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
29 September 202312.895892.895890.999920.99992
30 September 202322.891772.891770.999840.99984
1 October 202332.887662.887660.999760.99976
2 October 202342.883552.883550.999680.99968
3 October 202352.879432.879430.999610.99961
4 October 202362.875322.875320.999530.99953
5 October 202372.871212.871210.999450.99945
6 October 202382.878902.878900.999370.99937
7 October 202392.886602.886600.999290.99929
8 October 2023102.894292.894290.999210.99921
9 October 2023112.901992.901990.999130.99913
10 October 2023122.909682.909680.999040.99904
11 October 2023132.917382.917380.998960.99896
12 October 2023142.925072.925070.998880.99888
13 October 2023152.932762.932760.998800.99880
14 October 2023162.940462.940460.998710.99871
15 October 2023172.948152.948150.998630.99863
16 October 2023182.955852.955850.998540.99854
17 October 2023192.963542.963540.998460.99846
18 October 2023202.971242.971240.998370.99837
19 October 2023212.978932.978930.998290.99829
20 October 2023222.986622.986620.998200.99820
21 October 2023232.994322.994320.998120.99812
22 October 2023243.002013.002010.998030.99803
23 October 2023253.009713.009710.997940.99794
24 October 2023263.017403.017400.997850.99785
25 October 2023273.025103.025100.997760.99776
26 October 2023283.032793.032790.997680.99768
27 October 2023293.040483.040480.997590.99759
28 October 2023303.048183.048180.997500.99750
29 October 2023313.051523.051520.997410.99741
30 October 2023323.054853.054850.997330.99733
31 October 2023333.058193.058190.997240.99724
1 November 2023343.061533.061530.997150.99715
2 November 2023353.064873.064870.997070.99707
3 November 2023363.068213.068210.996980.99698
4 November 2023373.071543.071540.996890.99689
5 November 2023383.074883.074880.996800.99680
6 November 2023393.078223.078220.996720.99672
7 November 2023403.081563.081560.996630.99663
8 November 2023413.084893.084890.996540.99654
9 November 2023423.088233.088230.996450.99645
10 November 2023433.091573.091570.996360.99636
11 November 2023443.094913.094910.996280.99628
12 November 2023453.098253.098250.996190.99619
13 November 2023463.101583.101580.996100.99610
14 November 2023473.104923.104920.996010.99601
15 November 2023483.108263.108260.995920.99592
16 November 2023493.111603.111600.995830.99583
17 November 2023503.114933.114930.995740.99574
18 November 2023513.118273.118270.995650.99565
19 November 2023523.121613.121610.995560.99556
20 November 2023533.124953.124950.995470.99547
21 November 2023543.128293.128290.995380.99538
22 November 2023553.131623.131620.995290.99529
23 November 2023563.134963.134960.995200.99520
24 November 2023573.138303.138300.995110.99511
25 November 2023583.141643.141640.995020.99502
26 November 2023593.144973.144970.994930.99493
27 November 2023603.148313.148310.994840.99484
28 November 2023613.151653.151650.994750.99475
29 November 2023623.154993.154990.994660.99466
30 November 2023633.158333.158330.994560.99456
1 December 2023643.161663.161660.994470.99447
2 December 2023653.165003.165000.994380.99438
3 December 2023663.168343.168340.994290.99429
4 December 2023673.171683.171680.994200.99420
5 December 2023683.175013.175010.994100.99410
6 December 2023693.178353.178350.994010.99401
7 December 2023703.181693.181690.993920.99392
8 December 2023713.185033.185030.993820.99382
9 December 2023723.188373.188370.993730.99373
10 December 2023733.191703.191700.993640.99364
11 December 2023743.195043.195040.993540.99354
12 December 2023753.198383.198380.993450.99345
13 December 2023763.201723.201720.993360.99336
14 December 2023773.205053.205050.993260.99326
15 December 2023783.208393.208390.993170.99317
16 December 2023793.211733.211730.993070.99307
17 December 2023803.215073.215070.992980.99298
18 December 2023813.218413.218410.992880.99288
19 December 2023823.221743.221740.992790.99279
20 December 2023833.225083.225080.992690.99269
21 December 2023843.228423.228420.992600.99260
22 December 2023853.231763.231760.992500.99250
23 December 2023863.235093.235090.992410.99241
24 December 2023873.238433.238430.992310.99231
25 December 2023883.241773.241770.992210.99221
26 December 2023893.245113.245110.992120.99212
27 December 2023903.248453.248450.992020.99202
28 December 2023913.251783.251780.991930.99193
29 December 2023923.255743.255740.991830.99183
30 December 2023933.259713.259710.991730.99173
31 December 2023943.263673.263670.991630.99163
1 January 2024953.267633.267630.991530.99153
2 January 2024963.271593.271590.991430.99143
3 January 2024973.275553.275550.991330.99133
4 January 2024983.279513.279510.991230.99123
5 January 2024993.283473.283470.991130.99113
6 January 20241003.287443.287440.991030.99103
7 January 20241013.291403.291400.990930.99093
8 January 20241023.295363.295360.990830.99083
9 January 20241033.299323.299320.990730.99073
10 January 20241043.303283.303280.990630.99063
11 January 20241053.307243.307240.990530.99053
12 January 20241063.311203.311200.990430.99043
13 January 20241073.315173.315170.990330.99033
14 January 20241083.319133.319130.990230.99023
15 January 20241093.323093.323090.990130.99013
16 January 20241103.327053.327050.990020.99002
17 January 20241113.331013.331010.989920.98992
18 January 20241123.334973.334970.989820.98982
19 January 20241133.338933.338930.989720.98972
20 January 20241143.342903.342900.989610.98961
21 January 20241153.346863.346860.989510.98951
22 January 20241163.350823.350820.989410.98941
23 January 20241173.354783.354780.989300.98930
24 January 20241183.358743.358740.989200.98920
25 January 20241193.362703.362700.989100.98910
26 January 20241203.366663.366660.988990.98899
27 January 20241213.370633.370630.988890.98889
28 January 20241223.374593.374590.988780.98878
29 January 20241233.378553.378550.988680.98868
30 January 20241243.382513.382510.988570.98857
31 January 20241253.386473.386470.988470.98847
1 February 20241263.390433.390430.988360.98836
2 February 20241273.394393.394390.988260.98826
3 February 20241283.398363.398360.988150.98815
4 February 20241293.402323.402320.988050.98805
5 February 20241303.406283.406280.987940.98794
6 February 20241313.410243.410240.987840.98784
7 February 20241323.414203.414200.987730.98773
8 February 20241333.418163.418160.987620.98762
9 February 20241343.422123.422120.987520.98752
10 February 20241353.426093.426090.987410.98741
11 February 20241363.430053.430050.987300.98730
12 February 20241373.434013.434010.987190.98719
13 February 20241383.437973.437970.987090.98709
14 February 20241393.441933.441930.986980.98698
15 February 20241403.445893.445890.986870.98687
16 February 20241413.449853.449850.986760.98676
17 February 20241423.453823.453820.986650.98665
18 February 20241433.457783.457780.986540.98654
19 February 20241443.461743.461740.986440.98644
20 February 20241453.465703.465700.986330.98633
21 February 20241463.469663.469660.986220.98622
22 February 20241473.473623.473620.986110.98611
23 February 20241483.477583.477580.986000.98600
24 February 20241493.481553.481550.985890.98589
25 February 20241503.485513.485510.985780.98578
26 February 20241513.489473.489470.985670.98567
27 February 20241523.493433.493430.985560.98556
28 February 20241533.497393.497390.985450.98545
29 February 20241543.501353.501350.985340.98534
1 March 20241553.505313.505310.985220.98522
2 March 20241563.509283.509280.985110.98511
3 March 20241573.513243.513240.985000.98500
4 March 20241583.517203.517200.984890.98489
5 March 20241593.521163.521160.984780.98478
6 March 20241603.525123.525120.984670.98467
7 March 20241613.529083.529080.984550.98455
8 March 20241623.533043.533040.984440.98444
9 March 20241633.537013.537010.984330.98433
10 March 20241643.540973.540970.984220.98422
11 March 20241653.544933.544930.984100.98410
12 March 20241663.548893.548890.983990.98399
13 March 20241673.552853.552850.983880.98388
14 March 20241683.556813.556810.983760.98376
15 March 20241693.560773.560770.983650.98365
16 March 20241703.564733.564730.983530.98353
17 March 20241713.568703.568700.983420.98342
18 March 20241723.572663.572660.983310.98331
19 March 20241733.576623.576620.983190.98319
20 March 20241743.580583.580580.983080.98308
21 March 20241753.584543.584540.982960.98296
22 March 20241763.588503.588500.982850.98285
23 March 20241773.592463.592460.982730.98273
24 March 20241783.596433.596430.982610.98261
25 March 20241793.600393.600390.982500.98250
26 March 20241803.604353.604350.982380.98238
27 March 20241813.608313.608310.982270.98227
28 March 20241823.612273.612270.982150.98215
29 March 20241833.613333.613330.982050.98205
30 March 20241843.614403.614400.981940.98194
31 March 20241853.615463.615460.981840.98184
1 April 20241863.616523.616520.981740.98174
2 April 20241873.617583.617580.981640.98164
3 April 20241883.618643.618640.981530.98153
4 April 20241893.619713.619710.981430.98143
5 April 20241903.620773.620770.981330.98133
6 April 20241913.621833.621830.981230.98123
7 April 20241923.622893.622890.981120.98112
8 April 20241933.623953.623950.981020.98102
9 April 20241943.625023.625020.980920.98092
10 April 20241953.626083.626080.980810.98081
11 April 20241963.627143.627140.980710.98071
12 April 20241973.628203.628200.980610.98061
13 April 20241983.629263.629260.980510.98051
14 April 20241993.630333.630330.980400.98040
15 April 20242003.631393.631390.980300.98030
16 April 20242013.632453.632450.980200.98020
17 April 20242023.633513.633510.980090.98009
18 April 20242033.634573.634570.979990.97999
19 April 20242043.635643.635640.979890.97989
20 April 20242053.636703.636700.979780.97978
21 April 20242063.637763.637760.979680.97968
22 April 20242073.638823.638820.979570.97957
23 April 20242083.639883.639880.979470.97947
24 April 20242093.640953.640950.979370.97937
25 April 20242103.642013.642010.979260.97926
26 April 20242113.643073.643070.979160.97916
27 April 20242123.644133.644130.979060.97906
28 April 20242133.645193.645190.978950.97895
29 April 20242143.646263.646260.978850.97885
30 April 20242153.647323.647320.978750.97875
1 May 20242163.648383.648380.978640.97864
2 May 20242173.649443.649440.978540.97854
3 May 20242183.650503.650500.978430.97843
4 May 20242193.651573.651570.978330.97833
5 May 20242203.652633.652630.978220.97822
6 May 20242213.653693.653690.978120.97812
7 May 20242223.654753.654750.978020.97802
8 May 20242233.655813.655810.977910.97791
9 May 20242243.656883.656880.977810.97781
10 May 20242253.657943.657940.977700.97770
11 May 20242263.659003.659000.977600.97760
12 May 20242273.660063.660060.977490.97749
13 May 20242283.661123.661120.977390.97739
14 May 20242293.662193.662190.977290.97729
15 May 20242303.663253.663250.977180.97718
16 May 20242313.664313.664310.977080.97708
17 May 20242323.665373.665370.976970.97697
18 May 20242333.666433.666430.976870.97687
19 May 20242343.667503.667500.976760.97676
20 May 20242353.668563.668560.976660.97666
21 May 20242363.669623.669620.976550.97655
22 May 20242373.670683.670680.976450.97645
23 May 20242383.671743.671740.976340.97634
24 May 20242393.672813.672810.976240.97624
25 May 20242403.673873.673870.976130.97613
26 May 20242413.674933.674930.976030.97603
27 May 20242423.675993.675990.975920.97592
28 May 20242433.677053.677050.975820.97582
29 May 20242443.678123.678120.975710.97571
30 May 20242453.679183.679180.975610.97561
31 May 20242463.680243.680240.975500.97550
1 June 20242473.681303.681300.975400.97540
2 June 20242483.682363.682360.975290.97529
3 June 20242493.683433.683430.975190.97519
4 June 20242503.684493.684490.975080.97508
5 June 20242513.685553.685550.974970.97497
6 June 20242523.686613.686610.974870.97487
7 June 20242533.687673.687670.974760.97476
8 June 20242543.688743.688740.974660.97466
9 June 20242553.689803.689800.974550.97455
10 June 20242563.690863.690860.974450.97445
11 June 20242573.691923.691920.974340.97434
12 June 20242583.692983.692980.974230.97423
13 June 20242593.694053.694050.974130.97413
14 June 20242603.695113.695110.974020.97402
15 June 20242613.696173.696170.973920.97392
16 June 20242623.697233.697230.973810.97381
17 June 20242633.698293.698290.973700.97370
18 June 20242643.699363.699360.973600.97360
19 June 20242653.700423.700420.973490.97349
20 June 20242663.701483.701480.973390.97339
21 June 20242673.702543.702540.973280.97328
22 June 20242683.703613.703610.973170.97317
23 June 20242693.704673.704670.973070.97307
24 June 20242703.705733.705730.972960.97296
25 June 20242713.706793.706790.972850.97285
26 June 20242723.707853.707850.972750.97275
27 June 20242733.708923.708920.972640.97264
28 June 20242743.709983.709980.972530.97253
29 June 20242753.711043.711040.972430.97243
30 June 20242763.712103.712100.972320.97232
1 July 20242773.713163.713160.972210.97221
2 July 20242783.714233.714230.972110.97211
3 July 20242793.715293.715290.972000.97200
4 July 20242803.716353.716350.971890.97189
5 July 20242813.717413.717410.971790.97179
6 July 20242823.718473.718470.971680.97168
7 July 20242833.719543.719540.971570.97157
8 July 20242843.720603.720600.971470.97147
9 July 20242853.721663.721660.971360.97136
10 July 20242863.722723.722720.971250.97125
11 July 20242873.723783.723780.971140.97114
12 July 20242883.724853.724850.971040.97104
13 July 20242893.725913.725910.970930.97093
14 July 20242903.726973.726970.970820.97082
15 July 20242913.728033.728030.970720.97072
16 July 20242923.729093.729090.970610.97061
17 July 20242933.730163.730160.970500.97050
18 July 20242943.731223.731220.970390.97039
19 July 20242953.732283.732280.970290.97029
20 July 20242963.733343.733340.970180.97018
21 July 20242973.734403.734400.970070.97007
22 July 20242983.735473.735470.969960.96996
23 July 20242993.736533.736530.969850.96985
24 July 20243003.737593.737590.969750.96975
25 July 20243013.738653.738650.969640.96964
26 July 20243023.739713.739710.969530.96953
27 July 20243033.740783.740780.969420.96942
28 July 20243043.741843.741840.969320.96932
29 July 20243053.742903.742900.969210.96921
30 July 20243063.743963.743960.969100.96910
31 July 20243073.745023.745020.968990.96899
1 August 20243083.746093.746090.968880.96888
2 August 20243093.747153.747150.968780.96878
3 August 20243103.748213.748210.968670.96867
4 August 20243113.749273.749270.968560.96856
5 August 20243123.750333.750330.968450.96845
6 August 20243133.751403.751400.968340.96834
7 August 20243143.752463.752460.968230.96823
8 August 20243153.753523.753520.968130.96813
9 August 20243163.754583.754580.968020.96802
10 August 20243173.755643.755640.967910.96791
11 August 20243183.756713.756710.967800.96780
12 August 20243193.757773.757770.967690.96769
13 August 20243203.758833.758830.967580.96758
14 August 20243213.759893.759890.967470.96747
15 August 20243223.760953.760950.967370.96737
16 August 20243233.762023.762020.967260.96726
17 August 20243243.763083.763080.967150.96715
18 August 20243253.764143.764140.967040.96704
19 August 20243263.765203.765200.966930.96693
20 August 20243273.766263.766260.966820.96682
21 August 20243283.767333.767330.966710.96671
22 August 20243293.768393.768390.966600.96660
23 August 20243303.769453.769450.966490.96649
24 August 20243313.770513.770510.966390.96639
25 August 20243323.771573.771570.966280.96628
26 August 20243333.772643.772640.966170.96617
27 August 20243343.773703.773700.966060.96606
28 August 20243353.774763.774760.965950.96595
29 August 20243363.775823.775820.965840.96584
30 August 20243373.776883.776880.965730.96573
31 August 20243383.777953.777950.965620.96562
1 September 20243393.779013.779010.965510.96551
2 September 20243403.780073.780070.965400.96540
3 September 20243413.781133.781130.965290.96529
4 September 20243423.782193.782190.965180.96518
5 September 20243433.783263.783260.965070.96507
6 September 20243443.784323.784320.964960.96496
7 September 20243453.785383.785380.964850.96485
8 September 20243463.786443.786440.964740.96474
9 September 20243473.787503.787500.964630.96463
10 September 20243483.788573.788570.964520.96452
11 September 20243493.789633.789630.964410.96441
12 September 20243503.790693.790690.964300.96430
13 September 20243513.791753.791750.964190.96419
14 September 20243523.792813.792810.964080.96408
15 September 20243533.793883.793880.963970.96397
16 September 20243543.794943.794940.963860.96386
17 September 20243553.796003.796000.963750.96375
18 September 20243563.797063.797060.963640.96364
19 September 20243573.798123.798120.963530.96353
20 September 20243583.799193.799190.963420.96342
21 September 20243593.800253.800250.963310.96331
22 September 20243603.801313.801310.963200.96320
23 September 20243613.802373.802370.963090.96309
24 September 20243623.803433.803430.962980.96298
25 September 20243633.804503.804500.962870.96287
26 September 20243643.805563.805560.962760.96276
27 September 20243653.806623.806620.962650.96265
28 October 20243963.806623.806620.959540.95954
27 November 20244263.806623.806620.956540.95654
28 December 20244573.806623.806620.953460.95346
27 January 20254873.806623.806620.950480.95048
26 February 20255173.806623.806620.947510.94751
28 March 20255473.806623.806620.944550.94455
28 April 20255783.806623.806620.941500.94150
29 May 20256093.806623.806620.938460.93846
28 June 20256393.806623.806620.935530.93553
29 July 20256703.806623.806620.932510.93251
28 August 20257003.806623.806620.929600.92960
27 September 20257303.806623.806620.926690.92669
26 September 202610943.806623.806620.892170.89217
26 September 202714593.806623.806620.858850.85885
26 September 202818253.806623.806620.826690.82669
26 September 202921903.806623.806620.795810.79581
29 March 203023743.806623.806620.780680.78068
27 September 203025563.806623.806620.766000.76600
28 September 203129223.806623.806620.737320.73732
28 December 203130133.806623.806620.730350.73035
27 September 203232873.806623.806620.709780.70978
26 September 203336513.806623.806620.683340.68334
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28 September 203543833.806623.806620.633110.63311
27 September 203647483.806623.806620.609470.60947
28 September 203751143.806623.806620.586640.58664
25 September 203854763.806623.806620.564910.56491
27 September 204373043.806623.806620.466850.46685
26 September 204891303.806623.806620.385900.38590
28 September 2053109583.806623.806620.318920.31892
28 September 2058127843.806623.806620.263620.26362
28 September 2063146103.806623.806620.217910.21791