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Money Markets

Daily Prices and Yields

End-of-day reference prices for Treasury bills are produced and administered by FTSE-Tradeweb. They are available without charge to the wider public for non-commercial use from 12.00 noon on the day following initial publication and can be accessed via Tradeweb's Insite website. Commercial users of the prices should contact ECS@Tradeweb.com or 020 7776 3200 about access.

These are successor prices to those produced by the DMO until Friday 21 July 2017 when the DMO ceased producing reference prices for gilts, STRIPS and Treasury bills. Further information on this change in price provision is available here. Prices published until 21 July 2017 will continue to be available from this website. Treasury bill prices produced by the DMO were based on a money market yield to maturity calculation priced around prevailing GC repo rates, adjusted by a spread reflecting recent Treasury bill tender results and, if applicable, any specific supply and demand factors. These reference prices provided indicative mid prices for the purpose of CREST valuation of collateral transfers and were not intended to represent market prices at which the securities could or have been traded.

Treasury bill reference prices for chosen date range

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