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
26 April 202415.379605.379600.999850.99985
27 April 202425.386765.386760.999700.99970
28 April 202435.393925.393920.999560.99956
29 April 202445.401075.401070.999410.99941
30 April 202455.408235.408230.999260.99926
1 May 202465.415395.415390.999110.99911
2 May 202475.422545.422540.998960.99896
3 May 202485.429705.429700.998810.99881
4 May 202495.436865.436860.998660.99866
5 May 2024105.444025.444020.998510.99851
6 May 2024115.451175.451170.998360.99836
7 May 2024125.458335.458330.998210.99821
8 May 2024135.465495.465490.998060.99806
9 May 2024145.472645.472640.997900.99790
10 May 2024155.479805.479800.997750.99775
11 May 2024165.486965.486960.997600.99760
12 May 2024175.494115.494110.997440.99744
13 May 2024185.501275.501270.997290.99729
14 May 2024195.508435.508430.997140.99714
15 May 2024205.515585.515580.996980.99698
16 May 2024215.522745.522740.996830.99683
17 May 2024225.529905.529900.996670.99667
18 May 2024235.537055.537050.996520.99652
19 May 2024245.544215.544210.996360.99636
20 May 2024255.551375.551370.996210.99621
21 May 2024265.558525.558520.996050.99605
22 May 2024275.565685.565680.995890.99589
23 May 2024285.572845.572840.995730.99573
24 May 2024295.580005.580000.995580.99558
25 May 2024305.587155.587150.995420.99542
26 May 2024315.587685.587680.995270.99527
27 May 2024325.588225.588220.995110.99511
28 May 2024335.588755.588750.994960.99496
29 May 2024345.589285.589280.994810.99481
30 May 2024355.589825.589820.994650.99465
31 May 2024365.590355.590350.994500.99450
1 June 2024375.590885.590880.994350.99435
2 June 2024385.591425.591420.994200.99420
3 June 2024395.591955.591950.994040.99404
4 June 2024405.592485.592480.993890.99389
5 June 2024415.593025.593020.993740.99374
6 June 2024425.593555.593550.993580.99358
7 June 2024435.594085.594080.993430.99343
8 June 2024445.594625.594620.993280.99328
9 June 2024455.595155.595150.993130.99313
10 June 2024465.595685.595680.992970.99297
11 June 2024475.596215.596210.992820.99282
12 June 2024485.596755.596750.992670.99267
13 June 2024495.597285.597280.992510.99251
14 June 2024505.597815.597810.992360.99236
15 June 2024515.598355.598350.992210.99221
16 June 2024525.598885.598880.992060.99206
17 June 2024535.599415.599410.991900.99190
18 June 2024545.599955.599950.991750.99175
19 June 2024555.600485.600480.991600.99160
20 June 2024565.601015.601010.991440.99144
21 June 2024575.601555.601550.991290.99129
22 June 2024585.602085.602080.991140.99114
23 June 2024595.602615.602610.990980.99098
24 June 2024605.603155.603150.990830.99083
25 June 2024615.603685.603680.990680.99068
26 June 2024625.603585.603580.990530.99053
27 June 2024635.603485.603480.990370.99037
28 June 2024645.603385.603380.990220.99022
29 June 2024655.603285.603280.990070.99007
30 June 2024665.603185.603180.989920.98992
1 July 2024675.603095.603090.989770.98977
2 July 2024685.602995.602990.989620.98962
3 July 2024695.602895.602890.989460.98946
4 July 2024705.602795.602790.989310.98931
5 July 2024715.602695.602690.989160.98916
6 July 2024725.602595.602590.989010.98901
7 July 2024735.602495.602490.988860.98886
8 July 2024745.602395.602390.988710.98871
9 July 2024755.602305.602300.988550.98855
10 July 2024765.602205.602200.988400.98840
11 July 2024775.602105.602100.988250.98825
12 July 2024785.602005.602000.988100.98810
13 July 2024795.601905.601900.987950.98795
14 July 2024805.601805.601800.987800.98780
15 July 2024815.601705.601700.987650.98765
16 July 2024825.601605.601600.987490.98749
17 July 2024835.601515.601510.987340.98734
18 July 2024845.601415.601410.987190.98719
19 July 2024855.601315.601310.987040.98704
20 July 2024865.601215.601210.986890.98689
21 July 2024875.601115.601110.986740.98674
22 July 2024885.601015.601010.986590.98659
23 July 2024895.600915.600910.986440.98644
24 July 2024905.600815.600810.986280.98628
25 July 2024915.600715.600710.986130.98613
26 July 2024925.600515.600510.985980.98598
27 July 2024935.600305.600300.985830.98583
28 July 2024945.600095.600090.985680.98568
29 July 2024955.599885.599880.985530.98553
30 July 2024965.599675.599670.985380.98538
31 July 2024975.599465.599460.985230.98523
1 August 2024985.599255.599250.985080.98508
2 August 2024995.599045.599040.984930.98493
3 August 20241005.598835.598830.984780.98478
4 August 20241015.598635.598630.984630.98463
5 August 20241025.598425.598420.984480.98448
6 August 20241035.598215.598210.984330.98433
7 August 20241045.598005.598000.984180.98418
8 August 20241055.597795.597790.984030.98403
9 August 20241065.597585.597580.983880.98388
10 August 20241075.597375.597370.983730.98373
11 August 20241085.597165.597160.983580.98358
12 August 20241095.596955.596950.983420.98342
13 August 20241105.596755.596750.983270.98327
14 August 20241115.596545.596540.983120.98312
15 August 20241125.596335.596330.982970.98297
16 August 20241135.596125.596120.982820.98282
17 August 20241145.595915.595910.982670.98267
18 August 20241155.595705.595700.982520.98252
19 August 20241165.595495.595490.982370.98237
20 August 20241175.595285.595280.982220.98222
21 August 20241185.595075.595070.982070.98207
22 August 20241195.594875.594870.981920.98192
23 August 20241205.594665.594660.981770.98177
24 August 20241215.594455.594450.981630.98163
25 August 20241225.594245.594240.981480.98148
26 August 20241235.594035.594030.981330.98133
27 August 20241245.593825.593820.981180.98118
28 August 20241255.593615.593610.981030.98103
29 August 20241265.593405.593400.980880.98088
30 August 20241275.593195.593190.980730.98073
31 August 20241285.592985.592980.980580.98058
1 September 20241295.592785.592780.980430.98043
2 September 20241305.592575.592570.980280.98028
3 September 20241315.592365.592360.980130.98013
4 September 20241325.592155.592150.979980.97998
5 September 20241335.591945.591940.979830.97983
6 September 20241345.591735.591730.979680.97968
7 September 20241355.591525.591520.979530.97953
8 September 20241365.591315.591310.979380.97938
9 September 20241375.591105.591100.979230.97923
10 September 20241385.590905.590900.979080.97908
11 September 20241395.590695.590690.978930.97893
12 September 20241405.590485.590480.978790.97879
13 September 20241415.590275.590270.978640.97864
14 September 20241425.590065.590060.978490.97849
15 September 20241435.589855.589850.978340.97834
16 September 20241445.589645.589640.978190.97819
17 September 20241455.589435.589430.978040.97804
18 September 20241465.589225.589220.977890.97789
19 September 20241475.589025.589020.977740.97774
20 September 20241485.588815.588810.977590.97759
21 September 20241495.588605.588600.977440.97744
22 September 20241505.588395.588390.977300.97730
23 September 20241515.588185.588180.977150.97715
24 September 20241525.587975.587970.977000.97700
25 September 20241535.587765.587760.976850.97685
26 September 20241545.587555.587550.976700.97670
27 September 20241555.587345.587340.976550.97655
28 September 20241565.587145.587140.976400.97640
29 September 20241575.586935.586930.976260.97626
30 September 20241585.586725.586720.976110.97611
1 October 20241595.586515.586510.975960.97596
2 October 20241605.586305.586300.975810.97581
3 October 20241615.586095.586090.975660.97566
4 October 20241625.585885.585880.975510.97551
5 October 20241635.585675.585670.975360.97536
6 October 20241645.585465.585460.975220.97522
7 October 20241655.585255.585250.975070.97507
8 October 20241665.585055.585050.974920.97492
9 October 20241675.584845.584840.974770.97477
10 October 20241685.584635.584630.974620.97462
11 October 20241695.584425.584420.974470.97447
12 October 20241705.584215.584210.974330.97433
13 October 20241715.584005.584000.974180.97418
14 October 20241725.583795.583790.974030.97403
15 October 20241735.583585.583580.973880.97388
16 October 20241745.583375.583370.973730.97373
17 October 20241755.583175.583170.973590.97359
18 October 20241765.582965.582960.973440.97344
19 October 20241775.582755.582750.973290.97329
20 October 20241785.582545.582540.973140.97314
21 October 20241795.582335.582330.973000.97300
22 October 20241805.582125.582120.972850.97285
23 October 20241815.581915.581910.972700.97270
24 October 20241825.581705.581700.972550.97255
25 October 20241835.581495.581490.972400.97240
26 October 20241845.581295.581290.972260.97226
27 October 20241855.581085.581080.972110.97211
28 October 20241865.580875.580870.971960.97196
29 October 20241875.580665.580660.971810.97181
30 October 20241885.580455.580450.971670.97167
31 October 20241895.580245.580240.971520.97152
1 November 20241905.580035.580030.971370.97137
2 November 20241915.579825.579820.971220.97122
3 November 20241925.579615.579610.971080.97108
4 November 20241935.579415.579410.970930.97093
5 November 20241945.579205.579200.970780.97078
6 November 20241955.578995.578990.970630.97063
7 November 20241965.578785.578780.970490.97049
8 November 20241975.578575.578570.970340.97034
9 November 20241985.578365.578360.970190.97019
10 November 20241995.578155.578150.970050.97005
11 November 20242005.577945.577940.969900.96990
12 November 20242015.577735.577730.969750.96975
13 November 20242025.577525.577520.969600.96960
14 November 20242035.577325.577320.969460.96946
15 November 20242045.577115.577110.969310.96931
16 November 20242055.576905.576900.969160.96916
17 November 20242065.576695.576690.969020.96902
18 November 20242075.576485.576480.968870.96887
19 November 20242085.576275.576270.968720.96872
20 November 20242095.576065.576060.968580.96858
21 November 20242105.575855.575850.968430.96843
22 November 20242115.575645.575640.968280.96828
23 November 20242125.575445.575440.968140.96814
24 November 20242135.575235.575230.967990.96799
25 November 20242145.575025.575020.967840.96784
26 November 20242155.574815.574810.967700.96770
27 November 20242165.574605.574600.967550.96755
28 November 20242175.574395.574390.967400.96740
29 November 20242185.574185.574180.967260.96726
30 November 20242195.573975.573970.967110.96711
1 December 20242205.573765.573760.966960.96696
2 December 20242215.573565.573560.966820.96682
3 December 20242225.573355.573350.966670.96667
4 December 20242235.573145.573140.966520.96652
5 December 20242245.572935.572930.966380.96638
6 December 20242255.572725.572720.966230.96623
7 December 20242265.572515.572510.966080.96608
8 December 20242275.572305.572300.965940.96594
9 December 20242285.572095.572090.965790.96579
10 December 20242295.571885.571880.965650.96565
11 December 20242305.571675.571670.965500.96550
12 December 20242315.571475.571470.965350.96535
13 December 20242325.571265.571260.965210.96521
14 December 20242335.571055.571050.965060.96506
15 December 20242345.570845.570840.964920.96492
16 December 20242355.570635.570630.964770.96477
17 December 20242365.570425.570420.964620.96462
18 December 20242375.570215.570210.964480.96448
19 December 20242385.570005.570000.964330.96433
20 December 20242395.569795.569790.964190.96419
21 December 20242405.569595.569590.964040.96404
22 December 20242415.569385.569380.963890.96389
23 December 20242425.569175.569170.963750.96375
24 December 20242435.568965.568960.963600.96360
25 December 20242445.568755.568750.963460.96346
26 December 20242455.568545.568540.963310.96331
27 December 20242465.568335.568330.963170.96317
28 December 20242475.568125.568120.963020.96302
29 December 20242485.567915.567910.962880.96288
30 December 20242495.567715.567710.962730.96273
31 December 20242505.567505.567500.962580.96258
1 January 20252515.567295.567290.962440.96244
2 January 20252525.567085.567080.962290.96229
3 January 20252535.566875.566870.962150.96215
4 January 20252545.566665.566660.962000.96200
5 January 20252555.566455.566450.961860.96186
6 January 20252565.566245.566240.961710.96171
7 January 20252575.566035.566030.961570.96157
8 January 20252585.565835.565830.961420.96142
9 January 20252595.565625.565620.961280.96128
10 January 20252605.565415.565410.961130.96113
11 January 20252615.565205.565200.960990.96099
12 January 20252625.564995.564990.960840.96084
13 January 20252635.564785.564780.960700.96070
14 January 20252645.564575.564570.960550.96055
15 January 20252655.564365.564360.960410.96041
16 January 20252665.564155.564150.960260.96026
17 January 20252675.563945.563940.960120.96012
18 January 20252685.563745.563740.959970.95997
19 January 20252695.563535.563530.959830.95983
20 January 20252705.563325.563320.959680.95968
21 January 20252715.563115.563110.959540.95954
22 January 20252725.562905.562900.959390.95939
23 January 20252735.562695.562690.959250.95925
24 January 20252745.562485.562480.959100.95910
25 January 20252755.562275.562270.958960.95896
26 January 20252765.562065.562060.958810.95881
27 January 20252775.561865.561860.958670.95867
28 January 20252785.561655.561650.958520.95852
29 January 20252795.561445.561440.958380.95838
30 January 20252805.561235.561230.958240.95824
31 January 20252815.561025.561020.958090.95809
1 February 20252825.560815.560810.957950.95795
2 February 20252835.560605.560600.957800.95780
3 February 20252845.560395.560390.957660.95766
4 February 20252855.560185.560180.957510.95751
5 February 20252865.559985.559980.957370.95737
6 February 20252875.559775.559770.957230.95723
7 February 20252885.559565.559560.957080.95708
8 February 20252895.559355.559350.956940.95694
9 February 20252905.559145.559140.956790.95679
10 February 20252915.558935.558930.956650.95665
11 February 20252925.558725.558720.956500.95650
12 February 20252935.558515.558510.956360.95636
13 February 20252945.558305.558300.956220.95622
14 February 20252955.558105.558100.956070.95607
15 February 20252965.557895.557890.955930.95593
16 February 20252975.557685.557680.955780.95578
17 February 20252985.557475.557470.955640.95564
18 February 20252995.557265.557260.955500.95550
19 February 20253005.557055.557050.955350.95535
20 February 20253015.556845.556840.955210.95521
21 February 20253025.556635.556630.955070.95507
22 February 20253035.556425.556420.954920.95492
23 February 20253045.556215.556210.954780.95478
24 February 20253055.556015.556010.954630.95463
25 February 20253065.555805.555800.954490.95449
26 February 20253075.555595.555590.954350.95435
27 February 20253085.555385.555380.954200.95420
28 February 20253095.555175.555170.954060.95406
1 March 20253105.554965.554960.953920.95392
2 March 20253115.554755.554750.953770.95377
3 March 20253125.554545.554540.953630.95363
4 March 20253135.554335.554330.953490.95349
5 March 20253145.554135.554130.953340.95334
6 March 20253155.553925.553920.953200.95320
7 March 20253165.553715.553710.953060.95306
8 March 20253175.553505.553500.952910.95291
9 March 20253185.553295.553290.952770.95277
10 March 20253195.553085.553080.952630.95263
11 March 20253205.552875.552870.952480.95248
12 March 20253215.552665.552660.952340.95234
13 March 20253225.552455.552450.952200.95220
14 March 20253235.552255.552250.952050.95205
15 March 20253245.552045.552040.951910.95191
16 March 20253255.551835.551830.951770.95177
17 March 20253265.551625.551620.951630.95163
18 March 20253275.551415.551410.951480.95148
19 March 20253285.551205.551200.951340.95134
20 March 20253295.550995.550990.951200.95120
21 March 20253305.550785.550780.951050.95105
22 March 20253315.550575.550570.950910.95091
23 March 20253325.550375.550370.950770.95077
24 March 20253335.550165.550160.950630.95063
25 March 20253345.549955.549950.950480.95048
26 March 20253355.549745.549740.950340.95034
27 March 20253365.549535.549530.950200.95020
28 March 20253375.549325.549320.950050.95005
29 March 20253385.549115.549110.949910.94991
30 March 20253395.548905.548900.949770.94977
31 March 20253405.548695.548690.949630.94963
1 April 20253415.548485.548480.949480.94948
2 April 20253425.548285.548280.949340.94934
3 April 20253435.548075.548070.949200.94920
4 April 20253445.547865.547860.949060.94906
5 April 20253455.547655.547650.948910.94891
6 April 20253465.547445.547440.948770.94877
7 April 20253475.547235.547230.948630.94863
8 April 20253485.547025.547020.948490.94849
9 April 20253495.546815.546810.948350.94835
10 April 20253505.546605.546600.948200.94820
11 April 20253515.546405.546400.948060.94806
12 April 20253525.546195.546190.947920.94792
13 April 20253535.545985.545980.947780.94778
14 April 20253545.545775.545770.947630.94763
15 April 20253555.545565.545560.947490.94749
16 April 20253565.545355.545350.947350.94735
17 April 20253575.545145.545140.947210.94721
18 April 20253585.544935.544930.947070.94707
19 April 20253595.544725.544720.946920.94692
20 April 20253605.544525.544520.946780.94678
21 April 20253615.544315.544310.946640.94664
22 April 20253625.544105.544100.946500.94650
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24 April 20253645.543685.543680.946220.94622
25 April 20253655.543475.543470.946070.94607
26 May 20253965.523475.523470.941830.94183
25 June 20254265.504125.504120.937780.93778
26 July 20254575.484125.484120.933640.93364
25 August 20254875.464775.464770.929680.92968
24 September 20255175.445425.445420.925770.92577
24 October 20255475.426065.426060.921900.92190
24 November 20255785.406065.406060.917950.91795
25 December 20256095.386075.386070.914050.91405
24 January 20266395.366715.366710.910320.91032
24 February 20266705.346725.346720.906520.90652
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25 April 20267305.308015.308010.899280.89928
24 April 202710945.101215.101210.858220.85822
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24 April 202918254.685924.685920.791130.79113
24 April 203021904.685354.685350.754940.75494
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26 April 203851144.685354.685350.518680.51868
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24 April 204473044.685354.685350.391570.39157
24 April 204991304.685354.685350.309750.30975
26 April 2054109584.685354.685350.244970.24497
26 April 2059127844.685354.685350.193780.19378
25 April 2064146104.685354.685350.153290.15329