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
13 July 202515.379605.379600.999850.99985
14 July 202525.386765.386760.999700.99970
15 July 202535.393925.393920.999560.99956
16 July 202545.401075.401070.999410.99941
17 July 202555.408235.408230.999260.99926
18 July 202565.415395.415390.999110.99911
19 July 202575.422545.422540.998960.99896
20 July 202585.429705.429700.998810.99881
21 July 202595.436865.436860.998660.99866
22 July 2025105.444025.444020.998510.99851
23 July 2025115.451175.451170.998360.99836
24 July 2025125.458335.458330.998210.99821
25 July 2025135.465495.465490.998060.99806
26 July 2025145.472645.472640.997900.99790
27 July 2025155.479805.479800.997750.99775
28 July 2025165.486965.486960.997600.99760
29 July 2025175.494115.494110.997440.99744
30 July 2025185.501275.501270.997290.99729
31 July 2025195.508435.508430.997140.99714
1 August 2025205.515585.515580.996980.99698
2 August 2025215.522745.522740.996830.99683
3 August 2025225.529905.529900.996670.99667
4 August 2025235.537055.537050.996520.99652
5 August 2025245.544215.544210.996360.99636
6 August 2025255.551375.551370.996210.99621
7 August 2025265.558525.558520.996050.99605
8 August 2025275.565685.565680.995890.99589
9 August 2025285.572845.572840.995730.99573
10 August 2025295.580005.580000.995580.99558
11 August 2025305.587155.587150.995420.99542
12 August 2025315.587685.587680.995270.99527
13 August 2025325.588225.588220.995110.99511
14 August 2025335.588755.588750.994960.99496
15 August 2025345.589285.589280.994810.99481
16 August 2025355.589825.589820.994650.99465
17 August 2025365.590355.590350.994500.99450
18 August 2025375.590885.590880.994350.99435
19 August 2025385.591425.591420.994200.99420
20 August 2025395.591955.591950.994040.99404
21 August 2025405.592485.592480.993890.99389
22 August 2025415.593025.593020.993740.99374
23 August 2025425.593555.593550.993580.99358
24 August 2025435.594085.594080.993430.99343
25 August 2025445.594625.594620.993280.99328
26 August 2025455.595155.595150.993130.99313
27 August 2025465.595685.595680.992970.99297
28 August 2025475.596215.596210.992820.99282
29 August 2025485.596755.596750.992670.99267
30 August 2025495.597285.597280.992510.99251
31 August 2025505.597815.597810.992360.99236
1 September 2025515.598355.598350.992210.99221
2 September 2025525.598885.598880.992060.99206
3 September 2025535.599415.599410.991900.99190
4 September 2025545.599955.599950.991750.99175
5 September 2025555.600485.600480.991600.99160
6 September 2025565.601015.601010.991440.99144
7 September 2025575.601555.601550.991290.99129
8 September 2025585.602085.602080.991140.99114
9 September 2025595.602615.602610.990980.99098
10 September 2025605.603155.603150.990830.99083
11 September 2025615.603685.603680.990680.99068
12 September 2025625.603585.603580.990530.99053
13 September 2025635.603485.603480.990370.99037
14 September 2025645.603385.603380.990220.99022
15 September 2025655.603285.603280.990070.99007
16 September 2025665.603185.603180.989920.98992
17 September 2025675.603095.603090.989770.98977
18 September 2025685.602995.602990.989620.98962
19 September 2025695.602895.602890.989460.98946
20 September 2025705.602795.602790.989310.98931
21 September 2025715.602695.602690.989160.98916
22 September 2025725.602595.602590.989010.98901
23 September 2025735.602495.602490.988860.98886
24 September 2025745.602395.602390.988710.98871
25 September 2025755.602305.602300.988550.98855
26 September 2025765.602205.602200.988400.98840
27 September 2025775.602105.602100.988250.98825
28 September 2025785.602005.602000.988100.98810
29 September 2025795.601905.601900.987950.98795
30 September 2025805.601805.601800.987800.98780
1 October 2025815.601705.601700.987650.98765
2 October 2025825.601605.601600.987490.98749
3 October 2025835.601515.601510.987340.98734
4 October 2025845.601415.601410.987190.98719
5 October 2025855.601315.601310.987040.98704
6 October 2025865.601215.601210.986890.98689
7 October 2025875.601115.601110.986740.98674
8 October 2025885.601015.601010.986590.98659
9 October 2025895.600915.600910.986440.98644
10 October 2025905.600815.600810.986280.98628
11 October 2025915.600715.600710.986130.98613
12 October 2025925.600515.600510.985980.98598
13 October 2025935.600305.600300.985830.98583
14 October 2025945.600095.600090.985680.98568
15 October 2025955.599885.599880.985530.98553
16 October 2025965.599675.599670.985380.98538
17 October 2025975.599465.599460.985230.98523
18 October 2025985.599255.599250.985080.98508
19 October 2025995.599045.599040.984930.98493
20 October 20251005.598835.598830.984780.98478
21 October 20251015.598635.598630.984630.98463
22 October 20251025.598425.598420.984480.98448
23 October 20251035.598215.598210.984330.98433
24 October 20251045.598005.598000.984180.98418
25 October 20251055.597795.597790.984030.98403
26 October 20251065.597585.597580.983880.98388
27 October 20251075.597375.597370.983730.98373
28 October 20251085.597165.597160.983580.98358
29 October 20251095.596955.596950.983420.98342
30 October 20251105.596755.596750.983270.98327
31 October 20251115.596545.596540.983120.98312
1 November 20251125.596335.596330.982970.98297
2 November 20251135.596125.596120.982820.98282
3 November 20251145.595915.595910.982670.98267
4 November 20251155.595705.595700.982520.98252
5 November 20251165.595495.595490.982370.98237
6 November 20251175.595285.595280.982220.98222
7 November 20251185.595075.595070.982070.98207
8 November 20251195.594875.594870.981920.98192
9 November 20251205.594665.594660.981770.98177
10 November 20251215.594455.594450.981630.98163
11 November 20251225.594245.594240.981480.98148
12 November 20251235.594035.594030.981330.98133
13 November 20251245.593825.593820.981180.98118
14 November 20251255.593615.593610.981030.98103
15 November 20251265.593405.593400.980880.98088
16 November 20251275.593195.593190.980730.98073
17 November 20251285.592985.592980.980580.98058
18 November 20251295.592785.592780.980430.98043
19 November 20251305.592575.592570.980280.98028
20 November 20251315.592365.592360.980130.98013
21 November 20251325.592155.592150.979980.97998
22 November 20251335.591945.591940.979830.97983
23 November 20251345.591735.591730.979680.97968
24 November 20251355.591525.591520.979530.97953
25 November 20251365.591315.591310.979380.97938
26 November 20251375.591105.591100.979230.97923
27 November 20251385.590905.590900.979080.97908
28 November 20251395.590695.590690.978930.97893
29 November 20251405.590485.590480.978790.97879
30 November 20251415.590275.590270.978640.97864
1 December 20251425.590065.590060.978490.97849
2 December 20251435.589855.589850.978340.97834
3 December 20251445.589645.589640.978190.97819
4 December 20251455.589435.589430.978040.97804
5 December 20251465.589225.589220.977890.97789
6 December 20251475.589025.589020.977740.97774
7 December 20251485.588815.588810.977590.97759
8 December 20251495.588605.588600.977440.97744
9 December 20251505.588395.588390.977300.97730
10 December 20251515.588185.588180.977150.97715
11 December 20251525.587975.587970.977000.97700
12 December 20251535.587765.587760.976850.97685
13 December 20251545.587555.587550.976700.97670
14 December 20251555.587345.587340.976550.97655
15 December 20251565.587145.587140.976400.97640
16 December 20251575.586935.586930.976260.97626
17 December 20251585.586725.586720.976110.97611
18 December 20251595.586515.586510.975960.97596
19 December 20251605.586305.586300.975810.97581
20 December 20251615.586095.586090.975660.97566
21 December 20251625.585885.585880.975510.97551
22 December 20251635.585675.585670.975360.97536
23 December 20251645.585465.585460.975220.97522
24 December 20251655.585255.585250.975070.97507
25 December 20251665.585055.585050.974920.97492
26 December 20251675.584845.584840.974770.97477
27 December 20251685.584635.584630.974620.97462
28 December 20251695.584425.584420.974470.97447
29 December 20251705.584215.584210.974330.97433
30 December 20251715.584005.584000.974180.97418
31 December 20251725.583795.583790.974030.97403
1 January 20261735.583585.583580.973880.97388
2 January 20261745.583375.583370.973730.97373
3 January 20261755.583175.583170.973590.97359
4 January 20261765.582965.582960.973440.97344
5 January 20261775.582755.582750.973290.97329
6 January 20261785.582545.582540.973140.97314
7 January 20261795.582335.582330.973000.97300
8 January 20261805.582125.582120.972850.97285
9 January 20261815.581915.581910.972700.97270
10 January 20261825.581705.581700.972550.97255
11 January 20261835.581495.581490.972400.97240
12 January 20261845.581295.581290.972260.97226
13 January 20261855.581085.581080.972110.97211
14 January 20261865.580875.580870.971960.97196
15 January 20261875.580665.580660.971810.97181
16 January 20261885.580455.580450.971670.97167
17 January 20261895.580245.580240.971520.97152
18 January 20261905.580035.580030.971370.97137
19 January 20261915.579825.579820.971220.97122
20 January 20261925.579615.579610.971080.97108
21 January 20261935.579415.579410.970930.97093
22 January 20261945.579205.579200.970780.97078
23 January 20261955.578995.578990.970630.97063
24 January 20261965.578785.578780.970490.97049
25 January 20261975.578575.578570.970340.97034
26 January 20261985.578365.578360.970190.97019
27 January 20261995.578155.578150.970050.97005
28 January 20262005.577945.577940.969900.96990
29 January 20262015.577735.577730.969750.96975
30 January 20262025.577525.577520.969600.96960
31 January 20262035.577325.577320.969460.96946
1 February 20262045.577115.577110.969310.96931
2 February 20262055.576905.576900.969160.96916
3 February 20262065.576695.576690.969020.96902
4 February 20262075.576485.576480.968870.96887
5 February 20262085.576275.576270.968720.96872
6 February 20262095.576065.576060.968580.96858
7 February 20262105.575855.575850.968430.96843
8 February 20262115.575645.575640.968280.96828
9 February 20262125.575445.575440.968140.96814
10 February 20262135.575235.575230.967990.96799
11 February 20262145.575025.575020.967840.96784
12 February 20262155.574815.574810.967700.96770
13 February 20262165.574605.574600.967550.96755
14 February 20262175.574395.574390.967400.96740
15 February 20262185.574185.574180.967260.96726
16 February 20262195.573975.573970.967110.96711
17 February 20262205.573765.573760.966960.96696
18 February 20262215.573565.573560.966820.96682
19 February 20262225.573355.573350.966670.96667
20 February 20262235.573145.573140.966520.96652
21 February 20262245.572935.572930.966380.96638
22 February 20262255.572725.572720.966230.96623
23 February 20262265.572515.572510.966080.96608
24 February 20262275.572305.572300.965940.96594
25 February 20262285.572095.572090.965790.96579
26 February 20262295.571885.571880.965650.96565
27 February 20262305.571675.571670.965500.96550
28 February 20262315.571475.571470.965350.96535
1 March 20262325.571265.571260.965210.96521
2 March 20262335.571055.571050.965060.96506
3 March 20262345.570845.570840.964920.96492
4 March 20262355.570635.570630.964770.96477
5 March 20262365.570425.570420.964620.96462
6 March 20262375.570215.570210.964480.96448
7 March 20262385.570005.570000.964330.96433
8 March 20262395.569795.569790.964190.96419
9 March 20262405.569595.569590.964040.96404
10 March 20262415.569385.569380.963890.96389
11 March 20262425.569175.569170.963750.96375
12 March 20262435.568965.568960.963600.96360
13 March 20262445.568755.568750.963460.96346
14 March 20262455.568545.568540.963310.96331
15 March 20262465.568335.568330.963170.96317
16 March 20262475.568125.568120.963020.96302
17 March 20262485.567915.567910.962880.96288
18 March 20262495.567715.567710.962730.96273
19 March 20262505.567505.567500.962580.96258
20 March 20262515.567295.567290.962440.96244
21 March 20262525.567085.567080.962290.96229
22 March 20262535.566875.566870.962150.96215
23 March 20262545.566665.566660.962000.96200
24 March 20262555.566455.566450.961860.96186
25 March 20262565.566245.566240.961710.96171
26 March 20262575.566035.566030.961570.96157
27 March 20262585.565835.565830.961420.96142
28 March 20262595.565625.565620.961280.96128
29 March 20262605.565415.565410.961130.96113
30 March 20262615.565205.565200.960990.96099
31 March 20262625.564995.564990.960840.96084
1 April 20262635.564785.564780.960700.96070
2 April 20262645.564575.564570.960550.96055
3 April 20262655.564365.564360.960410.96041
4 April 20262665.564155.564150.960260.96026
5 April 20262675.563945.563940.960120.96012
6 April 20262685.563745.563740.959970.95997
7 April 20262695.563535.563530.959830.95983
8 April 20262705.563325.563320.959680.95968
9 April 20262715.563115.563110.959540.95954
10 April 20262725.562905.562900.959390.95939
11 April 20262735.562695.562690.959250.95925
12 April 20262745.562485.562480.959100.95910
13 April 20262755.562275.562270.958960.95896
14 April 20262765.562065.562060.958810.95881
15 April 20262775.561865.561860.958670.95867
16 April 20262785.561655.561650.958520.95852
17 April 20262795.561445.561440.958380.95838
18 April 20262805.561235.561230.958240.95824
19 April 20262815.561025.561020.958090.95809
20 April 20262825.560815.560810.957950.95795
21 April 20262835.560605.560600.957800.95780
22 April 20262845.560395.560390.957660.95766
23 April 20262855.560185.560180.957510.95751
24 April 20262865.559985.559980.957370.95737
25 April 20262875.559775.559770.957230.95723
26 April 20262885.559565.559560.957080.95708
27 April 20262895.559355.559350.956940.95694
28 April 20262905.559145.559140.956790.95679
29 April 20262915.558935.558930.956650.95665
30 April 20262925.558725.558720.956500.95650
1 May 20262935.558515.558510.956360.95636
2 May 20262945.558305.558300.956220.95622
3 May 20262955.558105.558100.956070.95607
4 May 20262965.557895.557890.955930.95593
5 May 20262975.557685.557680.955780.95578
6 May 20262985.557475.557470.955640.95564
7 May 20262995.557265.557260.955500.95550
8 May 20263005.557055.557050.955350.95535
9 May 20263015.556845.556840.955210.95521
10 May 20263025.556635.556630.955070.95507
11 May 20263035.556425.556420.954920.95492
12 May 20263045.556215.556210.954780.95478
13 May 20263055.556015.556010.954630.95463
14 May 20263065.555805.555800.954490.95449
15 May 20263075.555595.555590.954350.95435
16 May 20263085.555385.555380.954200.95420
17 May 20263095.555175.555170.954060.95406
18 May 20263105.554965.554960.953920.95392
19 May 20263115.554755.554750.953770.95377
20 May 20263125.554545.554540.953630.95363
21 May 20263135.554335.554330.953490.95349
22 May 20263145.554135.554130.953340.95334
23 May 20263155.553925.553920.953200.95320
24 May 20263165.553715.553710.953060.95306
25 May 20263175.553505.553500.952910.95291
26 May 20263185.553295.553290.952770.95277
27 May 20263195.553085.553080.952630.95263
28 May 20263205.552875.552870.952480.95248
29 May 20263215.552665.552660.952340.95234
30 May 20263225.552455.552450.952200.95220
31 May 20263235.552255.552250.952050.95205
1 June 20263245.552045.552040.951910.95191
2 June 20263255.551835.551830.951770.95177
3 June 20263265.551625.551620.951630.95163
4 June 20263275.551415.551410.951480.95148
5 June 20263285.551205.551200.951340.95134
6 June 20263295.550995.550990.951200.95120
7 June 20263305.550785.550780.951050.95105
8 June 20263315.550575.550570.950910.95091
9 June 20263325.550375.550370.950770.95077
10 June 20263335.550165.550160.950630.95063
11 June 20263345.549955.549950.950480.95048
12 June 20263355.549745.549740.950340.95034
13 June 20263365.549535.549530.950200.95020
14 June 20263375.549325.549320.950050.95005
15 June 20263385.549115.549110.949910.94991
16 June 20263395.548905.548900.949770.94977
17 June 20263405.548695.548690.949630.94963
18 June 20263415.548485.548480.949480.94948
19 June 20263425.548285.548280.949340.94934
20 June 20263435.548075.548070.949200.94920
21 June 20263445.547865.547860.949060.94906
22 June 20263455.547655.547650.948910.94891
23 June 20263465.547445.547440.948770.94877
24 June 20263475.547235.547230.948630.94863
25 June 20263485.547025.547020.948490.94849
26 June 20263495.546815.546810.948350.94835
27 June 20263505.546605.546600.948200.94820
28 June 20263515.546405.546400.948060.94806
29 June 20263525.546195.546190.947920.94792
30 June 20263535.545985.545980.947780.94778
1 July 20263545.545775.545770.947630.94763
2 July 20263555.545565.545560.947490.94749
3 July 20263565.545355.545350.947350.94735
4 July 20263575.545145.545140.947210.94721
5 July 20263585.544935.544930.947070.94707
6 July 20263595.544725.544720.946920.94692
7 July 20263605.544525.544520.946780.94678
8 July 20263615.544315.544310.946640.94664
9 July 20263625.544105.544100.946500.94650
10 July 20263635.543895.543890.946360.94636
11 July 20263645.543685.543680.946220.94622
12 July 20263655.543475.543470.946070.94607
12 August 20263965.523475.523470.941830.94183
11 September 20264265.504125.504120.937780.93778
12 October 20264575.484125.484120.933640.93364
11 November 20264875.464775.464770.929680.92968
11 December 20265175.445425.445420.925770.92577
10 January 20275475.426065.426060.921900.92190
10 February 20275785.406065.406060.917950.91795
13 March 20276095.386075.386070.914050.91405
12 April 20276395.366715.366710.910320.91032
13 May 20276705.346725.346720.906520.90652
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12 July 20277305.308015.308010.899280.89928
10 July 202810945.101215.101210.858220.85822
10 July 202914594.893854.893850.822320.82232
11 July 203018254.685924.685920.791130.79113
11 July 203121904.685354.685350.754940.75494
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11 July 203225564.685354.685350.720290.72029
12 July 203329224.685354.685350.687230.68723
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12 July 203432874.685354.685350.655770.65577
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12 July 203640184.685354.685350.597040.59704
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12 July 203847484.685354.685350.543630.54363
13 July 203951144.685354.685350.518680.51868
9 July 204054764.685354.685350.495130.49513
11 July 204573044.685354.685350.391570.39157
11 July 205091304.685354.685350.309750.30975
13 July 2055109584.685354.685350.244970.24497
12 July 2060127844.685354.685350.193780.19378
12 July 2065146104.685354.685350.153290.15329