European primary money-market curve

Curve last updated on 6 May 2023 at 08.08.10 GMT/UTC


Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight12.896002.89600Effective
1 week72.872002.87200Effective
1 month303.052003.05200Effective
3 months913.265003.26500Effective
6 months1823.645003.64500Effective
1 year3653.880003.88000Effective



Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
8 June 202312.895892.895890.999920.99992
9 June 202322.891772.891770.999840.99984
10 June 202332.887662.887660.999760.99976
11 June 202342.883552.883550.999680.99968
12 June 202352.879432.879430.999610.99961
13 June 202362.875322.875320.999530.99953
14 June 202372.871212.871210.999450.99945
15 June 202382.878902.878900.999370.99937
16 June 202392.886602.886600.999290.99929
17 June 2023102.894292.894290.999210.99921
18 June 2023112.901992.901990.999130.99913
19 June 2023122.909682.909680.999040.99904
20 June 2023132.917382.917380.998960.99896
21 June 2023142.925072.925070.998880.99888
22 June 2023152.932762.932760.998800.99880
23 June 2023162.940462.940460.998710.99871
24 June 2023172.948152.948150.998630.99863
25 June 2023182.955852.955850.998540.99854
26 June 2023192.963542.963540.998460.99846
27 June 2023202.971242.971240.998370.99837
28 June 2023212.978932.978930.998290.99829
29 June 2023222.986622.986620.998200.99820
30 June 2023232.994322.994320.998120.99812
1 July 2023243.002013.002010.998030.99803
2 July 2023253.009713.009710.997940.99794
3 July 2023263.017403.017400.997850.99785
4 July 2023273.025103.025100.997760.99776
5 July 2023283.032793.032790.997680.99768
6 July 2023293.040483.040480.997590.99759
7 July 2023303.048183.048180.997500.99750
8 July 2023313.051523.051520.997410.99741
9 July 2023323.054853.054850.997330.99733
10 July 2023333.058193.058190.997240.99724
11 July 2023343.061533.061530.997150.99715
12 July 2023353.064873.064870.997070.99707
13 July 2023363.068213.068210.996980.99698
14 July 2023373.071543.071540.996890.99689
15 July 2023383.074883.074880.996800.99680
16 July 2023393.078223.078220.996720.99672
17 July 2023403.081563.081560.996630.99663
18 July 2023413.084893.084890.996540.99654
19 July 2023423.088233.088230.996450.99645
20 July 2023433.091573.091570.996360.99636
21 July 2023443.094913.094910.996280.99628
22 July 2023453.098253.098250.996190.99619
23 July 2023463.101583.101580.996100.99610
24 July 2023473.104923.104920.996010.99601
25 July 2023483.108263.108260.995920.99592
26 July 2023493.111603.111600.995830.99583
27 July 2023503.114933.114930.995740.99574
28 July 2023513.118273.118270.995650.99565
29 July 2023523.121613.121610.995560.99556
30 July 2023533.124953.124950.995470.99547
31 July 2023543.128293.128290.995380.99538
1 August 2023553.131623.131620.995290.99529
2 August 2023563.134963.134960.995200.99520
3 August 2023573.138303.138300.995110.99511
4 August 2023583.141643.141640.995020.99502
5 August 2023593.144973.144970.994930.99493
6 August 2023603.148313.148310.994840.99484
7 August 2023613.151653.151650.994750.99475
8 August 2023623.154993.154990.994660.99466
9 August 2023633.158333.158330.994560.99456
10 August 2023643.161663.161660.994470.99447
11 August 2023653.165003.165000.994380.99438
12 August 2023663.168343.168340.994290.99429
13 August 2023673.171683.171680.994200.99420
14 August 2023683.175013.175010.994100.99410
15 August 2023693.178353.178350.994010.99401
16 August 2023703.181693.181690.993920.99392
17 August 2023713.185033.185030.993820.99382
18 August 2023723.188373.188370.993730.99373
19 August 2023733.191703.191700.993640.99364
20 August 2023743.195043.195040.993540.99354
21 August 2023753.198383.198380.993450.99345
22 August 2023763.201723.201720.993360.99336
23 August 2023773.205053.205050.993260.99326
24 August 2023783.208393.208390.993170.99317
25 August 2023793.211733.211730.993070.99307
26 August 2023803.215073.215070.992980.99298
27 August 2023813.218413.218410.992880.99288
28 August 2023823.221743.221740.992790.99279
29 August 2023833.225083.225080.992690.99269
30 August 2023843.228423.228420.992600.99260
31 August 2023853.231763.231760.992500.99250
1 September 2023863.235093.235090.992410.99241
2 September 2023873.238433.238430.992310.99231
3 September 2023883.241773.241770.992210.99221
4 September 2023893.245113.245110.992120.99212
5 September 2023903.248453.248450.992020.99202
6 September 2023913.251783.251780.991930.99193
7 September 2023923.255743.255740.991830.99183
8 September 2023933.259713.259710.991730.99173
9 September 2023943.263673.263670.991630.99163
10 September 2023953.267633.267630.991530.99153
11 September 2023963.271593.271590.991430.99143
12 September 2023973.275553.275550.991330.99133
13 September 2023983.279513.279510.991230.99123
14 September 2023993.283473.283470.991130.99113
15 September 20231003.287443.287440.991030.99103
16 September 20231013.291403.291400.990930.99093
17 September 20231023.295363.295360.990830.99083
18 September 20231033.299323.299320.990730.99073
19 September 20231043.303283.303280.990630.99063
20 September 20231053.307243.307240.990530.99053
21 September 20231063.311203.311200.990430.99043
22 September 20231073.315173.315170.990330.99033
23 September 20231083.319133.319130.990230.99023
24 September 20231093.323093.323090.990130.99013
25 September 20231103.327053.327050.990020.99002
26 September 20231113.331013.331010.989920.98992
27 September 20231123.334973.334970.989820.98982
28 September 20231133.338933.338930.989720.98972
29 September 20231143.342903.342900.989610.98961
30 September 20231153.346863.346860.989510.98951
1 October 20231163.350823.350820.989410.98941
2 October 20231173.354783.354780.989300.98930
3 October 20231183.358743.358740.989200.98920
4 October 20231193.362703.362700.989100.98910
5 October 20231203.366663.366660.988990.98899
6 October 20231213.370633.370630.988890.98889
7 October 20231223.374593.374590.988780.98878
8 October 20231233.378553.378550.988680.98868
9 October 20231243.382513.382510.988570.98857
10 October 20231253.386473.386470.988470.98847
11 October 20231263.390433.390430.988360.98836
12 October 20231273.394393.394390.988260.98826
13 October 20231283.398363.398360.988150.98815
14 October 20231293.402323.402320.988050.98805
15 October 20231303.406283.406280.987940.98794
16 October 20231313.410243.410240.987840.98784
17 October 20231323.414203.414200.987730.98773
18 October 20231333.418163.418160.987620.98762
19 October 20231343.422123.422120.987520.98752
20 October 20231353.426093.426090.987410.98741
21 October 20231363.430053.430050.987300.98730
22 October 20231373.434013.434010.987190.98719
23 October 20231383.437973.437970.987090.98709
24 October 20231393.441933.441930.986980.98698
25 October 20231403.445893.445890.986870.98687
26 October 20231413.449853.449850.986760.98676
27 October 20231423.453823.453820.986650.98665
28 October 20231433.457783.457780.986540.98654
29 October 20231443.461743.461740.986440.98644
30 October 20231453.465703.465700.986330.98633
31 October 20231463.469663.469660.986220.98622
1 November 20231473.473623.473620.986110.98611
2 November 20231483.477583.477580.986000.98600
3 November 20231493.481553.481550.985890.98589
4 November 20231503.485513.485510.985780.98578
5 November 20231513.489473.489470.985670.98567
6 November 20231523.493433.493430.985560.98556
7 November 20231533.497393.497390.985450.98545
8 November 20231543.501353.501350.985340.98534
9 November 20231553.505313.505310.985220.98522
10 November 20231563.509283.509280.985110.98511
11 November 20231573.513243.513240.985000.98500
12 November 20231583.517203.517200.984890.98489
13 November 20231593.521163.521160.984780.98478
14 November 20231603.525123.525120.984670.98467
15 November 20231613.529083.529080.984550.98455
16 November 20231623.533043.533040.984440.98444
17 November 20231633.537013.537010.984330.98433
18 November 20231643.540973.540970.984220.98422
19 November 20231653.544933.544930.984100.98410
20 November 20231663.548893.548890.983990.98399
21 November 20231673.552853.552850.983880.98388
22 November 20231683.556813.556810.983760.98376
23 November 20231693.560773.560770.983650.98365
24 November 20231703.564733.564730.983530.98353
25 November 20231713.568703.568700.983420.98342
26 November 20231723.572663.572660.983310.98331
27 November 20231733.576623.576620.983190.98319
28 November 20231743.580583.580580.983080.98308
29 November 20231753.584543.584540.982960.98296
30 November 20231763.588503.588500.982850.98285
1 December 20231773.592463.592460.982730.98273
2 December 20231783.596433.596430.982610.98261
3 December 20231793.600393.600390.982500.98250
4 December 20231803.604353.604350.982380.98238
5 December 20231813.608313.608310.982270.98227
6 December 20231823.612273.612270.982150.98215
7 December 20231833.613333.613330.982050.98205
8 December 20231843.614403.614400.981940.98194
9 December 20231853.615463.615460.981840.98184
10 December 20231863.616523.616520.981740.98174
11 December 20231873.617583.617580.981640.98164
12 December 20231883.618643.618640.981530.98153
13 December 20231893.619713.619710.981430.98143
14 December 20231903.620773.620770.981330.98133
15 December 20231913.621833.621830.981230.98123
16 December 20231923.622893.622890.981120.98112
17 December 20231933.623953.623950.981020.98102
18 December 20231943.625023.625020.980920.98092
19 December 20231953.626083.626080.980810.98081
20 December 20231963.627143.627140.980710.98071
21 December 20231973.628203.628200.980610.98061
22 December 20231983.629263.629260.980510.98051
23 December 20231993.630333.630330.980400.98040
24 December 20232003.631393.631390.980300.98030
25 December 20232013.632453.632450.980200.98020
26 December 20232023.633513.633510.980090.98009
27 December 20232033.634573.634570.979990.97999
28 December 20232043.635643.635640.979890.97989
29 December 20232053.636703.636700.979780.97978
30 December 20232063.637763.637760.979680.97968
31 December 20232073.638823.638820.979570.97957
1 January 20242083.639883.639880.979470.97947
2 January 20242093.640953.640950.979370.97937
3 January 20242103.642013.642010.979260.97926
4 January 20242113.643073.643070.979160.97916
5 January 20242123.644133.644130.979060.97906
6 January 20242133.645193.645190.978950.97895
7 January 20242143.646263.646260.978850.97885
8 January 20242153.647323.647320.978750.97875
9 January 20242163.648383.648380.978640.97864
10 January 20242173.649443.649440.978540.97854
11 January 20242183.650503.650500.978430.97843
12 January 20242193.651573.651570.978330.97833
13 January 20242203.652633.652630.978220.97822
14 January 20242213.653693.653690.978120.97812
15 January 20242223.654753.654750.978020.97802
16 January 20242233.655813.655810.977910.97791
17 January 20242243.656883.656880.977810.97781
18 January 20242253.657943.657940.977700.97770
19 January 20242263.659003.659000.977600.97760
20 January 20242273.660063.660060.977490.97749
21 January 20242283.661123.661120.977390.97739
22 January 20242293.662193.662190.977290.97729
23 January 20242303.663253.663250.977180.97718
24 January 20242313.664313.664310.977080.97708
25 January 20242323.665373.665370.976970.97697
26 January 20242333.666433.666430.976870.97687
27 January 20242343.667503.667500.976760.97676
28 January 20242353.668563.668560.976660.97666
29 January 20242363.669623.669620.976550.97655
30 January 20242373.670683.670680.976450.97645
31 January 20242383.671743.671740.976340.97634
1 February 20242393.672813.672810.976240.97624
2 February 20242403.673873.673870.976130.97613
3 February 20242413.674933.674930.976030.97603
4 February 20242423.675993.675990.975920.97592
5 February 20242433.677053.677050.975820.97582
6 February 20242443.678123.678120.975710.97571
7 February 20242453.679183.679180.975610.97561
8 February 20242463.680243.680240.975500.97550
9 February 20242473.681303.681300.975400.97540
10 February 20242483.682363.682360.975290.97529
11 February 20242493.683433.683430.975190.97519
12 February 20242503.684493.684490.975080.97508
13 February 20242513.685553.685550.974970.97497
14 February 20242523.686613.686610.974870.97487
15 February 20242533.687673.687670.974760.97476
16 February 20242543.688743.688740.974660.97466
17 February 20242553.689803.689800.974550.97455
18 February 20242563.690863.690860.974450.97445
19 February 20242573.691923.691920.974340.97434
20 February 20242583.692983.692980.974230.97423
21 February 20242593.694053.694050.974130.97413
22 February 20242603.695113.695110.974020.97402
23 February 20242613.696173.696170.973920.97392
24 February 20242623.697233.697230.973810.97381
25 February 20242633.698293.698290.973700.97370
26 February 20242643.699363.699360.973600.97360
27 February 20242653.700423.700420.973490.97349
28 February 20242663.701483.701480.973390.97339
29 February 20242673.702543.702540.973280.97328
1 March 20242683.703613.703610.973170.97317
2 March 20242693.704673.704670.973070.97307
3 March 20242703.705733.705730.972960.97296
4 March 20242713.706793.706790.972850.97285
5 March 20242723.707853.707850.972750.97275
6 March 20242733.708923.708920.972640.97264
7 March 20242743.709983.709980.972530.97253
8 March 20242753.711043.711040.972430.97243
9 March 20242763.712103.712100.972320.97232
10 March 20242773.713163.713160.972210.97221
11 March 20242783.714233.714230.972110.97211
12 March 20242793.715293.715290.972000.97200
13 March 20242803.716353.716350.971890.97189
14 March 20242813.717413.717410.971790.97179
15 March 20242823.718473.718470.971680.97168
16 March 20242833.719543.719540.971570.97157
17 March 20242843.720603.720600.971470.97147
18 March 20242853.721663.721660.971360.97136
19 March 20242863.722723.722720.971250.97125
20 March 20242873.723783.723780.971140.97114
21 March 20242883.724853.724850.971040.97104
22 March 20242893.725913.725910.970930.97093
23 March 20242903.726973.726970.970820.97082
24 March 20242913.728033.728030.970720.97072
25 March 20242923.729093.729090.970610.97061
26 March 20242933.730163.730160.970500.97050
27 March 20242943.731223.731220.970390.97039
28 March 20242953.732283.732280.970290.97029
29 March 20242963.733343.733340.970180.97018
30 March 20242973.734403.734400.970070.97007
31 March 20242983.735473.735470.969960.96996
1 April 20242993.736533.736530.969850.96985
2 April 20243003.737593.737590.969750.96975
3 April 20243013.738653.738650.969640.96964
4 April 20243023.739713.739710.969530.96953
5 April 20243033.740783.740780.969420.96942
6 April 20243043.741843.741840.969320.96932
7 April 20243053.742903.742900.969210.96921
8 April 20243063.743963.743960.969100.96910
9 April 20243073.745023.745020.968990.96899
10 April 20243083.746093.746090.968880.96888
11 April 20243093.747153.747150.968780.96878
12 April 20243103.748213.748210.968670.96867
13 April 20243113.749273.749270.968560.96856
14 April 20243123.750333.750330.968450.96845
15 April 20243133.751403.751400.968340.96834
16 April 20243143.752463.752460.968230.96823
17 April 20243153.753523.753520.968130.96813
18 April 20243163.754583.754580.968020.96802
19 April 20243173.755643.755640.967910.96791
20 April 20243183.756713.756710.967800.96780
21 April 20243193.757773.757770.967690.96769
22 April 20243203.758833.758830.967580.96758
23 April 20243213.759893.759890.967470.96747
24 April 20243223.760953.760950.967370.96737
25 April 20243233.762023.762020.967260.96726
26 April 20243243.763083.763080.967150.96715
27 April 20243253.764143.764140.967040.96704
28 April 20243263.765203.765200.966930.96693
29 April 20243273.766263.766260.966820.96682
30 April 20243283.767333.767330.966710.96671
1 May 20243293.768393.768390.966600.96660
2 May 20243303.769453.769450.966490.96649
3 May 20243313.770513.770510.966390.96639
4 May 20243323.771573.771570.966280.96628
5 May 20243333.772643.772640.966170.96617
6 May 20243343.773703.773700.966060.96606
7 May 20243353.774763.774760.965950.96595
8 May 20243363.775823.775820.965840.96584
9 May 20243373.776883.776880.965730.96573
10 May 20243383.777953.777950.965620.96562
11 May 20243393.779013.779010.965510.96551
12 May 20243403.780073.780070.965400.96540
13 May 20243413.781133.781130.965290.96529
14 May 20243423.782193.782190.965180.96518
15 May 20243433.783263.783260.965070.96507
16 May 20243443.784323.784320.964960.96496
17 May 20243453.785383.785380.964850.96485
18 May 20243463.786443.786440.964740.96474
19 May 20243473.787503.787500.964630.96463
20 May 20243483.788573.788570.964520.96452
21 May 20243493.789633.789630.964410.96441
22 May 20243503.790693.790690.964300.96430
23 May 20243513.791753.791750.964190.96419
24 May 20243523.792813.792810.964080.96408
25 May 20243533.793883.793880.963970.96397
26 May 20243543.794943.794940.963860.96386
27 May 20243553.796003.796000.963750.96375
28 May 20243563.797063.797060.963640.96364
29 May 20243573.798123.798120.963530.96353
30 May 20243583.799193.799190.963420.96342
31 May 20243593.800253.800250.963310.96331
1 June 20243603.801313.801310.963200.96320
2 June 20243613.802373.802370.963090.96309
3 June 20243623.803433.803430.962980.96298
4 June 20243633.804503.804500.962870.96287
5 June 20243643.805563.805560.962760.96276
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