022024.022020.928830.92883
11 August 20267004.022024.022020.925770.92577
10 September 20267304.022024.022020.922710.92271
9 September 202710944.022024.022020.886430.88643
8 September 202814594.022024.022020.851490.85149
9 September 202918254.022024.022020.817830.81783
9 September 203021904.022024.022020.785590.78559
12 March 203123744.022024.022020.769820.76982
10 September 203125564.022024.022020.754540.75454
10 September 203229224.022024.022020.724710.72471
10 December 203230134.022024.022020.717480.71748
10 September 203332874.022024.022020.696140.69614
9 September 203436514.022024.022020.668770.66877
11 September 203540184.022024.022020.642270.64227
10 September 203643834.022024.022020.616950.61695
10 September 203747484.022024.022020.592630.59263
11 September 203851144.022024.022020.569200.56920
8 September 203954764.022024.022020.546940.54694
9 September 204473044.022024.022020.447160.44716
9 September 204991304.022024.022020.365660.36566
11 September 2054109584.022024.022020.298950.29895
11 September 2059127844.022024.022020.244460.24446
10 September 2064146104.022024.022020.199910.19991