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 July 202513.900793.900790.999890.99989
12 July 202523.895753.895750.999790.99979
13 July 202533.890723.890720.999680.99968
14 July 202543.885683.885680.999570.99957
15 July 202553.880643.880640.999470.99947
16 July 202563.875603.875600.999360.99936
17 July 202573.870563.870560.999260.99926
18 July 202583.870183.870180.999150.99915
19 July 202593.869813.869810.999050.99905
20 July 2025103.869433.869430.998940.99894
21 July 2025113.869053.869050.998830.99883
22 July 2025123.868673.868670.998730.99873
23 July 2025133.868293.868290.998620.99862
24 July 2025143.867923.867920.998520.99852
25 July 2025153.867543.867540.998410.99841
26 July 2025163.867163.867160.998310.99831
27 July 2025173.866783.866780.998200.99820
28 July 2025183.866403.866400.998100.99810
29 July 2025193.866023.866020.997990.99799
30 July 2025203.865653.865650.997880.99788
31 July 2025213.865273.865270.997780.99778
1 August 2025223.864893.864890.997670.99767
2 August 2025233.864513.864510.997570.99757
3 August 2025243.864133.864130.997460.99746
4 August 2025253.863763.863760.997360.99736
5 August 2025263.863383.863380.997250.99725
6 August 2025273.863003.863000.997150.99715
7 August 2025283.862623.862620.997040.99704
8 August 2025293.862243.862240.996940.99694
9 August 2025303.861863.861860.996830.99683
10 August 2025313.862963.862960.996720.99672
11 August 2025323.864063.864060.996620.99662
12 August 2025333.865153.865150.996510.99651
13 August 2025343.866253.866250.996410.99641
14 August 2025353.867343.867340.996300.99630
15 August 2025363.868443.868440.996190.99619
16 August 2025373.869533.869530.996090.99609
17 August 2025383.870633.870630.995980.99598
18 August 2025393.871733.871730.995870.99587
19 August 2025403.872823.872820.995760.99576
20 August 2025413.873923.873920.995660.99566
21 August 2025423.875013.875010.995550.99555
22 August 2025433.876113.876110.995440.99544
23 August 2025443.877203.877200.995340.99534
24 August 2025453.878303.878300.995230.99523
25 August 2025463.879393.879390.995120.99512
26 August 2025473.880493.880490.995020.99502
27 August 2025483.881593.881590.994910.99491
28 August 2025493.882683.882680.994800.99480
29 August 2025503.883783.883780.994690.99469
30 August 2025513.884873.884870.994590.99459
31 August 2025523.885973.885970.994480.99448
1 September 2025533.887063.887060.994370.99437
2 September 2025543.888163.888160.994260.99426
3 September 2025553.889253.889250.994160.99416
4 September 2025563.890353.890350.994050.99405
5 September 2025573.891453.891450.993940.99394
6 September 2025583.892543.892540.993830.99383
7 September 2025593.893643.893640.993730.99373
8 September 2025603.894733.894730.993620.99362
9 September 2025613.895833.895830.993510.99351
10 September 2025623.896923.896920.993400.99340
11 September 2025633.898023.898020.993290.99329
12 September 2025643.899123.899120.993190.99319
13 September 2025653.900213.900210.993080.99308
14 September 2025663.901313.901310.992970.99297
15 September 2025673.902403.902400.992860.99286
16 September 2025683.903503.903500.992750.99275
17 September 2025693.904593.904590.992650.99265
18 September 2025703.905693.905690.992540.99254
19 September 2025713.906783.906780.992430.99243
20 September 2025723.907883.907880.992320.99232
21 September 2025733.908983.908980.992210.99221
22 September 2025743.910073.910070.992100.99210
23 September 2025753.911173.911170.992000.99200
24 September 2025763.912263.912260.991890.99189
25 September 2025773.913363.913360.991780.99178
26 September 2025783.914453.914450.991670.99167
27 September 2025793.915553.915550.991560.99156
28 September 2025803.916643.916640.991450.99145
29 September 2025813.917743.917740.991340.99134
30 September 2025823.918843.918840.991230.99123
1 October 2025833.919933.919930.991130.99113
2 October 2025843.921033.921030.991020.99102
3 October 2025853.922123.922120.990910.99091
4 October 2025863.923223.923220.990800.99080
5 October 2025873.924313.924310.990690.99069
6 October 2025883.925413.925410.990580.99058
7 October 2025893.926513.926510.990470.99047
8 October 2025903.927603.927600.990360.99036
9 October 2025913.928703.928700.990250.99025
10 October 2025923.930153.930150.990140.99014
11 October 2025933.931603.931600.990030.99003
12 October 2025943.933053.933050.989920.98992
13 October 2025953.934503.934500.989810.98981
14 October 2025963.935943.935940.989700.98970
15 October 2025973.937393.937390.989590.98959
16 October 2025983.938843.938840.989480.98948
17 October 2025993.940293.940290.989370.98937
18 October 20251003.941743.941740.989260.98926
19 October 20251013.943193.943190.989150.98915
20 October 20251023.944643.944640.989040.98904
21 October 20251033.946093.946090.988930.98893
22 October 20251043.947543.947540.988820.98882
23 October 20251053.948993.948990.988700.98870
24 October 20251063.950443.950440.988590.98859
25 October 20251073.951893.951890.988480.98848
26 October 20251083.953343.953340.988370.98837
27 October 20251093.954793.954790.988260.98826
28 October 20251103.956243.956240.988150.98815
29 October 20251113.957693.957690.988040.98804
30 October 20251123.959143.959140.987930.98793
31 October 20251133.960593.960590.987810.98781
1 November 20251143.962043.962040.987700.98770
2 November 20251153.963493.963490.987590.98759
3 November 20251163.964943.964940.987480.98748
4 November 20251173.966393.966390.987370.98737
5 November 20251183.967843.967840.987250.98725
6 November 20251193.969293.969290.987140.98714
7 November 20251203.970743.970740.987030.98703
8 November 20251213.972193.972190.986920.98692
9 November 20251223.973643.973640.986810.98681
10 November 20251233.975083.975080.986690.98669
11 November 20251243.976533.976530.986580.98658
12 November 20251253.977983.977980.986470.98647
13 November 20251263.979433.979430.986360.98636
14 November 20251273.980883.980880.986240.98624
15 November 20251283.982333.982330.986130.98613
16 November 20251293.983783.983780.986020.98602
17 November 20251303.985233.985230.985910.98591
18 November 20251313.986683.986680.985790.98579
19 November 20251323.988133.988130.985680.98568
20 November 20251333.989583.989580.985570.98557
21 November 20251343.991033.991030.985450.98545
22 November 20251353.992483.992480.985340.98534
23 November 20251363.993933.993930.985230.98523
24 November 20251373.995383.995380.985120.98512
25 November 20251383.996833.996830.985000.98500
26 November 20251393.998283.998280.984890.98489
27 November 20251403.999733.999730.984780.98478
28 November 20251414.001184.001180.984660.98466
29 November 20251424.002634.002630.984550.98455
30 November 20251434.004084.004080.984440.98444
1 December 20251444.005534.005530.984320.98432
2 December 20251454.006984.006980.984210.98421
3 December 20251464.008434.008430.984090.98409
4 December 20251474.009884.009880.983980.98398
5 December 20251484.011334.011330.983870.98387
6 December 20251494.012784.012780.983750.98375
7 December 20251504.014224.014220.983640.98364
8 December 20251514.015674.015670.983520.98352
9 December 20251524.017124.017120.983410.98341
10 December 20251534.018574.018570.983300.98330
11 December 20251544.020024.020020.983180.98318
12 December 20251554.021474.021470.983070.98307
13 December 20251564.022924.022920.982950.98295
14 December 20251574.024374.024370.982840.98284
15 December 20251584.025824.025820.982720.98272
16 December 20251594.027274.027270.982610.98261
17 December 20251604.028724.028720.982490.98249
18 December 20251614.030174.030170.982380.98238
19 December 20251624.031624.031620.982270.98227
20 December 20251634.033074.033070.982150.98215
21 December 20251644.034524.034520.982040.98204
22 December 20251654.035974.035970.981920.98192
23 December 20251664.037424.037420.981810.98181
24 December 20251674.038874.038870.981690.98169
25 December 20251684.040324.040320.981580.98158
26 December 20251694.041774.041770.981460.98146
27 December 20251704.043224.043220.981340.98134
28 December 20251714.044674.044670.981230.98123
29 December 20251724.046124.046120.981110.98111
30 December 20251734.047574.047570.981000.98100
31 December 20251744.049024.049020.980880.98088
1 January 20261754.050474.050470.980770.98077
2 January 20261764.051914.051910.980650.98065
3 January 20261774.053364.053360.980540.98054
4 January 20261784.054814.054810.980420.98042
5 January 20261794.056264.056260.980300.98030
6 January 20261804.057714.057710.980190.98019
7 January 20261814.059164.059160.980070.98007
8 January 20261824.060614.060610.979960.97996
9 January 20261834.060404.060400.979850.97985
10 January 20261844.060194.060190.979740.97974
11 January 20261854.059984.059980.979630.97963
12 January 20261864.059774.059770.979520.97952
13 January 20261874.059564.059560.979420.97942
14 January 20261884.059354.059350.979310.97931
15 January 20261894.059144.059140.979200.97920
16 January 20261904.058934.058930.979090.97909
17 January 20261914.058714.058710.978990.97899
18 January 20261924.058504.058500.978880.97888
19 January 20261934.058294.058290.978770.97877
20 January 20261944.058084.058080.978660.97866
21 January 20261954.057874.057870.978550.97855
22 January 20261964.057664.057660.978450.97845
23 January 20261974.057454.057450.978340.97834
24 January 20261984.057244.057240.978230.97823
25 January 20261994.057034.057030.978120.97812
26 January 20262004.056824.056820.978020.97802
27 January 20262014.056614.056610.977910.97791
28 January 20262024.056404.056400.977800.97780
29 January 20262034.056184.056180.977690.97769
30 January 20262044.055974.055970.977590.97759
31 January 20262054.055764.055760.977480.97748
1 February 20262064.055554.055550.977370.97737
2 February 20262074.055344.055340.977260.97726
3 February 20262084.055134.055130.977160.97716
4 February 20262094.054924.054920.977050.97705
5 February 20262104.054714.054710.976940.97694
6 February 20262114.054504.054500.976830.97683
7 February 20262124.054294.054290.976730.97673
8 February 20262134.054084.054080.976620.97662
9 February 20262144.053864.053860.976510.97651
10 February 20262154.053654.053650.976410.97641
11 February 20262164.053444.053440.976300.97630
12 February 20262174.053234.053230.976190.97619
13 February 20262184.053024.053020.976080.97608
14 February 20262194.052814.052810.975980.97598
15 February 20262204.052604.052600.975870.97587
16 February 20262214.052394.052390.975760.97576
17 February 20262224.052184.052180.975660.97566
18 February 20262234.051974.051970.975550.97555
19 February 20262244.051764.051760.975440.97544
20 February 20262254.051544.051540.975330.97533
21 February 20262264.051334.051330.975230.97523
22 February 20262274.051124.051120.975120.97512
23 February 20262284.050914.050910.975010.97501
24 February 20262294.050704.050700.974910.97491
25 February 20262304.050494.050490.974800.97480
26 February 20262314.050284.050280.974690.97469
27 February 20262324.050074.050070.974590.97459
28 February 20262334.049864.049860.974480.97448
1 March 20262344.049654.049650.974370.97437
2 March 20262354.049444.049440.974270.97427
3 March 20262364.049234.049230.974160.97416
4 March 20262374.049014.049010.974050.97405
5 March 20262384.048804.048800.973950.97395
6 March 20262394.048594.048590.973840.97384
7 March 20262404.048384.048380.973730.97373
8 March 20262414.048174.048170.973630.97363
9 March 20262424.047964.047960.973520.97352
10 March 20262434.047754.047750.973410.97341
11 March 20262444.047544.047540.973310.97331
12 March 20262454.047334.047330.973200.97320
13 March 20262464.047124.047120.973090.97309
14 March 20262474.046914.046910.972990.97299
15 March 20262484.046694.046690.972880.97288
16 March 20262494.046484.046480.972770.97277
17 March 20262504.046274.046270.972670.97267
18 March 20262514.046064.046060.972560.97256
19 March 20262524.045854.045850.972450.97245
20 March 20262534.045644.045640.972350.97235
21 March 20262544.045434.045430.972240.97224
22 March 20262554.045224.045220.972130.97213
23 March 20262564.045014.045010.972030.97203
24 March 20262574.044804.044800.971920.97192
25 March 20262584.044594.044590.971820.97182
26 March 20262594.044374.044370.971710.97171
27 March 20262604.044164.044160.971600.97160
28 March 20262614.043954.043950.971500.97150
29 March 20262624.043744.043740.971390.97139
30 March 20262634.043534.043530.971280.97128
31 March 20262644.043324.043320.971180.97118
1 April 20262654.043114.043110.971070.97107
2 April 20262664.042904.042900.970970.97097
3 April 20262674.042694.042690.970860.97086
4 April 20262684.042484.042480.970750.97075
5 April 20262694.042274.042270.970650.97065
6 April 20262704.042064.042060.970540.97054
7 April 20262714.041844.041840.970440.97044
8 April 20262724.041634.041630.970330.97033
9 April 20262734.041424.041420.970220.97022
10 April 20262744.041214.041210.970120.97012
11 April 20262754.041004.041000.970010.97001
12 April 20262764.040794.040790.969910.96991
13 April 20262774.040584.040580.969800.96980
14 April 20262784.040374.040370.969700.96970
15 April 20262794.040164.040160.969590.96959
16 April 20262804.039954.039950.969480.96948
17 April 20262814.039744.039740.969380.96938
18 April 20262824.039524.039520.969270.96927
19 April 20262834.039314.039310.969170.96917
20 April 20262844.039104.039100.969060.96906
21 April 20262854.038894.038890.968960.96896
22 April 20262864.038684.038680.968850.96885
23 April 20262874.038474.038470.968740.96874
24 April 20262884.038264.038260.968640.96864
25 April 20262894.038054.038050.968530.96853
26 April 20262904.037844.037840.968430.96843
27 April 20262914.037634.037630.968320.96832
28 April 20262924.037424.037420.968220.96822
29 April 20262934.037204.037200.968110.96811
30 April 20262944.036994.036990.968010.96801
1 May 20262954.036784.036780.967900.96790
2 May 20262964.036574.036570.967800.96780
3 May 20262974.036364.036360.967690.96769
4 May 20262984.036154.036150.967580.96758
5 May 20262994.035944.035940.967480.96748
6 May 20263004.035734.035730.967370.96737
7 May 20263014.035524.035520.967270.96727
8 May 20263024.035314.035310.967160.96716
9 May 20263034.035104.035100.967060.96706
10 May 20263044.034894.034890.966950.96695
11 May 20263054.034674.034670.966850.96685
12 May 20263064.034464.034460.966740.96674
13 May 20263074.034254.034250.966640.96664
14 May 20263084.034044.034040.966530.96653
15 May 20263094.033834.033830.966430.96643
16 May 20263104.033624.033620.966320.96632
17 May 20263114.033414.033410.966220.96622
18 May 20263124.033204.033200.966110.96611
19 May 20263134.032994.032990.966010.96601
20 May 20263144.032784.032780.965900.96590
21 May 20263154.032574.032570.965800.96580
22 May 20263164.032354.032350.965690.96569
23 May 20263174.032144.032140.965590.96559
24 May 20263184.031934.031930.965480.96548
25 May 20263194.031724.031720.965380.96538
26 May 20263204.031514.031510.965270.96527
27 May 20263214.031304.031300.965170.96517
28 May 20263224.031094.031090.965060.96506
29 May 20263234.030884.030880.964960.96496
30 May 20263244.030674.030670.964850.96485
31 May 20263254.030464.030460.964750.96475
1 June 20263264.030254.030250.964640.96464
2 June 20263274.030034.030030.964540.96454
3 June 20263284.029824.029820.964430.96443
4 June 20263294.029614.029610.964330.96433
5 June 20263304.029404.029400.964230.96423
6 June 20263314.029194.029190.964120.96412
7 June 20263324.028984.028980.964020.96402
8 June 20263334.028774.028770.963910.96391
9 June 20263344.028564.028560.963810.96381
10 June 20263354.028354.028350.963700.96370
11 June 20263364.028144.028140.963600.96360
12 June 20263374.027934.027930.963490.96349
13 June 20263384.027724.027720.963390.96339
14 June 20263394.027504.027500.963280.96328
15 June 20263404.027294.027290.963180.96318
16 June 20263414.027084.027080.963080.96308
17 June 20263424.026874.026870.962970.96297
18 June 20263434.026664.026660.962870.96287
19 June 20263444.026454.026450.962760.96276
20 June 20263454.026244.026240.962660.96266
21 June 20263464.026034.026030.962550.96255
22 June 20263474.025824.025820.962450.96245
23 June 20263484.025614.025610.962350.96235
24 June 20263494.025404.025400.962240.96224
25 June 20263504.025184.025180.962140.96214
26 June 20263514.024974.024970.962030.96203
27 June 20263524.024764.024760.961930.96193
28 June 20263534.024554.024550.961830.96183
29 June 20263544.024344.024340.961720.96172
30 June 20263554.024134.024130.961620.96162
1 July 20263564.023924.023920.961510.96151
2 July 20263574.023714.023710.961410.96141
3 July 20263584.023504.023500.961310.96131
4 July 20263594.023294.023290.961200.96120
5 July 20263604.023084.023080.961100.96110
6 July 20263614.022864.022860.960990.96099
7 July 20263624.022654.022650.960890.96089
8 July 20263634.022444.022440.960790.96079
9 July 20263644.022234.022230.960680.96068
10 July 20263654.022024.022020.960580.96058
10 August 20263964.022024.022020.957300.95730
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