New Zealand primary money-market curve

Curve last updated on 28 October 2023 at 11.36.42 GMT/UTC

Inputs

Money-market rates

Period(Days)Bid/payOffer/receiveRate type
Overnight15.380005.38000Effective
1 month305.600005.60000Effective
2 months615.630005.63000Effective
3 months915.640005.64000Effective
1 year3655.700005.70000Effective
2 years7305.600005.60000Effective
5 years18265.280005.28000Effective

Calculated output

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

Date(Days)NACC bidNACC offerDisc.factor bidDisc.factor offer
11 September 202415.379605.379600.999850.99985
12 September 202425.386765.386760.999700.99970
13 September 202435.393925.393920.999560.99956
14 September 202445.401075.401070.999410.99941
15 September 202455.408235.408230.999260.99926
16 September 202465.415395.415390.999110.99911
17 September 202475.422545.422540.998960.99896
18 September 202485.429705.429700.998810.99881
19 September 202495.436865.436860.998660.99866
20 September 2024105.444025.444020.998510.99851
21 September 2024115.451175.451170.998360.99836
22 September 2024125.458335.458330.998210.99821
23 September 2024135.465495.465490.998060.99806
24 September 2024145.472645.472640.997900.99790
25 September 2024155.479805.479800.997750.99775
26 September 2024165.486965.486960.997600.99760
27 September 2024175.494115.494110.997440.99744
28 September 2024185.501275.501270.997290.99729
29 September 2024195.508435.508430.997140.99714
30 September 2024205.515585.515580.996980.99698
1 October 2024215.522745.522740.996830.99683
2 October 2024225.529905.529900.996670.99667
3 October 2024235.537055.537050.996520.99652
4 October 2024245.544215.544210.996360.99636
5 October 2024255.551375.551370.996210.99621
6 October 2024265.558525.558520.996050.99605
7 October 2024275.565685.565680.995890.99589
8 October 2024285.572845.572840.995730.99573
9 October 2024295.580005.580000.995580.99558
10 October 2024305.587155.587150.995420.99542
11 October 2024315.587685.587680.995270.99527
12 October 2024325.588225.588220.995110.99511
13 October 2024335.588755.588750.994960.99496
14 October 2024345.589285.589280.994810.99481
15 October 2024355.589825.589820.994650.99465
16 October 2024365.590355.590350.994500.99450
17 October 2024375.590885.590880.994350.99435
18 October 2024385.591425.591420.994200.99420
19 October 2024395.591955.591950.994040.99404
20 October 2024405.592485.592480.993890.99389
21 October 2024415.593025.593020.993740.99374
22 October 2024425.593555.593550.993580.99358
23 October 2024435.594085.594080.993430.99343
24 October 2024445.594625.594620.993280.99328
25 October 2024455.595155.595150.993130.99313
26 October 2024465.595685.595680.992970.99297
27 October 2024475.596215.596210.992820.99282
28 October 2024485.596755.596750.992670.99267
29 October 2024495.597285.597280.992510.99251
30 October 2024505.597815.597810.992360.99236
31 October 2024515.598355.598350.992210.99221
1 November 2024525.598885.598880.992060.99206
2 November 2024535.599415.599410.991900.99190
3 November 2024545.599955.599950.991750.99175
4 November 2024555.600485.600480.991600.99160
5 November 2024565.601015.601010.991440.99144
6 November 2024575.601555.601550.991290.99129
7 November 2024585.602085.602080.991140.99114
8 November 2024595.602615.602610.990980.99098
9 November 2024605.603155.603150.990830.99083
10 November 2024615.603685.603680.990680.99068
11 November 2024625.603585.603580.990530.99053
12 November 2024635.603485.603480.990370.99037
13 November 2024645.603385.603380.990220.99022
14 November 2024655.603285.603280.990070.99007
15 November 2024665.603185.603180.989920.98992
16 November 2024675.603095.603090.989770.98977
17 November 2024685.602995.602990.989620.98962
18 November 2024695.602895.602890.989460.98946
19 November 2024705.602795.602790.989310.98931
20 November 2024715.602695.602690.989160.98916
21 November 2024725.602595.602590.989010.98901
22 November 2024735.602495.602490.988860.98886
23 November 2024745.602395.602390.988710.98871
24 November 2024755.602305.602300.988550.98855
25 November 2024765.602205.602200.988400.98840
26 November 2024775.602105.602100.988250.98825
27 November 2024785.602005.602000.988100.98810
28 November 2024795.601905.601900.987950.98795
29 November 2024805.601805.601800.987800.98780
30 November 2024815.601705.601700.987650.98765
1 December 2024825.601605.601600.987490.98749
2 December 2024835.601515.601510.987340.98734
3 December 2024845.601415.601410.987190.98719
4 December 2024855.601315.601310.987040.98704
5 December 2024865.601215.601210.986890.98689
6 December 2024875.601115.601110.986740.98674
7 December 2024885.601015.601010.986590.98659
8 December 2024895.600915.600910.986440.98644
9 December 2024905.600815.600810.986280.98628
10 December 2024915.600715.600710.986130.98613
11 December 2024925.600515.600510.985980.98598
12 December 2024935.600305.600300.985830.98583
13 December 2024945.600095.600090.985680.98568
14 December 2024955.599885.599880.985530.98553
15 December 2024965.599675.599670.985380.98538
16 December 2024975.599465.599460.985230.98523
17 December 2024985.599255.599250.985080.98508
18 December 2024995.599045.599040.984930.98493
19 December 20241005.598835.598830.984780.98478
20 December 20241015.598635.598630.984630.98463
21 December 20241025.598425.598420.984480.98448
22 December 20241035.598215.598210.984330.98433
23 December 20241045.598005.598000.984180.98418
24 December 20241055.597795.597790.984030.98403
25 December 20241065.597585.597580.983880.98388
26 December 20241075.597375.597370.983730.98373
27 December 20241085.597165.597160.983580.98358
28 December 20241095.596955.596950.983420.98342
29 December 20241105.596755.596750.983270.98327
30 December 20241115.596545.596540.983120.98312
31 December 20241125.596335.596330.982970.98297
1 January 20251135.596125.596120.982820.98282
2 January 20251145.595915.595910.982670.98267
3 January 20251155.595705.595700.982520.98252
4 January 20251165.595495.595490.982370.98237
5 January 20251175.595285.595280.982220.98222
6 January 20251185.595075.595070.982070.98207
7 January 20251195.594875.594870.981920.98192
8 January 20251205.594665.594660.981770.98177
9 January 20251215.594455.594450.981630.98163
10 January 20251225.594245.594240.981480.98148
11 January 20251235.594035.594030.981330.98133
12 January 20251245.593825.593820.981180.98118
13 January 20251255.593615.593610.981030.98103
14 January 20251265.593405.593400.980880.98088
15 January 20251275.593195.593190.980730.98073
16 January 20251285.592985.592980.980580.98058
17 January 20251295.592785.592780.980430.98043
18 January 20251305.592575.592570.980280.98028
19 January 20251315.592365.592360.980130.98013
20 January 20251325.592155.592150.979980.97998
21 January 20251335.591945.591940.979830.97983
22 January 20251345.591735.591730.979680.97968
23 January 20251355.591525.591520.979530.97953
24 January 20251365.591315.591310.979380.97938
25 January 20251375.591105.591100.979230.97923
26 January 20251385.590905.590900.979080.97908
27 January 20251395.590695.590690.978930.97893
28 January 20251405.590485.590480.978790.97879
29 January 20251415.590275.590270.978640.97864
30 January 20251425.590065.590060.978490.97849
31 January 20251435.589855.589850.978340.97834
1 February 20251445.589645.589640.978190.97819
2 February 20251455.589435.589430.978040.97804
3 February 20251465.589225.589220.977890.97789
4 February 20251475.589025.589020.977740.97774
5 February 20251485.588815.588810.977590.97759
6 February 20251495.588605.588600.977440.97744
7 February 20251505.588395.588390.977300.97730
8 February 20251515.588185.588180.977150.97715
9 February 20251525.587975.587970.977000.97700
10 February 20251535.587765.587760.976850.97685
11 February 20251545.587555.587550.976700.97670
12 February 20251555.587345.587340.976550.97655
13 February 20251565.587145.587140.976400.97640
14 February 20251575.586935.586930.976260.97626
15 February 20251585.586725.586720.976110.97611
16 February 20251595.586515.586510.975960.97596
17 February 20251605.586305.586300.975810.97581
18 February 20251615.586095.586090.975660.97566
19 February 20251625.585885.585880.975510.97551
20 February 20251635.585675.585670.975360.97536
21 February 20251645.585465.585460.975220.97522
22 February 20251655.585255.585250.975070.97507
23 February 20251665.585055.585050.974920.97492
24 February 20251675.584845.584840.974770.97477
25 February 20251685.584635.584630.974620.97462
26 February 20251695.584425.584420.974470.97447
27 February 20251705.584215.584210.974330.97433
28 February 20251715.584005.584000.974180.97418
1 March 20251725.583795.583790.974030.97403
2 March 20251735.583585.583580.973880.97388
3 March 20251745.583375.583370.973730.97373
4 March 20251755.583175.583170.973590.97359
5 March 20251765.582965.582960.973440.97344
6 March 20251775.582755.582750.973290.97329
7 March 20251785.582545.582540.973140.97314
8 March 20251795.582335.582330.973000.97300
9 March 20251805.582125.582120.972850.97285
10 March 20251815.581915.581910.972700.97270
11 March 20251825.581705.581700.972550.97255
12 March 20251835.581495.581490.972400.97240
13 March 20251845.581295.581290.972260.97226
14 March 20251855.581085.581080.972110.97211
15 March 20251865.580875.580870.971960.97196
16 March 20251875.580665.580660.971810.97181
17 March 20251885.580455.580450.971670.97167
18 March 20251895.580245.580240.971520.97152
19 March 20251905.580035.580030.971370.97137
20 March 20251915.579825.579820.971220.97122
21 March 20251925.579615.579610.971080.97108
22 March 20251935.579415.579410.970930.97093
23 March 20251945.579205.579200.970780.97078
24 March 20251955.578995.578990.970630.97063
25 March 20251965.578785.578780.970490.97049
26 March 20251975.578575.578570.970340.97034
27 March 20251985.578365.578360.970190.97019
28 March 20251995.578155.578150.970050.97005
29 March 20252005.577945.577940.969900.96990
30 March 20252015.577735.577730.969750.96975
31 March 20252025.577525.577520.969600.96960
1 April 20252035.577325.577320.969460.96946
2 April 20252045.577115.577110.969310.96931
3 April 20252055.576905.576900.969160.96916
4 April 20252065.576695.576690.969020.96902
5 April 20252075.576485.576480.968870.96887
6 April 20252085.576275.576270.968720.96872
7 April 20252095.576065.576060.968580.96858
8 April 20252105.575855.575850.968430.96843
9 April 20252115.575645.575640.968280.96828
10 April 20252125.575445.575440.968140.96814
11 April 20252135.575235.575230.967990.96799
12 April 20252145.575025.575020.967840.96784
13 April 20252155.574815.574810.967700.96770
14 April 20252165.574605.574600.967550.96755
15 April 20252175.574395.574390.967400.96740
16 April 20252185.574185.574180.967260.96726
17 April 20252195.573975.573970.967110.96711
18 April 20252205.573765.573760.966960.96696
19 April 20252215.573565.573560.966820.96682
20 April 20252225.573355.573350.966670.96667
21 April 20252235.573145.573140.966520.96652
22 April 20252245.572935.572930.966380.96638
23 April 20252255.572725.572720.966230.96623
24 April 20252265.572515.572510.966080.96608
25 April 20252275.572305.572300.965940.96594
26 April 20252285.572095.572090.965790.96579
27 April 20252295.571885.571880.965650.96565
28 April 20252305.571675.571670.965500.96550
29 April 20252315.571475.571470.965350.96535
30 April 20252325.571265.571260.965210.96521
1 May 20252335.571055.571050.965060.96506
2 May 20252345.570845.570840.964920.96492
3 May 20252355.570635.570630.964770.96477
4 May 20252365.570425.570420.964620.96462
5 May 20252375.570215.570210.964480.96448
6 May 20252385.570005.570000.964330.96433
7 May 20252395.569795.569790.964190.96419
8 May 20252405.569595.569590.964040.96404
9 May 20252415.569385.569380.963890.96389
10 May 20252425.569175.569170.963750.96375
11 May 20252435.568965.568960.963600.96360
12 May 20252445.568755.568750.963460.96346
13 May 20252455.568545.568540.963310.96331
14 May 20252465.568335.568330.963170.96317
15 May 20252475.568125.568120.963020.96302
16 May 20252485.567915.567910.962880.96288
17 May 20252495.567715.567710.962730.96273
18 May 20252505.567505.567500.962580.96258
19 May 20252515.567295.567290.962440.96244
20 May 20252525.567085.567080.962290.96229
21 May 20252535.566875.566870.962150.96215
22 May 20252545.566665.566660.962000.96200
23 May 20252555.566455.566450.961860.96186
24 May 20252565.566245.566240.961710.96171
25 May 20252575.566035.566030.961570.96157
26 May 20252585.565835.565830.961420.96142
27 May 20252595.565625.565620.961280.96128
28 May 20252605.565415.565410.961130.96113
29 May 20252615.565205.565200.960990.96099
30 May 20252625.564995.564990.960840.96084
31 May 20252635.564785.564780.960700.96070
1 June 20252645.564575.564570.960550.96055
2 June 20252655.564365.564360.960410.96041
3 June 20252665.564155.564150.960260.96026
4 June 20252675.563945.563940.960120.96012
5 June 20252685.563745.563740.959970.95997
6 June 20252695.563535.563530.959830.95983
7 June 20252705.563325.563320.959680.95968
8 June 20252715.563115.563110.959540.95954
9 June 20252725.562905.562900.959390.95939
10 June 20252735.562695.562690.959250.95925
11 June 20252745.562485.562480.959100.95910
12 June 20252755.562275.562270.958960.95896
13 June 20252765.562065.562060.958810.95881
14 June 20252775.561865.561860.958670.95867
15 June 20252785.561655.561650.958520.95852
16 June 20252795.561445.561440.958380.95838
17 June 20252805.561235.561230.958240.95824
18 June 20252815.561025.561020.958090.95809
19 June 20252825.560815.560810.957950.95795
20 June 20252835.560605.560600.957800.95780
21 June 20252845.560395.560390.957660.95766
22 June 20252855.560185.560180.957510.95751
23 June 20252865.559985.559980.957370.95737
24 June 20252875.559775.559770.957230.95723
25 June 20252885.559565.559560.957080.95708
26 June 20252895.559355.559350.956940.95694
27 June 20252905.559145.559140.956790.95679
28 June 20252915.558935.558930.956650.95665
29 June 20252925.558725.558720.956500.95650
30 June 20252935.558515.558510.956360.95636
1 July 20252945.558305.558300.956220.95622
2 July 20252955.558105.558100.956070.95607
3 July 20252965.557895.557890.955930.95593
4 July 20252975.557685.557680.955780.95578
5 July 20252985.557475.557470.955640.95564
6 July 20252995.557265.557260.955500.95550
7 July 20253005.557055.557050.955350.95535
8 July 20253015.556845.556840.955210.95521
9 July 20253025.556635.556630.955070.95507
10 July 20253035.556425.556420.954920.95492
11 July 20253045.556215.556210.954780.95478
12 July 20253055.556015.556010.954630.95463
13 July 20253065.555805.555800.954490.95449
14 July 20253075.555595.555590.954350.95435
15 July 20253085.555385.555380.954200.95420
16 July 20253095.555175.555170.954060.95406
17 July 20253105.554965.554960.953920.95392
18 July 20253115.554755.554750.953770.95377
19 July 20253125.554545.554540.953630.95363
20 July 20253135.554335.554330.953490.95349
21 July 20253145.554135.554130.953340.95334
22 July 20253155.553925.553920.953200.95320
23 July 20253165.553715.553710.953060.95306
24 July 20253175.553505.553500.952910.95291
25 July 20253185.553295.553290.952770.95277
26 July 20253195.553085.553080.952630.95263
27 July 20253205.552875.552870.952480.95248
28 July 20253215.552665.552660.952340.95234
29 July 20253225.552455.552450.952200.95220
30 July 20253235.552255.552250.952050.95205
31 July 20253245.552045.552040.951910.95191
1 August 20253255.551835.551830.951770.95177
2 August 20253265.551625.551620.951630.95163
3 August 20253275.551415.551410.951480.95148
4 August 20253285.551205.551200.951340.95134
5 August 20253295.550995.550990.951200.95120
6 August 20253305.550785.550780.951050.95105
7 August 20253315.550575.550570.950910.95091
8 August 20253325.550375.550370.950770.95077
9 August 20253335.550165.550160.950630.95063
10 August 20253345.549955.549950.950480.95048
11 August 20253355.549745.549740.950340.95034
12 August 20253365.549535.549530.950200.95020
13 August 20253375.549325.549320.950050.95005
14 August 20253385.549115.549110.949910.94991
15 August 20253395.548905.548900.949770.94977
16 August 20253405.548695.548690.949630.94963
17 August 20253415.548485.548480.949480.94948
18 August 20253425.548285.548280.949340.94934
19 August 20253435.548075.548070.949200.94920
20 August 20253445.547865.547860.949060.94906
21 August 20253455.547655.547650.948910.94891
22 August 20253465.547445.547440.948770.94877
23 August 20253475.547235.547230.948630.94863
24 August 20253485.547025.547020.948490.94849
25 August 20253495.546815.546810.948350.94835
26 August 20253505.546605.546600.948200.94820
27 August 20253515.546405.546400.948060.94806
28 August 20253525.546195.546190.947920.94792
29 August 20253535.545985.545980.947780.94778
30 August 20253545.545775.545770.947630.94763
31 August 20253555.545565.545560.947490.94749
1 September 20253565.545355.545350.947350.94735
2 September 20253575.545145.545140.947210.94721
3 September 20253585.544935.544930.947070.94707
4 September 20253595.544725.544720.946920.94692
5 September 20253605.544525.544520.946780.94678
6 September 20253615.544315.544310.946640.94664
7 September 20253625.544105.544100.946500.94650
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8 September 203954764.685354.685350.495130.49513
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11 September 2054109584.685354.685350.244970.24497
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10 September 2064146104.685354.685350.153290.15329