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
8 July 202515.379605.379600.999850.99985
9 July 202525.386765.386760.999700.99970
10 July 202535.393925.393920.999560.99956
11 July 202545.401075.401070.999410.99941
12 July 202555.408235.408230.999260.99926
13 July 202565.415395.415390.999110.99911
14 July 202575.422545.422540.998960.99896
15 July 202585.429705.429700.998810.99881
16 July 202595.436865.436860.998660.99866
17 July 2025105.444025.444020.998510.99851
18 July 2025115.451175.451170.998360.99836
19 July 2025125.458335.458330.998210.99821
20 July 2025135.465495.465490.998060.99806
21 July 2025145.472645.472640.997900.99790
22 July 2025155.479805.479800.997750.99775
23 July 2025165.486965.486960.997600.99760
24 July 2025175.494115.494110.997440.99744
25 July 2025185.501275.501270.997290.99729
26 July 2025195.508435.508430.997140.99714
27 July 2025205.515585.515580.996980.99698
28 July 2025215.522745.522740.996830.99683
29 July 2025225.529905.529900.996670.99667
30 July 2025235.537055.537050.996520.99652
31 July 2025245.544215.544210.996360.99636
1 August 2025255.551375.551370.996210.99621
2 August 2025265.558525.558520.996050.99605
3 August 2025275.565685.565680.995890.99589
4 August 2025285.572845.572840.995730.99573
5 August 2025295.580005.580000.995580.99558
6 August 2025305.587155.587150.995420.99542
7 August 2025315.587685.587680.995270.99527
8 August 2025325.588225.588220.995110.99511
9 August 2025335.588755.588750.994960.99496
10 August 2025345.589285.589280.994810.99481
11 August 2025355.589825.589820.994650.99465
12 August 2025365.590355.590350.994500.99450
13 August 2025375.590885.590880.994350.99435
14 August 2025385.591425.591420.994200.99420
15 August 2025395.591955.591950.994040.99404
16 August 2025405.592485.592480.993890.99389
17 August 2025415.593025.593020.993740.99374
18 August 2025425.593555.593550.993580.99358
19 August 2025435.594085.594080.993430.99343
20 August 2025445.594625.594620.993280.99328
21 August 2025455.595155.595150.993130.99313
22 August 2025465.595685.595680.992970.99297
23 August 2025475.596215.596210.992820.99282
24 August 2025485.596755.596750.992670.99267
25 August 2025495.597285.597280.992510.99251
26 August 2025505.597815.597810.992360.99236
27 August 2025515.598355.598350.992210.99221
28 August 2025525.598885.598880.992060.99206
29 August 2025535.599415.599410.991900.99190
30 August 2025545.599955.599950.991750.99175
31 August 2025555.600485.600480.991600.99160
1 September 2025565.601015.601010.991440.99144
2 September 2025575.601555.601550.991290.99129
3 September 2025585.602085.602080.991140.99114
4 September 2025595.602615.602610.990980.99098
5 September 2025605.603155.603150.990830.99083
6 September 2025615.603685.603680.990680.99068
7 September 2025625.603585.603580.990530.99053
8 September 2025635.603485.603480.990370.99037
9 September 2025645.603385.603380.990220.99022
10 September 2025655.603285.603280.990070.99007
11 September 2025665.603185.603180.989920.98992
12 September 2025675.603095.603090.989770.98977
13 September 2025685.602995.602990.989620.98962
14 September 2025695.602895.602890.989460.98946
15 September 2025705.602795.602790.989310.98931
16 September 2025715.602695.602690.989160.98916
17 September 2025725.602595.602590.989010.98901
18 September 2025735.602495.602490.988860.98886
19 September 2025745.602395.602390.988710.98871
20 September 2025755.602305.602300.988550.98855
21 September 2025765.602205.602200.988400.98840
22 September 2025775.602105.602100.988250.98825
23 September 2025785.602005.602000.988100.98810
24 September 2025795.601905.601900.987950.98795
25 September 2025805.601805.601800.987800.98780
26 September 2025815.601705.601700.987650.98765
27 September 2025825.601605.601600.987490.98749
28 September 2025835.601515.601510.987340.98734
29 September 2025845.601415.601410.987190.98719
30 September 2025855.601315.601310.987040.98704
1 October 2025865.601215.601210.986890.98689
2 October 2025875.601115.601110.986740.98674
3 October 2025885.601015.601010.986590.98659
4 October 2025895.600915.600910.986440.98644
5 October 2025905.600815.600810.986280.98628
6 October 2025915.600715.600710.986130.98613
7 October 2025925.600515.600510.985980.98598
8 October 2025935.600305.600300.985830.98583
9 October 2025945.600095.600090.985680.98568
10 October 2025955.599885.599880.985530.98553
11 October 2025965.599675.599670.985380.98538
12 October 2025975.599465.599460.985230.98523
13 October 2025985.599255.599250.985080.98508
14 October 2025995.599045.599040.984930.98493
15 October 20251005.598835.598830.984780.98478
16 October 20251015.598635.598630.984630.98463
17 October 20251025.598425.598420.984480.98448
18 October 20251035.598215.598210.984330.98433
19 October 20251045.598005.598000.984180.98418
20 October 20251055.597795.597790.984030.98403
21 October 20251065.597585.597580.983880.98388
22 October 20251075.597375.597370.983730.98373
23 October 20251085.597165.597160.983580.98358
24 October 20251095.596955.596950.983420.98342
25 October 20251105.596755.596750.983270.98327
26 October 20251115.596545.596540.983120.98312
27 October 20251125.596335.596330.982970.98297
28 October 20251135.596125.596120.982820.98282
29 October 20251145.595915.595910.982670.98267
30 October 20251155.595705.595700.982520.98252
31 October 20251165.595495.595490.982370.98237
1 November 20251175.595285.595280.982220.98222
2 November 20251185.595075.595070.982070.98207
3 November 20251195.594875.594870.981920.98192
4 November 20251205.594665.594660.981770.98177
5 November 20251215.594455.594450.981630.98163
6 November 20251225.594245.594240.981480.98148
7 November 20251235.594035.594030.981330.98133
8 November 20251245.593825.593820.981180.98118
9 November 20251255.593615.593610.981030.98103
10 November 20251265.593405.593400.980880.98088
11 November 20251275.593195.593190.980730.98073
12 November 20251285.592985.592980.980580.98058
13 November 20251295.592785.592780.980430.98043
14 November 20251305.592575.592570.980280.98028
15 November 20251315.592365.592360.980130.98013
16 November 20251325.592155.592150.979980.97998
17 November 20251335.591945.591940.979830.97983
18 November 20251345.591735.591730.979680.97968
19 November 20251355.591525.591520.979530.97953
20 November 20251365.591315.591310.979380.97938
21 November 20251375.591105.591100.979230.97923
22 November 20251385.590905.590900.979080.97908
23 November 20251395.590695.590690.978930.97893
24 November 20251405.590485.590480.978790.97879
25 November 20251415.590275.590270.978640.97864
26 November 20251425.590065.590060.978490.97849
27 November 20251435.589855.589850.978340.97834
28 November 20251445.589645.589640.978190.97819
29 November 20251455.589435.589430.978040.97804
30 November 20251465.589225.589220.977890.97789
1 December 20251475.589025.589020.977740.97774
2 December 20251485.588815.588810.977590.97759
3 December 20251495.588605.588600.977440.97744
4 December 20251505.588395.588390.977300.97730
5 December 20251515.588185.588180.977150.97715
6 December 20251525.587975.587970.977000.97700
7 December 20251535.587765.587760.976850.97685
8 December 20251545.587555.587550.976700.97670
9 December 20251555.587345.587340.976550.97655
10 December 20251565.587145.587140.976400.97640
11 December 20251575.586935.586930.976260.97626
12 December 20251585.586725.586720.976110.97611
13 December 20251595.586515.586510.975960.97596
14 December 20251605.586305.586300.975810.97581
15 December 20251615.586095.586090.975660.97566
16 December 20251625.585885.585880.975510.97551
17 December 20251635.585675.585670.975360.97536
18 December 20251645.585465.585460.975220.97522
19 December 20251655.585255.585250.975070.97507
20 December 20251665.585055.585050.974920.97492
21 December 20251675.584845.584840.974770.97477
22 December 20251685.584635.584630.974620.97462
23 December 20251695.584425.584420.974470.97447
24 December 20251705.584215.584210.974330.97433
25 December 20251715.584005.584000.974180.97418
26 December 20251725.583795.583790.974030.97403
27 December 20251735.583585.583580.973880.97388
28 December 20251745.583375.583370.973730.97373
29 December 20251755.583175.583170.973590.97359
30 December 20251765.582965.582960.973440.97344
31 December 20251775.582755.582750.973290.97329
1 January 20261785.582545.582540.973140.97314
2 January 20261795.582335.582330.973000.97300
3 January 20261805.582125.582120.972850.97285
4 January 20261815.581915.581910.972700.97270
5 January 20261825.581705.581700.972550.97255
6 January 20261835.581495.581490.972400.97240
7 January 20261845.581295.581290.972260.97226
8 January 20261855.581085.581080.972110.97211
9 January 20261865.580875.580870.971960.97196
10 January 20261875.580665.580660.971810.97181
11 January 20261885.580455.580450.971670.97167
12 January 20261895.580245.580240.971520.97152
13 January 20261905.580035.580030.971370.97137
14 January 20261915.579825.579820.971220.97122
15 January 20261925.579615.579610.971080.97108
16 January 20261935.579415.579410.970930.97093
17 January 20261945.579205.579200.970780.97078
18 January 20261955.578995.578990.970630.97063
19 January 20261965.578785.578780.970490.97049
20 January 20261975.578575.578570.970340.97034
21 January 20261985.578365.578360.970190.97019
22 January 20261995.578155.578150.970050.97005
23 January 20262005.577945.577940.969900.96990
24 January 20262015.577735.577730.969750.96975
25 January 20262025.577525.577520.969600.96960
26 January 20262035.577325.577320.969460.96946
27 January 20262045.577115.577110.969310.96931
28 January 20262055.576905.576900.969160.96916
29 January 20262065.576695.576690.969020.96902
30 January 20262075.576485.576480.968870.96887
31 January 20262085.576275.576270.968720.96872
1 February 20262095.576065.576060.968580.96858
2 February 20262105.575855.575850.968430.96843
3 February 20262115.575645.575640.968280.96828
4 February 20262125.575445.575440.968140.96814
5 February 20262135.575235.575230.967990.96799
6 February 20262145.575025.575020.967840.96784
7 February 20262155.574815.574810.967700.96770
8 February 20262165.574605.574600.967550.96755
9 February 20262175.574395.574390.967400.96740
10 February 20262185.574185.574180.967260.96726
11 February 20262195.573975.573970.967110.96711
12 February 20262205.573765.573760.966960.96696
13 February 20262215.573565.573560.966820.96682
14 February 20262225.573355.573350.966670.96667
15 February 20262235.573145.573140.966520.96652
16 February 20262245.572935.572930.966380.96638
17 February 20262255.572725.572720.966230.96623
18 February 20262265.572515.572510.966080.96608
19 February 20262275.572305.572300.965940.96594
20 February 20262285.572095.572090.965790.96579
21 February 20262295.571885.571880.965650.96565
22 February 20262305.571675.571670.965500.96550
23 February 20262315.571475.571470.965350.96535
24 February 20262325.571265.571260.965210.96521
25 February 20262335.571055.571050.965060.96506
26 February 20262345.570845.570840.964920.96492
27 February 20262355.570635.570630.964770.96477
28 February 20262365.570425.570420.964620.96462
1 March 20262375.570215.570210.964480.96448
2 March 20262385.570005.570000.964330.96433
3 March 20262395.569795.569790.964190.96419
4 March 20262405.569595.569590.964040.96404
5 March 20262415.569385.569380.963890.96389
6 March 20262425.569175.569170.963750.96375
7 March 20262435.568965.568960.963600.96360
8 March 20262445.568755.568750.963460.96346
9 March 20262455.568545.568540.963310.96331
10 March 20262465.568335.568330.963170.96317
11 March 20262475.568125.568120.963020.96302
12 March 20262485.567915.567910.962880.96288
13 March 20262495.567715.567710.962730.96273
14 March 20262505.567505.567500.962580.96258
15 March 20262515.567295.567290.962440.96244
16 March 20262525.567085.567080.962290.96229
17 March 20262535.566875.566870.962150.96215
18 March 20262545.566665.566660.962000.96200
19 March 20262555.566455.566450.961860.96186
20 March 20262565.566245.566240.961710.96171
21 March 20262575.566035.566030.961570.96157
22 March 20262585.565835.565830.961420.96142
23 March 20262595.565625.565620.961280.96128
24 March 20262605.565415.565410.961130.96113
25 March 20262615.565205.565200.960990.96099
26 March 20262625.564995.564990.960840.96084
27 March 20262635.564785.564780.960700.96070
28 March 20262645.564575.564570.960550.96055
29 March 20262655.564365.564360.960410.96041
30 March 20262665.564155.564150.960260.96026
31 March 20262675.563945.563940.960120.96012
1 April 20262685.563745.563740.959970.95997
2 April 20262695.563535.563530.959830.95983
3 April 20262705.563325.563320.959680.95968
4 April 20262715.563115.563110.959540.95954
5 April 20262725.562905.562900.959390.95939
6 April 20262735.562695.562690.959250.95925
7 April 20262745.562485.562480.959100.95910
8 April 20262755.562275.562270.958960.95896
9 April 20262765.562065.562060.958810.95881
10 April 20262775.561865.561860.958670.95867
11 April 20262785.561655.561650.958520.95852
12 April 20262795.561445.561440.958380.95838
13 April 20262805.561235.561230.958240.95824
14 April 20262815.561025.561020.958090.95809
15 April 20262825.560815.560810.957950.95795
16 April 20262835.560605.560600.957800.95780
17 April 20262845.560395.560390.957660.95766
18 April 20262855.560185.560180.957510.95751
19 April 20262865.559985.559980.957370.95737
20 April 20262875.559775.559770.957230.95723
21 April 20262885.559565.559560.957080.95708
22 April 20262895.559355.559350.956940.95694
23 April 20262905.559145.559140.956790.95679
24 April 20262915.558935.558930.956650.95665
25 April 20262925.558725.558720.956500.95650
26 April 20262935.558515.558510.956360.95636
27 April 20262945.558305.558300.956220.95622
28 April 20262955.558105.558100.956070.95607
29 April 20262965.557895.557890.955930.95593
30 April 20262975.557685.557680.955780.95578
1 May 20262985.557475.557470.955640.95564
2 May 20262995.557265.557260.955500.95550
3 May 20263005.557055.557050.955350.95535
4 May 20263015.556845.556840.955210.95521
5 May 20263025.556635.556630.955070.95507
6 May 20263035.556425.556420.954920.95492
7 May 20263045.556215.556210.954780.95478
8 May 20263055.556015.556010.954630.95463
9 May 20263065.555805.555800.954490.95449
10 May 20263075.555595.555590.954350.95435
11 May 20263085.555385.555380.954200.95420
12 May 20263095.555175.555170.954060.95406
13 May 20263105.554965.554960.953920.95392
14 May 20263115.554755.554750.953770.95377
15 May 20263125.554545.554540.953630.95363
16 May 20263135.554335.554330.953490.95349
17 May 20263145.554135.554130.953340.95334
18 May 20263155.553925.553920.953200.95320
19 May 20263165.553715.553710.953060.95306
20 May 20263175.553505.553500.952910.95291
21 May 20263185.553295.553290.952770.95277
22 May 20263195.553085.553080.952630.95263
23 May 20263205.552875.552870.952480.95248
24 May 20263215.552665.552660.952340.95234
25 May 20263225.552455.552450.952200.95220
26 May 20263235.552255.552250.952050.95205
27 May 20263245.552045.552040.951910.95191
28 May 20263255.551835.551830.951770.95177
29 May 20263265.551625.551620.951630.95163
30 May 20263275.551415.551410.951480.95148
31 May 20263285.551205.551200.951340.95134
1 June 20263295.550995.550990.951200.95120
2 June 20263305.550785.550780.951050.95105
3 June 20263315.550575.550570.950910.95091
4 June 20263325.550375.550370.950770.95077
5 June 20263335.550165.550160.950630.95063
6 June 20263345.549955.549950.950480.95048
7 June 20263355.549745.549740.950340.95034
8 June 20263365.549535.549530.950200.95020
9 June 20263375.549325.549320.950050.95005
10 June 20263385.549115.549110.949910.94991
11 June 20263395.548905.548900.949770.94977
12 June 20263405.548695.548690.949630.94963
13 June 20263415.548485.548480.949480.94948
14 June 20263425.548285.548280.949340.94934
15 June 20263435.548075.548070.949200.94920
16 June 20263445.547865.547860.949060.94906
17 June 20263455.547655.547650.948910.94891
18 June 20263465.547445.547440.948770.94877
19 June 20263475.547235.547230.948630.94863
20 June 20263485.547025.547020.948490.94849
21 June 20263495.546815.546810.948350.94835
22 June 20263505.546605.546600.948200.94820
23 June 20263515.546405.546400.948060.94806
24 June 20263525.546195.546190.947920.94792
25 June 20263535.545985.545980.947780.94778
26 June 20263545.545775.545770.947630.94763
27 June 20263555.545565.545560.947490.94749
28 June 20263565.545355.545350.947350.94735
29 June 20263575.545145.545140.947210.94721
30 June 20263585.544935.544930.947070.94707
1 July 20263595.544725.544720.946920.94692
2 July 20263605.544525.544520.946780.94678
3 July 20263615.544315.544310.946640.94664
4 July 20263625.544105.544100.946500.94650
5 July 20263635.543895.543890.946360.94636
6 July 20263645.543685.543680.946220.94622
7 July 20263655.543475.543470.946070.94607
7 August 20263965.523475.523470.941830.94183
6 September 20264265.504125.504120.937780.93778
7 October 20264575.484125.484120.933640.93364
6 November 20264875.464775.464770.929680.92968
6 December 20265175.445425.445420.925770.92577
5 January 20275475.426065.426060.921900.92190
5 February 20275785.406065.406060.917950.91795
8 March 20276095.386075.386070.914050.91405
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5 July 202810945.101215.101210.858220.85822
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4 July 204054764.685354.685350.495130.49513
6 July 204573044.685354.685350.391570.39157
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8 July 2055109584.685354.685350.244970.24497
7 July 2060127844.685354.685350.193780.19378
7 July 2065146104.685354.685350.153290.15329