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
7 May 202415.379605.379600.999850.99985
8 May 202425.386765.386760.999700.99970
9 May 202435.393925.393920.999560.99956
10 May 202445.401075.401070.999410.99941
11 May 202455.408235.408230.999260.99926
12 May 202465.415395.415390.999110.99911
13 May 202475.422545.422540.998960.99896
14 May 202485.429705.429700.998810.99881
15 May 202495.436865.436860.998660.99866
16 May 2024105.444025.444020.998510.99851
17 May 2024115.451175.451170.998360.99836
18 May 2024125.458335.458330.998210.99821
19 May 2024135.465495.465490.998060.99806
20 May 2024145.472645.472640.997900.99790
21 May 2024155.479805.479800.997750.99775
22 May 2024165.486965.486960.997600.99760
23 May 2024175.494115.494110.997440.99744
24 May 2024185.501275.501270.997290.99729
25 May 2024195.508435.508430.997140.99714
26 May 2024205.515585.515580.996980.99698
27 May 2024215.522745.522740.996830.99683
28 May 2024225.529905.529900.996670.99667
29 May 2024235.537055.537050.996520.99652
30 May 2024245.544215.544210.996360.99636
31 May 2024255.551375.551370.996210.99621
1 June 2024265.558525.558520.996050.99605
2 June 2024275.565685.565680.995890.99589
3 June 2024285.572845.572840.995730.99573
4 June 2024295.580005.580000.995580.99558
5 June 2024305.587155.587150.995420.99542
6 June 2024315.587685.587680.995270.99527
7 June 2024325.588225.588220.995110.99511
8 June 2024335.588755.588750.994960.99496
9 June 2024345.589285.589280.994810.99481
10 June 2024355.589825.589820.994650.99465
11 June 2024365.590355.590350.994500.99450
12 June 2024375.590885.590880.994350.99435
13 June 2024385.591425.591420.994200.99420
14 June 2024395.591955.591950.994040.99404
15 June 2024405.592485.592480.993890.99389
16 June 2024415.593025.593020.993740.99374
17 June 2024425.593555.593550.993580.99358
18 June 2024435.594085.594080.993430.99343
19 June 2024445.594625.594620.993280.99328
20 June 2024455.595155.595150.993130.99313
21 June 2024465.595685.595680.992970.99297
22 June 2024475.596215.596210.992820.99282
23 June 2024485.596755.596750.992670.99267
24 June 2024495.597285.597280.992510.99251
25 June 2024505.597815.597810.992360.99236
26 June 2024515.598355.598350.992210.99221
27 June 2024525.598885.598880.992060.99206
28 June 2024535.599415.599410.991900.99190
29 June 2024545.599955.599950.991750.99175
30 June 2024555.600485.600480.991600.99160
1 July 2024565.601015.601010.991440.99144
2 July 2024575.601555.601550.991290.99129
3 July 2024585.602085.602080.991140.99114
4 July 2024595.602615.602610.990980.99098
5 July 2024605.603155.603150.990830.99083
6 July 2024615.603685.603680.990680.99068
7 July 2024625.603585.603580.990530.99053
8 July 2024635.603485.603480.990370.99037
9 July 2024645.603385.603380.990220.99022
10 July 2024655.603285.603280.990070.99007
11 July 2024665.603185.603180.989920.98992
12 July 2024675.603095.603090.989770.98977
13 July 2024685.602995.602990.989620.98962
14 July 2024695.602895.602890.989460.98946
15 July 2024705.602795.602790.989310.98931
16 July 2024715.602695.602690.989160.98916
17 July 2024725.602595.602590.989010.98901
18 July 2024735.602495.602490.988860.98886
19 July 2024745.602395.602390.988710.98871
20 July 2024755.602305.602300.988550.98855
21 July 2024765.602205.602200.988400.98840
22 July 2024775.602105.602100.988250.98825
23 July 2024785.602005.602000.988100.98810
24 July 2024795.601905.601900.987950.98795
25 July 2024805.601805.601800.987800.98780
26 July 2024815.601705.601700.987650.98765
27 July 2024825.601605.601600.987490.98749
28 July 2024835.601515.601510.987340.98734
29 July 2024845.601415.601410.987190.98719
30 July 2024855.601315.601310.987040.98704
31 July 2024865.601215.601210.986890.98689
1 August 2024875.601115.601110.986740.98674
2 August 2024885.601015.601010.986590.98659
3 August 2024895.600915.600910.986440.98644
4 August 2024905.600815.600810.986280.98628
5 August 2024915.600715.600710.986130.98613
6 August 2024925.600515.600510.985980.98598
7 August 2024935.600305.600300.985830.98583
8 August 2024945.600095.600090.985680.98568
9 August 2024955.599885.599880.985530.98553
10 August 2024965.599675.599670.985380.98538
11 August 2024975.599465.599460.985230.98523
12 August 2024985.599255.599250.985080.98508
13 August 2024995.599045.599040.984930.98493
14 August 20241005.598835.598830.984780.98478
15 August 20241015.598635.598630.984630.98463
16 August 20241025.598425.598420.984480.98448
17 August 20241035.598215.598210.984330.98433
18 August 20241045.598005.598000.984180.98418
19 August 20241055.597795.597790.984030.98403
20 August 20241065.597585.597580.983880.98388
21 August 20241075.597375.597370.983730.98373
22 August 20241085.597165.597160.983580.98358
23 August 20241095.596955.596950.983420.98342
24 August 20241105.596755.596750.983270.98327
25 August 20241115.596545.596540.983120.98312
26 August 20241125.596335.596330.982970.98297
27 August 20241135.596125.596120.982820.98282
28 August 20241145.595915.595910.982670.98267
29 August 20241155.595705.595700.982520.98252
30 August 20241165.595495.595490.982370.98237
31 August 20241175.595285.595280.982220.98222
1 September 20241185.595075.595070.982070.98207
2 September 20241195.594875.594870.981920.98192
3 September 20241205.594665.594660.981770.98177
4 September 20241215.594455.594450.981630.98163
5 September 20241225.594245.594240.981480.98148
6 September 20241235.594035.594030.981330.98133
7 September 20241245.593825.593820.981180.98118
8 September 20241255.593615.593610.981030.98103
9 September 20241265.593405.593400.980880.98088
10 September 20241275.593195.593190.980730.98073
11 September 20241285.592985.592980.980580.98058
12 September 20241295.592785.592780.980430.98043
13 September 20241305.592575.592570.980280.98028
14 September 20241315.592365.592360.980130.98013
15 September 20241325.592155.592150.979980.97998
16 September 20241335.591945.591940.979830.97983
17 September 20241345.591735.591730.979680.97968
18 September 20241355.591525.591520.979530.97953
19 September 20241365.591315.591310.979380.97938
20 September 20241375.591105.591100.979230.97923
21 September 20241385.590905.590900.979080.97908
22 September 20241395.590695.590690.978930.97893
23 September 20241405.590485.590480.978790.97879
24 September 20241415.590275.590270.978640.97864
25 September 20241425.590065.590060.978490.97849
26 September 20241435.589855.589850.978340.97834
27 September 20241445.589645.589640.978190.97819
28 September 20241455.589435.589430.978040.97804
29 September 20241465.589225.589220.977890.97789
30 September 20241475.589025.589020.977740.97774
1 October 20241485.588815.588810.977590.97759
2 October 20241495.588605.588600.977440.97744
3 October 20241505.588395.588390.977300.97730
4 October 20241515.588185.588180.977150.97715
5 October 20241525.587975.587970.977000.97700
6 October 20241535.587765.587760.976850.97685
7 October 20241545.587555.587550.976700.97670
8 October 20241555.587345.587340.976550.97655
9 October 20241565.587145.587140.976400.97640
10 October 20241575.586935.586930.976260.97626
11 October 20241585.586725.586720.976110.97611
12 October 20241595.586515.586510.975960.97596
13 October 20241605.586305.586300.975810.97581
14 October 20241615.586095.586090.975660.97566
15 October 20241625.585885.585880.975510.97551
16 October 20241635.585675.585670.975360.97536
17 October 20241645.585465.585460.975220.97522
18 October 20241655.585255.585250.975070.97507
19 October 20241665.585055.585050.974920.97492
20 October 20241675.584845.584840.974770.97477
21 October 20241685.584635.584630.974620.97462
22 October 20241695.584425.584420.974470.97447
23 October 20241705.584215.584210.974330.97433
24 October 20241715.584005.584000.974180.97418
25 October 20241725.583795.583790.974030.97403
26 October 20241735.583585.583580.973880.97388
27 October 20241745.583375.583370.973730.97373
28 October 20241755.583175.583170.973590.97359
29 October 20241765.582965.582960.973440.97344
30 October 20241775.582755.582750.973290.97329
31 October 20241785.582545.582540.973140.97314
1 November 20241795.582335.582330.973000.97300
2 November 20241805.582125.582120.972850.97285
3 November 20241815.581915.581910.972700.97270
4 November 20241825.581705.581700.972550.97255
5 November 20241835.581495.581490.972400.97240
6 November 20241845.581295.581290.972260.97226
7 November 20241855.581085.581080.972110.97211
8 November 20241865.580875.580870.971960.97196
9 November 20241875.580665.580660.971810.97181
10 November 20241885.580455.580450.971670.97167
11 November 20241895.580245.580240.971520.97152
12 November 20241905.580035.580030.971370.97137
13 November 20241915.579825.579820.971220.97122
14 November 20241925.579615.579610.971080.97108
15 November 20241935.579415.579410.970930.97093
16 November 20241945.579205.579200.970780.97078
17 November 20241955.578995.578990.970630.97063
18 November 20241965.578785.578780.970490.97049
19 November 20241975.578575.578570.970340.97034
20 November 20241985.578365.578360.970190.97019
21 November 20241995.578155.578150.970050.97005
22 November 20242005.577945.577940.969900.96990
23 November 20242015.577735.577730.969750.96975
24 November 20242025.577525.577520.969600.96960
25 November 20242035.577325.577320.969460.96946
26 November 20242045.577115.577110.969310.96931
27 November 20242055.576905.576900.969160.96916
28 November 20242065.576695.576690.969020.96902
29 November 20242075.576485.576480.968870.96887
30 November 20242085.576275.576270.968720.96872
1 December 20242095.576065.576060.968580.96858
2 December 20242105.575855.575850.968430.96843
3 December 20242115.575645.575640.968280.96828
4 December 20242125.575445.575440.968140.96814
5 December 20242135.575235.575230.967990.96799
6 December 20242145.575025.575020.967840.96784
7 December 20242155.574815.574810.967700.96770
8 December 20242165.574605.574600.967550.96755
9 December 20242175.574395.574390.967400.96740
10 December 20242185.574185.574180.967260.96726
11 December 20242195.573975.573970.967110.96711
12 December 20242205.573765.573760.966960.96696
13 December 20242215.573565.573560.966820.96682
14 December 20242225.573355.573350.966670.96667
15 December 20242235.573145.573140.966520.96652
16 December 20242245.572935.572930.966380.96638
17 December 20242255.572725.572720.966230.96623
18 December 20242265.572515.572510.966080.96608
19 December 20242275.572305.572300.965940.96594
20 December 20242285.572095.572090.965790.96579
21 December 20242295.571885.571880.965650.96565
22 December 20242305.571675.571670.965500.96550
23 December 20242315.571475.571470.965350.96535
24 December 20242325.571265.571260.965210.96521
25 December 20242335.571055.571050.965060.96506
26 December 20242345.570845.570840.964920.96492
27 December 20242355.570635.570630.964770.96477
28 December 20242365.570425.570420.964620.96462
29 December 20242375.570215.570210.964480.96448
30 December 20242385.570005.570000.964330.96433
31 December 20242395.569795.569790.964190.96419
1 January 20252405.569595.569590.964040.96404
2 January 20252415.569385.569380.963890.96389
3 January 20252425.569175.569170.963750.96375
4 January 20252435.568965.568960.963600.96360
5 January 20252445.568755.568750.963460.96346
6 January 20252455.568545.568540.963310.96331
7 January 20252465.568335.568330.963170.96317
8 January 20252475.568125.568120.963020.96302
9 January 20252485.567915.567910.962880.96288
10 January 20252495.567715.567710.962730.96273
11 January 20252505.567505.567500.962580.96258
12 January 20252515.567295.567290.962440.96244
13 January 20252525.567085.567080.962290.96229
14 January 20252535.566875.566870.962150.96215
15 January 20252545.566665.566660.962000.96200
16 January 20252555.566455.566450.961860.96186
17 January 20252565.566245.566240.961710.96171
18 January 20252575.566035.566030.961570.96157
19 January 20252585.565835.565830.961420.96142
20 January 20252595.565625.565620.961280.96128
21 January 20252605.565415.565410.961130.96113
22 January 20252615.565205.565200.960990.96099
23 January 20252625.564995.564990.960840.96084
24 January 20252635.564785.564780.960700.96070
25 January 20252645.564575.564570.960550.96055
26 January 20252655.564365.564360.960410.96041
27 January 20252665.564155.564150.960260.96026
28 January 20252675.563945.563940.960120.96012
29 January 20252685.563745.563740.959970.95997
30 January 20252695.563535.563530.959830.95983
31 January 20252705.563325.563320.959680.95968
1 February 20252715.563115.563110.959540.95954
2 February 20252725.562905.562900.959390.95939
3 February 20252735.562695.562690.959250.95925
4 February 20252745.562485.562480.959100.95910
5 February 20252755.562275.562270.958960.95896
6 February 20252765.562065.562060.958810.95881
7 February 20252775.561865.561860.958670.95867
8 February 20252785.561655.561650.958520.95852
9 February 20252795.561445.561440.958380.95838
10 February 20252805.561235.561230.958240.95824
11 February 20252815.561025.561020.958090.95809
12 February 20252825.560815.560810.957950.95795
13 February 20252835.560605.560600.957800.95780
14 February 20252845.560395.560390.957660.95766
15 February 20252855.560185.560180.957510.95751
16 February 20252865.559985.559980.957370.95737
17 February 20252875.559775.559770.957230.95723
18 February 20252885.559565.559560.957080.95708
19 February 20252895.559355.559350.956940.95694
20 February 20252905.559145.559140.956790.95679
21 February 20252915.558935.558930.956650.95665
22 February 20252925.558725.558720.956500.95650
23 February 20252935.558515.558510.956360.95636
24 February 20252945.558305.558300.956220.95622
25 February 20252955.558105.558100.956070.95607
26 February 20252965.557895.557890.955930.95593
27 February 20252975.557685.557680.955780.95578
28 February 20252985.557475.557470.955640.95564
1 March 20252995.557265.557260.955500.95550
2 March 20253005.557055.557050.955350.95535
3 March 20253015.556845.556840.955210.95521
4 March 20253025.556635.556630.955070.95507
5 March 20253035.556425.556420.954920.95492
6 March 20253045.556215.556210.954780.95478
7 March 20253055.556015.556010.954630.95463
8 March 20253065.555805.555800.954490.95449
9 March 20253075.555595.555590.954350.95435
10 March 20253085.555385.555380.954200.95420
11 March 20253095.555175.555170.954060.95406
12 March 20253105.554965.554960.953920.95392
13 March 20253115.554755.554750.953770.95377
14 March 20253125.554545.554540.953630.95363
15 March 20253135.554335.554330.953490.95349
16 March 20253145.554135.554130.953340.95334
17 March 20253155.553925.553920.953200.95320
18 March 20253165.553715.553710.953060.95306
19 March 20253175.553505.553500.952910.95291
20 March 20253185.553295.553290.952770.95277
21 March 20253195.553085.553080.952630.95263
22 March 20253205.552875.552870.952480.95248
23 March 20253215.552665.552660.952340.95234
24 March 20253225.552455.552450.952200.95220
25 March 20253235.552255.552250.952050.95205
26 March 20253245.552045.552040.951910.95191
27 March 20253255.551835.551830.951770.95177
28 March 20253265.551625.551620.951630.95163
29 March 20253275.551415.551410.951480.95148
30 March 20253285.551205.551200.951340.95134
31 March 20253295.550995.550990.951200.95120
1 April 20253305.550785.550780.951050.95105
2 April 20253315.550575.550570.950910.95091
3 April 20253325.550375.550370.950770.95077
4 April 20253335.550165.550160.950630.95063
5 April 20253345.549955.549950.950480.95048
6 April 20253355.549745.549740.950340.95034
7 April 20253365.549535.549530.950200.95020
8 April 20253375.549325.549320.950050.95005
9 April 20253385.549115.549110.949910.94991
10 April 20253395.548905.548900.949770.94977
11 April 20253405.548695.548690.949630.94963
12 April 20253415.548485.548480.949480.94948
13 April 20253425.548285.548280.949340.94934
14 April 20253435.548075.548070.949200.94920
15 April 20253445.547865.547860.949060.94906
16 April 20253455.547655.547650.948910.94891
17 April 20253465.547445.547440.948770.94877
18 April 20253475.547235.547230.948630.94863
19 April 20253485.547025.547020.948490.94849
20 April 20253495.546815.546810.948350.94835
21 April 20253505.546605.546600.948200.94820
22 April 20253515.546405.546400.948060.94806
23 April 20253525.546195.546190.947920.94792
24 April 20253535.545985.545980.947780.94778
25 April 20253545.545775.545770.947630.94763
26 April 20253555.545565.545560.947490.94749
27 April 20253565.545355.545350.947350.94735
28 April 20253575.545145.545140.947210.94721
29 April 20253585.544935.544930.947070.94707
30 April 20253595.544725.544720.946920.94692
1 May 20253605.544525.544520.946780.94678
2 May 20253615.544315.544310.946640.94664
3 May 20253625.544105.544100.946500.94650
4 May 20253635.543895.543890.946360.94636
5 May 20253645.543685.543680.946220.94622
6 May 20253655.543475.543470.946070.94607
6 June 20253965.523475.523470.941830.94183
6 July 20254265.504125.504120.937780.93778
6 August 20254575.484125.484120.933640.93364
5 September 20254875.464775.464770.929680.92968
5 October 20255175.445425.445420.925770.92577
4 November 20255475.426065.426060.921900.92190
5 December 20255785.406065.406060.917950.91795
5 January 20266095.386075.386070.914050.91405
4 February 20266395.366715.366710.910320.91032
7 March 20266705.346725.346720.906520.90652
6 April 20267005.327365.327360.902880.90288
6 May 20267305.308015.308010.899280.89928
5 May 202710945.101215.101210.858220.85822
4 May 202814594.893854.893850.822320.82232
5 May 202918254.685924.685920.791130.79113
5 May 203021904.685354.685350.754940.75494
5 November 203023744.685354.685350.737320.73732
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6 May 203332874.685354.685350.655770.65577
5 May 203436514.685354.685350.625840.62584
7 May 203540184.685354.685350.597040.59704
6 May 203643834.685354.685350.569710.56971
6 May 203747484.685354.685350.543630.54363
7 May 203851144.685354.685350.518680.51868
4 May 203954764.685354.685350.495130.49513
5 May 204473044.685354.685350.391570.39157
5 May 204991304.685354.685350.309750.30975
7 May 2054109584.685354.685350.244970.24497
7 May 2059127844.685354.685350.193780.19378
6 May 2064146104.685354.685350.153290.15329