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
20 June 202415.379605.379600.999850.99985
21 June 202425.386765.386760.999700.99970
22 June 202435.393925.393920.999560.99956
23 June 202445.401075.401070.999410.99941
24 June 202455.408235.408230.999260.99926
25 June 202465.415395.415390.999110.99911
26 June 202475.422545.422540.998960.99896
27 June 202485.429705.429700.998810.99881
28 June 202495.436865.436860.998660.99866
29 June 2024105.444025.444020.998510.99851
30 June 2024115.451175.451170.998360.99836
1 July 2024125.458335.458330.998210.99821
2 July 2024135.465495.465490.998060.99806
3 July 2024145.472645.472640.997900.99790
4 July 2024155.479805.479800.997750.99775
5 July 2024165.486965.486960.997600.99760
6 July 2024175.494115.494110.997440.99744
7 July 2024185.501275.501270.997290.99729
8 July 2024195.508435.508430.997140.99714
9 July 2024205.515585.515580.996980.99698
10 July 2024215.522745.522740.996830.99683
11 July 2024225.529905.529900.996670.99667
12 July 2024235.537055.537050.996520.99652
13 July 2024245.544215.544210.996360.99636
14 July 2024255.551375.551370.996210.99621
15 July 2024265.558525.558520.996050.99605
16 July 2024275.565685.565680.995890.99589
17 July 2024285.572845.572840.995730.99573
18 July 2024295.580005.580000.995580.99558
19 July 2024305.587155.587150.995420.99542
20 July 2024315.587685.587680.995270.99527
21 July 2024325.588225.588220.995110.99511
22 July 2024335.588755.588750.994960.99496
23 July 2024345.589285.589280.994810.99481
24 July 2024355.589825.589820.994650.99465
25 July 2024365.590355.590350.994500.99450
26 July 2024375.590885.590880.994350.99435
27 July 2024385.591425.591420.994200.99420
28 July 2024395.591955.591950.994040.99404
29 July 2024405.592485.592480.993890.99389
30 July 2024415.593025.593020.993740.99374
31 July 2024425.593555.593550.993580.99358
1 August 2024435.594085.594080.993430.99343
2 August 2024445.594625.594620.993280.99328
3 August 2024455.595155.595150.993130.99313
4 August 2024465.595685.595680.992970.99297
5 August 2024475.596215.596210.992820.99282
6 August 2024485.596755.596750.992670.99267
7 August 2024495.597285.597280.992510.99251
8 August 2024505.597815.597810.992360.99236
9 August 2024515.598355.598350.992210.99221
10 August 2024525.598885.598880.992060.99206
11 August 2024535.599415.599410.991900.99190
12 August 2024545.599955.599950.991750.99175
13 August 2024555.600485.600480.991600.99160
14 August 2024565.601015.601010.991440.99144
15 August 2024575.601555.601550.991290.99129
16 August 2024585.602085.602080.991140.99114
17 August 2024595.602615.602610.990980.99098
18 August 2024605.603155.603150.990830.99083
19 August 2024615.603685.603680.990680.99068
20 August 2024625.603585.603580.990530.99053
21 August 2024635.603485.603480.990370.99037
22 August 2024645.603385.603380.990220.99022
23 August 2024655.603285.603280.990070.99007
24 August 2024665.603185.603180.989920.98992
25 August 2024675.603095.603090.989770.98977
26 August 2024685.602995.602990.989620.98962
27 August 2024695.602895.602890.989460.98946
28 August 2024705.602795.602790.989310.98931
29 August 2024715.602695.602690.989160.98916
30 August 2024725.602595.602590.989010.98901
31 August 2024735.602495.602490.988860.98886
1 September 2024745.602395.602390.988710.98871
2 September 2024755.602305.602300.988550.98855
3 September 2024765.602205.602200.988400.98840
4 September 2024775.602105.602100.988250.98825
5 September 2024785.602005.602000.988100.98810
6 September 2024795.601905.601900.987950.98795
7 September 2024805.601805.601800.987800.98780
8 September 2024815.601705.601700.987650.98765
9 September 2024825.601605.601600.987490.98749
10 September 2024835.601515.601510.987340.98734
11 September 2024845.601415.601410.987190.98719
12 September 2024855.601315.601310.987040.98704
13 September 2024865.601215.601210.986890.98689
14 September 2024875.601115.601110.986740.98674
15 September 2024885.601015.601010.986590.98659
16 September 2024895.600915.600910.986440.98644
17 September 2024905.600815.600810.986280.98628
18 September 2024915.600715.600710.986130.98613
19 September 2024925.600515.600510.985980.98598
20 September 2024935.600305.600300.985830.98583
21 September 2024945.600095.600090.985680.98568
22 September 2024955.599885.599880.985530.98553
23 September 2024965.599675.599670.985380.98538
24 September 2024975.599465.599460.985230.98523
25 September 2024985.599255.599250.985080.98508
26 September 2024995.599045.599040.984930.98493
27 September 20241005.598835.598830.984780.98478
28 September 20241015.598635.598630.984630.98463
29 September 20241025.598425.598420.984480.98448
30 September 20241035.598215.598210.984330.98433
1 October 20241045.598005.598000.984180.98418
2 October 20241055.597795.597790.984030.98403
3 October 20241065.597585.597580.983880.98388
4 October 20241075.597375.597370.983730.98373
5 October 20241085.597165.597160.983580.98358
6 October 20241095.596955.596950.983420.98342
7 October 20241105.596755.596750.983270.98327
8 October 20241115.596545.596540.983120.98312
9 October 20241125.596335.596330.982970.98297
10 October 20241135.596125.596120.982820.98282
11 October 20241145.595915.595910.982670.98267
12 October 20241155.595705.595700.982520.98252
13 October 20241165.595495.595490.982370.98237
14 October 20241175.595285.595280.982220.98222
15 October 20241185.595075.595070.982070.98207
16 October 20241195.594875.594870.981920.98192
17 October 20241205.594665.594660.981770.98177
18 October 20241215.594455.594450.981630.98163
19 October 20241225.594245.594240.981480.98148
20 October 20241235.594035.594030.981330.98133
21 October 20241245.593825.593820.981180.98118
22 October 20241255.593615.593610.981030.98103
23 October 20241265.593405.593400.980880.98088
24 October 20241275.593195.593190.980730.98073
25 October 20241285.592985.592980.980580.98058
26 October 20241295.592785.592780.980430.98043
27 October 20241305.592575.592570.980280.98028
28 October 20241315.592365.592360.980130.98013
29 October 20241325.592155.592150.979980.97998
30 October 20241335.591945.591940.979830.97983
31 October 20241345.591735.591730.979680.97968
1 November 20241355.591525.591520.979530.97953
2 November 20241365.591315.591310.979380.97938
3 November 20241375.591105.591100.979230.97923
4 November 20241385.590905.590900.979080.97908
5 November 20241395.590695.590690.978930.97893
6 November 20241405.590485.590480.978790.97879
7 November 20241415.590275.590270.978640.97864
8 November 20241425.590065.590060.978490.97849
9 November 20241435.589855.589850.978340.97834
10 November 20241445.589645.589640.978190.97819
11 November 20241455.589435.589430.978040.97804
12 November 20241465.589225.589220.977890.97789
13 November 20241475.589025.589020.977740.97774
14 November 20241485.588815.588810.977590.97759
15 November 20241495.588605.588600.977440.97744
16 November 20241505.588395.588390.977300.97730
17 November 20241515.588185.588180.977150.97715
18 November 20241525.587975.587970.977000.97700
19 November 20241535.587765.587760.976850.97685
20 November 20241545.587555.587550.976700.97670
21 November 20241555.587345.587340.976550.97655
22 November 20241565.587145.587140.976400.97640
23 November 20241575.586935.586930.976260.97626
24 November 20241585.586725.586720.976110.97611
25 November 20241595.586515.586510.975960.97596
26 November 20241605.586305.586300.975810.97581
27 November 20241615.586095.586090.975660.97566
28 November 20241625.585885.585880.975510.97551
29 November 20241635.585675.585670.975360.97536
30 November 20241645.585465.585460.975220.97522
1 December 20241655.585255.585250.975070.97507
2 December 20241665.585055.585050.974920.97492
3 December 20241675.584845.584840.974770.97477
4 December 20241685.584635.584630.974620.97462
5 December 20241695.584425.584420.974470.97447
6 December 20241705.584215.584210.974330.97433
7 December 20241715.584005.584000.974180.97418
8 December 20241725.583795.583790.974030.97403
9 December 20241735.583585.583580.973880.97388
10 December 20241745.583375.583370.973730.97373
11 December 20241755.583175.583170.973590.97359
12 December 20241765.582965.582960.973440.97344
13 December 20241775.582755.582750.973290.97329
14 December 20241785.582545.582540.973140.97314
15 December 20241795.582335.582330.973000.97300
16 December 20241805.582125.582120.972850.97285
17 December 20241815.581915.581910.972700.97270
18 December 20241825.581705.581700.972550.97255
19 December 20241835.581495.581490.972400.97240
20 December 20241845.581295.581290.972260.97226
21 December 20241855.581085.581080.972110.97211
22 December 20241865.580875.580870.971960.97196
23 December 20241875.580665.580660.971810.97181
24 December 20241885.580455.580450.971670.97167
25 December 20241895.580245.580240.971520.97152
26 December 20241905.580035.580030.971370.97137
27 December 20241915.579825.579820.971220.97122
28 December 20241925.579615.579610.971080.97108
29 December 20241935.579415.579410.970930.97093
30 December 20241945.579205.579200.970780.97078
31 December 20241955.578995.578990.970630.97063
1 January 20251965.578785.578780.970490.97049
2 January 20251975.578575.578570.970340.97034
3 January 20251985.578365.578360.970190.97019
4 January 20251995.578155.578150.970050.97005
5 January 20252005.577945.577940.969900.96990
6 January 20252015.577735.577730.969750.96975
7 January 20252025.577525.577520.969600.96960
8 January 20252035.577325.577320.969460.96946
9 January 20252045.577115.577110.969310.96931
10 January 20252055.576905.576900.969160.96916
11 January 20252065.576695.576690.969020.96902
12 January 20252075.576485.576480.968870.96887
13 January 20252085.576275.576270.968720.96872
14 January 20252095.576065.576060.968580.96858
15 January 20252105.575855.575850.968430.96843
16 January 20252115.575645.575640.968280.96828
17 January 20252125.575445.575440.968140.96814
18 January 20252135.575235.575230.967990.96799
19 January 20252145.575025.575020.967840.96784
20 January 20252155.574815.574810.967700.96770
21 January 20252165.574605.574600.967550.96755
22 January 20252175.574395.574390.967400.96740
23 January 20252185.574185.574180.967260.96726
24 January 20252195.573975.573970.967110.96711
25 January 20252205.573765.573760.966960.96696
26 January 20252215.573565.573560.966820.96682
27 January 20252225.573355.573350.966670.96667
28 January 20252235.573145.573140.966520.96652
29 January 20252245.572935.572930.966380.96638
30 January 20252255.572725.572720.966230.96623
31 January 20252265.572515.572510.966080.96608
1 February 20252275.572305.572300.965940.96594
2 February 20252285.572095.572090.965790.96579
3 February 20252295.571885.571880.965650.96565
4 February 20252305.571675.571670.965500.96550
5 February 20252315.571475.571470.965350.96535
6 February 20252325.571265.571260.965210.96521
7 February 20252335.571055.571050.965060.96506
8 February 20252345.570845.570840.964920.96492
9 February 20252355.570635.570630.964770.96477
10 February 20252365.570425.570420.964620.96462
11 February 20252375.570215.570210.964480.96448
12 February 20252385.570005.570000.964330.96433
13 February 20252395.569795.569790.964190.96419
14 February 20252405.569595.569590.964040.96404
15 February 20252415.569385.569380.963890.96389
16 February 20252425.569175.569170.963750.96375
17 February 20252435.568965.568960.963600.96360
18 February 20252445.568755.568750.963460.96346
19 February 20252455.568545.568540.963310.96331
20 February 20252465.568335.568330.963170.96317
21 February 20252475.568125.568120.963020.96302
22 February 20252485.567915.567910.962880.96288
23 February 20252495.567715.567710.962730.96273
24 February 20252505.567505.567500.962580.96258
25 February 20252515.567295.567290.962440.96244
26 February 20252525.567085.567080.962290.96229
27 February 20252535.566875.566870.962150.96215
28 February 20252545.566665.566660.962000.96200
1 March 20252555.566455.566450.961860.96186
2 March 20252565.566245.566240.961710.96171
3 March 20252575.566035.566030.961570.96157
4 March 20252585.565835.565830.961420.96142
5 March 20252595.565625.565620.961280.96128
6 March 20252605.565415.565410.961130.96113
7 March 20252615.565205.565200.960990.96099
8 March 20252625.564995.564990.960840.96084
9 March 20252635.564785.564780.960700.96070
10 March 20252645.564575.564570.960550.96055
11 March 20252655.564365.564360.960410.96041
12 March 20252665.564155.564150.960260.96026
13 March 20252675.563945.563940.960120.96012
14 March 20252685.563745.563740.959970.95997
15 March 20252695.563535.563530.959830.95983
16 March 20252705.563325.563320.959680.95968
17 March 20252715.563115.563110.959540.95954
18 March 20252725.562905.562900.959390.95939
19 March 20252735.562695.562690.959250.95925
20 March 20252745.562485.562480.959100.95910
21 March 20252755.562275.562270.958960.95896
22 March 20252765.562065.562060.958810.95881
23 March 20252775.561865.561860.958670.95867
24 March 20252785.561655.561650.958520.95852
25 March 20252795.561445.561440.958380.95838
26 March 20252805.561235.561230.958240.95824
27 March 20252815.561025.561020.958090.95809
28 March 20252825.560815.560810.957950.95795
29 March 20252835.560605.560600.957800.95780
30 March 20252845.560395.560390.957660.95766
31 March 20252855.560185.560180.957510.95751
1 April 20252865.559985.559980.957370.95737
2 April 20252875.559775.559770.957230.95723
3 April 20252885.559565.559560.957080.95708
4 April 20252895.559355.559350.956940.95694
5 April 20252905.559145.559140.956790.95679
6 April 20252915.558935.558930.956650.95665
7 April 20252925.558725.558720.956500.95650
8 April 20252935.558515.558510.956360.95636
9 April 20252945.558305.558300.956220.95622
10 April 20252955.558105.558100.956070.95607
11 April 20252965.557895.557890.955930.95593
12 April 20252975.557685.557680.955780.95578
13 April 20252985.557475.557470.955640.95564
14 April 20252995.557265.557260.955500.95550
15 April 20253005.557055.557050.955350.95535
16 April 20253015.556845.556840.955210.95521
17 April 20253025.556635.556630.955070.95507
18 April 20253035.556425.556420.954920.95492
19 April 20253045.556215.556210.954780.95478
20 April 20253055.556015.556010.954630.95463
21 April 20253065.555805.555800.954490.95449
22 April 20253075.555595.555590.954350.95435
23 April 20253085.555385.555380.954200.95420
24 April 20253095.555175.555170.954060.95406
25 April 20253105.554965.554960.953920.95392
26 April 20253115.554755.554750.953770.95377
27 April 20253125.554545.554540.953630.95363
28 April 20253135.554335.554330.953490.95349
29 April 20253145.554135.554130.953340.95334
30 April 20253155.553925.553920.953200.95320
1 May 20253165.553715.553710.953060.95306
2 May 20253175.553505.553500.952910.95291
3 May 20253185.553295.553290.952770.95277
4 May 20253195.553085.553080.952630.95263
5 May 20253205.552875.552870.952480.95248
6 May 20253215.552665.552660.952340.95234
7 May 20253225.552455.552450.952200.95220
8 May 20253235.552255.552250.952050.95205
9 May 20253245.552045.552040.951910.95191
10 May 20253255.551835.551830.951770.95177
11 May 20253265.551625.551620.951630.95163
12 May 20253275.551415.551410.951480.95148
13 May 20253285.551205.551200.951340.95134
14 May 20253295.550995.550990.951200.95120
15 May 20253305.550785.550780.951050.95105
16 May 20253315.550575.550570.950910.95091
17 May 20253325.550375.550370.950770.95077
18 May 20253335.550165.550160.950630.95063
19 May 20253345.549955.549950.950480.95048
20 May 20253355.549745.549740.950340.95034
21 May 20253365.549535.549530.950200.95020
22 May 20253375.549325.549320.950050.95005
23 May 20253385.549115.549110.949910.94991
24 May 20253395.548905.548900.949770.94977
25 May 20253405.548695.548690.949630.94963
26 May 20253415.548485.548480.949480.94948
27 May 20253425.548285.548280.949340.94934
28 May 20253435.548075.548070.949200.94920
29 May 20253445.547865.547860.949060.94906
30 May 20253455.547655.547650.948910.94891
31 May 20253465.547445.547440.948770.94877
1 June 20253475.547235.547230.948630.94863
2 June 20253485.547025.547020.948490.94849
3 June 20253495.546815.546810.948350.94835
4 June 20253505.546605.546600.948200.94820
5 June 20253515.546405.546400.948060.94806
6 June 20253525.546195.546190.947920.94792
7 June 20253535.545985.545980.947780.94778
8 June 20253545.545775.545770.947630.94763
9 June 20253555.545565.545560.947490.94749
10 June 20253565.545355.545350.947350.94735
11 June 20253575.545145.545140.947210.94721
12 June 20253585.544935.544930.947070.94707
13 June 20253595.544725.544720.946920.94692
14 June 20253605.544525.544520.946780.94678
15 June 20253615.544315.544310.946640.94664
16 June 20253625.544105.544100.946500.94650
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18 June 20253645.543685.543680.946220.94622
19 June 20253655.543475.543470.946070.94607
20 July 20253965.523475.523470.941830.94183
19 August 20254265.504125.504120.937780.93778
19 September 20254575.484125.484120.933640.93364
19 October 20254875.464775.464770.929680.92968
18 November 20255175.445425.445420.925770.92577
18 December 20255475.426065.426060.921900.92190
18 January 20265785.406065.406060.917950.91795
18 February 20266095.386075.386070.914050.91405
20 March 20266395.366715.366710.910320.91032
20 April 20266705.346725.346720.906520.90652
20 May 20267005.327365.327360.902880.90288
19 June 20267305.308015.308010.899280.89928
18 June 202710945.101215.101210.858220.85822
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18 June 202918254.685924.685920.791130.79113
18 June 203021904.685354.685350.754940.75494
19 December 203023744.685354.685350.737320.73732
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20 June 203540184.685354.685350.597040.59704
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20 June 203851144.685354.685350.518680.51868
17 June 203954764.685354.685350.495130.49513
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18 June 204991304.685354.685350.309750.30975
20 June 2054109584.685354.685350.244970.24497
20 June 2059127844.685354.685350.193780.19378
19 June 2064146104.685354.685350.153290.15329