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
28 March 202515.379605.379600.999850.99985
29 March 202525.386765.386760.999700.99970
30 March 202535.393925.393920.999560.99956
31 March 202545.401075.401070.999410.99941
1 April 202555.408235.408230.999260.99926
2 April 202565.415395.415390.999110.99911
3 April 202575.422545.422540.998960.99896
4 April 202585.429705.429700.998810.99881
5 April 202595.436865.436860.998660.99866
6 April 2025105.444025.444020.998510.99851
7 April 2025115.451175.451170.998360.99836
8 April 2025125.458335.458330.998210.99821
9 April 2025135.465495.465490.998060.99806
10 April 2025145.472645.472640.997900.99790
11 April 2025155.479805.479800.997750.99775
12 April 2025165.486965.486960.997600.99760
13 April 2025175.494115.494110.997440.99744
14 April 2025185.501275.501270.997290.99729
15 April 2025195.508435.508430.997140.99714
16 April 2025205.515585.515580.996980.99698
17 April 2025215.522745.522740.996830.99683
18 April 2025225.529905.529900.996670.99667
19 April 2025235.537055.537050.996520.99652
20 April 2025245.544215.544210.996360.99636
21 April 2025255.551375.551370.996210.99621
22 April 2025265.558525.558520.996050.99605
23 April 2025275.565685.565680.995890.99589
24 April 2025285.572845.572840.995730.99573
25 April 2025295.580005.580000.995580.99558
26 April 2025305.587155.587150.995420.99542
27 April 2025315.587685.587680.995270.99527
28 April 2025325.588225.588220.995110.99511
29 April 2025335.588755.588750.994960.99496
30 April 2025345.589285.589280.994810.99481
1 May 2025355.589825.589820.994650.99465
2 May 2025365.590355.590350.994500.99450
3 May 2025375.590885.590880.994350.99435
4 May 2025385.591425.591420.994200.99420
5 May 2025395.591955.591950.994040.99404
6 May 2025405.592485.592480.993890.99389
7 May 2025415.593025.593020.993740.99374
8 May 2025425.593555.593550.993580.99358
9 May 2025435.594085.594080.993430.99343
10 May 2025445.594625.594620.993280.99328
11 May 2025455.595155.595150.993130.99313
12 May 2025465.595685.595680.992970.99297
13 May 2025475.596215.596210.992820.99282
14 May 2025485.596755.596750.992670.99267
15 May 2025495.597285.597280.992510.99251
16 May 2025505.597815.597810.992360.99236
17 May 2025515.598355.598350.992210.99221
18 May 2025525.598885.598880.992060.99206
19 May 2025535.599415.599410.991900.99190
20 May 2025545.599955.599950.991750.99175
21 May 2025555.600485.600480.991600.99160
22 May 2025565.601015.601010.991440.99144
23 May 2025575.601555.601550.991290.99129
24 May 2025585.602085.602080.991140.99114
25 May 2025595.602615.602610.990980.99098
26 May 2025605.603155.603150.990830.99083
27 May 2025615.603685.603680.990680.99068
28 May 2025625.603585.603580.990530.99053
29 May 2025635.603485.603480.990370.99037
30 May 2025645.603385.603380.990220.99022
31 May 2025655.603285.603280.990070.99007
1 June 2025665.603185.603180.989920.98992
2 June 2025675.603095.603090.989770.98977
3 June 2025685.602995.602990.989620.98962
4 June 2025695.602895.602890.989460.98946
5 June 2025705.602795.602790.989310.98931
6 June 2025715.602695.602690.989160.98916
7 June 2025725.602595.602590.989010.98901
8 June 2025735.602495.602490.988860.98886
9 June 2025745.602395.602390.988710.98871
10 June 2025755.602305.602300.988550.98855
11 June 2025765.602205.602200.988400.98840
12 June 2025775.602105.602100.988250.98825
13 June 2025785.602005.602000.988100.98810
14 June 2025795.601905.601900.987950.98795
15 June 2025805.601805.601800.987800.98780
16 June 2025815.601705.601700.987650.98765
17 June 2025825.601605.601600.987490.98749
18 June 2025835.601515.601510.987340.98734
19 June 2025845.601415.601410.987190.98719
20 June 2025855.601315.601310.987040.98704
21 June 2025865.601215.601210.986890.98689
22 June 2025875.601115.601110.986740.98674
23 June 2025885.601015.601010.986590.98659
24 June 2025895.600915.600910.986440.98644
25 June 2025905.600815.600810.986280.98628
26 June 2025915.600715.600710.986130.98613
27 June 2025925.600515.600510.985980.98598
28 June 2025935.600305.600300.985830.98583
29 June 2025945.600095.600090.985680.98568
30 June 2025955.599885.599880.985530.98553
1 July 2025965.599675.599670.985380.98538
2 July 2025975.599465.599460.985230.98523
3 July 2025985.599255.599250.985080.98508
4 July 2025995.599045.599040.984930.98493
5 July 20251005.598835.598830.984780.98478
6 July 20251015.598635.598630.984630.98463
7 July 20251025.598425.598420.984480.98448
8 July 20251035.598215.598210.984330.98433
9 July 20251045.598005.598000.984180.98418
10 July 20251055.597795.597790.984030.98403
11 July 20251065.597585.597580.983880.98388
12 July 20251075.597375.597370.983730.98373
13 July 20251085.597165.597160.983580.98358
14 July 20251095.596955.596950.983420.98342
15 July 20251105.596755.596750.983270.98327
16 July 20251115.596545.596540.983120.98312
17 July 20251125.596335.596330.982970.98297
18 July 20251135.596125.596120.982820.98282
19 July 20251145.595915.595910.982670.98267
20 July 20251155.595705.595700.982520.98252
21 July 20251165.595495.595490.982370.98237
22 July 20251175.595285.595280.982220.98222
23 July 20251185.595075.595070.982070.98207
24 July 20251195.594875.594870.981920.98192
25 July 20251205.594665.594660.981770.98177
26 July 20251215.594455.594450.981630.98163
27 July 20251225.594245.594240.981480.98148
28 July 20251235.594035.594030.981330.98133
29 July 20251245.593825.593820.981180.98118
30 July 20251255.593615.593610.981030.98103
31 July 20251265.593405.593400.980880.98088
1 August 20251275.593195.593190.980730.98073
2 August 20251285.592985.592980.980580.98058
3 August 20251295.592785.592780.980430.98043
4 August 20251305.592575.592570.980280.98028
5 August 20251315.592365.592360.980130.98013
6 August 20251325.592155.592150.979980.97998
7 August 20251335.591945.591940.979830.97983
8 August 20251345.591735.591730.979680.97968
9 August 20251355.591525.591520.979530.97953
10 August 20251365.591315.591310.979380.97938
11 August 20251375.591105.591100.979230.97923
12 August 20251385.590905.590900.979080.97908
13 August 20251395.590695.590690.978930.97893
14 August 20251405.590485.590480.978790.97879
15 August 20251415.590275.590270.978640.97864
16 August 20251425.590065.590060.978490.97849
17 August 20251435.589855.589850.978340.97834
18 August 20251445.589645.589640.978190.97819
19 August 20251455.589435.589430.978040.97804
20 August 20251465.589225.589220.977890.97789
21 August 20251475.589025.589020.977740.97774
22 August 20251485.588815.588810.977590.97759
23 August 20251495.588605.588600.977440.97744
24 August 20251505.588395.588390.977300.97730
25 August 20251515.588185.588180.977150.97715
26 August 20251525.587975.587970.977000.97700
27 August 20251535.587765.587760.976850.97685
28 August 20251545.587555.587550.976700.97670
29 August 20251555.587345.587340.976550.97655
30 August 20251565.587145.587140.976400.97640
31 August 20251575.586935.586930.976260.97626
1 September 20251585.586725.586720.976110.97611
2 September 20251595.586515.586510.975960.97596
3 September 20251605.586305.586300.975810.97581
4 September 20251615.586095.586090.975660.97566
5 September 20251625.585885.585880.975510.97551
6 September 20251635.585675.585670.975360.97536
7 September 20251645.585465.585460.975220.97522
8 September 20251655.585255.585250.975070.97507
9 September 20251665.585055.585050.974920.97492
10 September 20251675.584845.584840.974770.97477
11 September 20251685.584635.584630.974620.97462
12 September 20251695.584425.584420.974470.97447
13 September 20251705.584215.584210.974330.97433
14 September 20251715.584005.584000.974180.97418
15 September 20251725.583795.583790.974030.97403
16 September 20251735.583585.583580.973880.97388
17 September 20251745.583375.583370.973730.97373
18 September 20251755.583175.583170.973590.97359
19 September 20251765.582965.582960.973440.97344
20 September 20251775.582755.582750.973290.97329
21 September 20251785.582545.582540.973140.97314
22 September 20251795.582335.582330.973000.97300
23 September 20251805.582125.582120.972850.97285
24 September 20251815.581915.581910.972700.97270
25 September 20251825.581705.581700.972550.97255
26 September 20251835.581495.581490.972400.97240
27 September 20251845.581295.581290.972260.97226
28 September 20251855.581085.581080.972110.97211
29 September 20251865.580875.580870.971960.97196
30 September 20251875.580665.580660.971810.97181
1 October 20251885.580455.580450.971670.97167
2 October 20251895.580245.580240.971520.97152
3 October 20251905.580035.580030.971370.97137
4 October 20251915.579825.579820.971220.97122
5 October 20251925.579615.579610.971080.97108
6 October 20251935.579415.579410.970930.97093
7 October 20251945.579205.579200.970780.97078
8 October 20251955.578995.578990.970630.97063
9 October 20251965.578785.578780.970490.97049
10 October 20251975.578575.578570.970340.97034
11 October 20251985.578365.578360.970190.97019
12 October 20251995.578155.578150.970050.97005
13 October 20252005.577945.577940.969900.96990
14 October 20252015.577735.577730.969750.96975
15 October 20252025.577525.577520.969600.96960
16 October 20252035.577325.577320.969460.96946
17 October 20252045.577115.577110.969310.96931
18 October 20252055.576905.576900.969160.96916
19 October 20252065.576695.576690.969020.96902
20 October 20252075.576485.576480.968870.96887
21 October 20252085.576275.576270.968720.96872
22 October 20252095.576065.576060.968580.96858
23 October 20252105.575855.575850.968430.96843
24 October 20252115.575645.575640.968280.96828
25 October 20252125.575445.575440.968140.96814
26 October 20252135.575235.575230.967990.96799
27 October 20252145.575025.575020.967840.96784
28 October 20252155.574815.574810.967700.96770
29 October 20252165.574605.574600.967550.96755
30 October 20252175.574395.574390.967400.96740
31 October 20252185.574185.574180.967260.96726
1 November 20252195.573975.573970.967110.96711
2 November 20252205.573765.573760.966960.96696
3 November 20252215.573565.573560.966820.96682
4 November 20252225.573355.573350.966670.96667
5 November 20252235.573145.573140.966520.96652
6 November 20252245.572935.572930.966380.96638
7 November 20252255.572725.572720.966230.96623
8 November 20252265.572515.572510.966080.96608
9 November 20252275.572305.572300.965940.96594
10 November 20252285.572095.572090.965790.96579
11 November 20252295.571885.571880.965650.96565
12 November 20252305.571675.571670.965500.96550
13 November 20252315.571475.571470.965350.96535
14 November 20252325.571265.571260.965210.96521
15 November 20252335.571055.571050.965060.96506
16 November 20252345.570845.570840.964920.96492
17 November 20252355.570635.570630.964770.96477
18 November 20252365.570425.570420.964620.96462
19 November 20252375.570215.570210.964480.96448
20 November 20252385.570005.570000.964330.96433
21 November 20252395.569795.569790.964190.96419
22 November 20252405.569595.569590.964040.96404
23 November 20252415.569385.569380.963890.96389
24 November 20252425.569175.569170.963750.96375
25 November 20252435.568965.568960.963600.96360
26 November 20252445.568755.568750.963460.96346
27 November 20252455.568545.568540.963310.96331
28 November 20252465.568335.568330.963170.96317
29 November 20252475.568125.568120.963020.96302
30 November 20252485.567915.567910.962880.96288
1 December 20252495.567715.567710.962730.96273
2 December 20252505.567505.567500.962580.96258
3 December 20252515.567295.567290.962440.96244
4 December 20252525.567085.567080.962290.96229
5 December 20252535.566875.566870.962150.96215
6 December 20252545.566665.566660.962000.96200
7 December 20252555.566455.566450.961860.96186
8 December 20252565.566245.566240.961710.96171
9 December 20252575.566035.566030.961570.96157
10 December 20252585.565835.565830.961420.96142
11 December 20252595.565625.565620.961280.96128
12 December 20252605.565415.565410.961130.96113
13 December 20252615.565205.565200.960990.96099
14 December 20252625.564995.564990.960840.96084
15 December 20252635.564785.564780.960700.96070
16 December 20252645.564575.564570.960550.96055
17 December 20252655.564365.564360.960410.96041
18 December 20252665.564155.564150.960260.96026
19 December 20252675.563945.563940.960120.96012
20 December 20252685.563745.563740.959970.95997
21 December 20252695.563535.563530.959830.95983
22 December 20252705.563325.563320.959680.95968
23 December 20252715.563115.563110.959540.95954
24 December 20252725.562905.562900.959390.95939
25 December 20252735.562695.562690.959250.95925
26 December 20252745.562485.562480.959100.95910
27 December 20252755.562275.562270.958960.95896
28 December 20252765.562065.562060.958810.95881
29 December 20252775.561865.561860.958670.95867
30 December 20252785.561655.561650.958520.95852
31 December 20252795.561445.561440.958380.95838
1 January 20262805.561235.561230.958240.95824
2 January 20262815.561025.561020.958090.95809
3 January 20262825.560815.560810.957950.95795
4 January 20262835.560605.560600.957800.95780
5 January 20262845.560395.560390.957660.95766
6 January 20262855.560185.560180.957510.95751
7 January 20262865.559985.559980.957370.95737
8 January 20262875.559775.559770.957230.95723
9 January 20262885.559565.559560.957080.95708
10 January 20262895.559355.559350.956940.95694
11 January 20262905.559145.559140.956790.95679
12 January 20262915.558935.558930.956650.95665
13 January 20262925.558725.558720.956500.95650
14 January 20262935.558515.558510.956360.95636
15 January 20262945.558305.558300.956220.95622
16 January 20262955.558105.558100.956070.95607
17 January 20262965.557895.557890.955930.95593
18 January 20262975.557685.557680.955780.95578
19 January 20262985.557475.557470.955640.95564
20 January 20262995.557265.557260.955500.95550
21 January 20263005.557055.557050.955350.95535
22 January 20263015.556845.556840.955210.95521
23 January 20263025.556635.556630.955070.95507
24 January 20263035.556425.556420.954920.95492
25 January 20263045.556215.556210.954780.95478
26 January 20263055.556015.556010.954630.95463
27 January 20263065.555805.555800.954490.95449
28 January 20263075.555595.555590.954350.95435
29 January 20263085.555385.555380.954200.95420
30 January 20263095.555175.555170.954060.95406
31 January 20263105.554965.554960.953920.95392
1 February 20263115.554755.554750.953770.95377
2 February 20263125.554545.554540.953630.95363
3 February 20263135.554335.554330.953490.95349
4 February 20263145.554135.554130.953340.95334
5 February 20263155.553925.553920.953200.95320
6 February 20263165.553715.553710.953060.95306
7 February 20263175.553505.553500.952910.95291
8 February 20263185.553295.553290.952770.95277
9 February 20263195.553085.553080.952630.95263
10 February 20263205.552875.552870.952480.95248
11 February 20263215.552665.552660.952340.95234
12 February 20263225.552455.552450.952200.95220
13 February 20263235.552255.552250.952050.95205
14 February 20263245.552045.552040.951910.95191
15 February 20263255.551835.551830.951770.95177
16 February 20263265.551625.551620.951630.95163
17 February 20263275.551415.551410.951480.95148
18 February 20263285.551205.551200.951340.95134
19 February 20263295.550995.550990.951200.95120
20 February 20263305.550785.550780.951050.95105
21 February 20263315.550575.550570.950910.95091
22 February 20263325.550375.550370.950770.95077
23 February 20263335.550165.550160.950630.95063
24 February 20263345.549955.549950.950480.95048
25 February 20263355.549745.549740.950340.95034
26 February 20263365.549535.549530.950200.95020
27 February 20263375.549325.549320.950050.95005
28 February 20263385.549115.549110.949910.94991
1 March 20263395.548905.548900.949770.94977
2 March 20263405.548695.548690.949630.94963
3 March 20263415.548485.548480.949480.94948
4 March 20263425.548285.548280.949340.94934
5 March 20263435.548075.548070.949200.94920
6 March 20263445.547865.547860.949060.94906
7 March 20263455.547655.547650.948910.94891
8 March 20263465.547445.547440.948770.94877
9 March 20263475.547235.547230.948630.94863
10 March 20263485.547025.547020.948490.94849
11 March 20263495.546815.546810.948350.94835
12 March 20263505.546605.546600.948200.94820
13 March 20263515.546405.546400.948060.94806
14 March 20263525.546195.546190.947920.94792
15 March 20263535.545985.545980.947780.94778
16 March 20263545.545775.545770.947630.94763
17 March 20263555.545565.545560.947490.94749
18 March 20263565.545355.545350.947350.94735
19 March 20263575.545145.545140.947210.94721
20 March 20263585.544935.544930.947070.94707
21 March 20263595.544725.544720.946920.94692
22 March 20263605.544525.544520.946780.94678
23 March 20263615.544315.544310.946640.94664
24 March 20263625.544105.544100.946500.94650
25 March 20263635.543895.543890.946360.94636
26 March 20263645.543685.543680.946220.94622
27 March 20263655.543475.543470.946070.94607
27 April 20263965.523475.523470.941830.94183
27 May 20264265.504125.504120.937780.93778
27 June 20264575.484125.484120.933640.93364
27 July 20264875.464775.464770.929680.92968
26 August 20265175.445425.445420.925770.92577
25 September 20265475.426065.426060.921900.92190
26 October 20265785.406065.406060.917950.91795
26 November 20266095.386075.386070.914050.91405
26 December 20266395.366715.366710.910320.91032
26 January 20276705.346725.346720.906520.90652
25 February 20277005.327365.327360.902880.90288
27 March 20277305.308015.308010.899280.89928
25 March 202810945.101215.101210.858220.85822
25 March 202914594.893854.893850.822320.82232
26 March 203018254.685924.685920.791130.79113
26 March 203121904.685354.685350.754940.75494
26 September 203123744.685354.685350.737320.73732
26 March 203225564.685354.685350.720290.72029
27 March 203329224.685354.685350.687230.68723
26 June 203330134.685354.685350.679250.67925
27 March 203432874.685354.685350.655770.65577
26 March 203536514.685354.685350.625840.62584
27 March 203640184.685354.685350.597040.59704
27 March 203743834.685354.685350.569710.56971
27 March 203847484.685354.685350.543630.54363
28 March 203951144.685354.685350.518680.51868
24 March 204054764.685354.685350.495130.49513
26 March 204573044.685354.685350.391570.39157
26 March 205091304.685354.685350.309750.30975
28 March 2055109584.685354.685350.244970.24497
27 March 2060127844.685354.685350.193780.19378
27 March 2065146104.685354.685350.153290.15329