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
28 July 202415.379605.379600.999850.99985
29 July 202425.386765.386760.999700.99970
30 July 202435.393925.393920.999560.99956
31 July 202445.401075.401070.999410.99941
1 August 202455.408235.408230.999260.99926
2 August 202465.415395.415390.999110.99911
3 August 202475.422545.422540.998960.99896
4 August 202485.429705.429700.998810.99881
5 August 202495.436865.436860.998660.99866
6 August 2024105.444025.444020.998510.99851
7 August 2024115.451175.451170.998360.99836
8 August 2024125.458335.458330.998210.99821
9 August 2024135.465495.465490.998060.99806
10 August 2024145.472645.472640.997900.99790
11 August 2024155.479805.479800.997750.99775
12 August 2024165.486965.486960.997600.99760
13 August 2024175.494115.494110.997440.99744
14 August 2024185.501275.501270.997290.99729
15 August 2024195.508435.508430.997140.99714
16 August 2024205.515585.515580.996980.99698
17 August 2024215.522745.522740.996830.99683
18 August 2024225.529905.529900.996670.99667
19 August 2024235.537055.537050.996520.99652
20 August 2024245.544215.544210.996360.99636
21 August 2024255.551375.551370.996210.99621
22 August 2024265.558525.558520.996050.99605
23 August 2024275.565685.565680.995890.99589
24 August 2024285.572845.572840.995730.99573
25 August 2024295.580005.580000.995580.99558
26 August 2024305.587155.587150.995420.99542
27 August 2024315.587685.587680.995270.99527
28 August 2024325.588225.588220.995110.99511
29 August 2024335.588755.588750.994960.99496
30 August 2024345.589285.589280.994810.99481
31 August 2024355.589825.589820.994650.99465
1 September 2024365.590355.590350.994500.99450
2 September 2024375.590885.590880.994350.99435
3 September 2024385.591425.591420.994200.99420
4 September 2024395.591955.591950.994040.99404
5 September 2024405.592485.592480.993890.99389
6 September 2024415.593025.593020.993740.99374
7 September 2024425.593555.593550.993580.99358
8 September 2024435.594085.594080.993430.99343
9 September 2024445.594625.594620.993280.99328
10 September 2024455.595155.595150.993130.99313
11 September 2024465.595685.595680.992970.99297
12 September 2024475.596215.596210.992820.99282
13 September 2024485.596755.596750.992670.99267
14 September 2024495.597285.597280.992510.99251
15 September 2024505.597815.597810.992360.99236
16 September 2024515.598355.598350.992210.99221
17 September 2024525.598885.598880.992060.99206
18 September 2024535.599415.599410.991900.99190
19 September 2024545.599955.599950.991750.99175
20 September 2024555.600485.600480.991600.99160
21 September 2024565.601015.601010.991440.99144
22 September 2024575.601555.601550.991290.99129
23 September 2024585.602085.602080.991140.99114
24 September 2024595.602615.602610.990980.99098
25 September 2024605.603155.603150.990830.99083
26 September 2024615.603685.603680.990680.99068
27 September 2024625.603585.603580.990530.99053
28 September 2024635.603485.603480.990370.99037
29 September 2024645.603385.603380.990220.99022
30 September 2024655.603285.603280.990070.99007
1 October 2024665.603185.603180.989920.98992
2 October 2024675.603095.603090.989770.98977
3 October 2024685.602995.602990.989620.98962
4 October 2024695.602895.602890.989460.98946
5 October 2024705.602795.602790.989310.98931
6 October 2024715.602695.602690.989160.98916
7 October 2024725.602595.602590.989010.98901
8 October 2024735.602495.602490.988860.98886
9 October 2024745.602395.602390.988710.98871
10 October 2024755.602305.602300.988550.98855
11 October 2024765.602205.602200.988400.98840
12 October 2024775.602105.602100.988250.98825
13 October 2024785.602005.602000.988100.98810
14 October 2024795.601905.601900.987950.98795
15 October 2024805.601805.601800.987800.98780
16 October 2024815.601705.601700.987650.98765
17 October 2024825.601605.601600.987490.98749
18 October 2024835.601515.601510.987340.98734
19 October 2024845.601415.601410.987190.98719
20 October 2024855.601315.601310.987040.98704
21 October 2024865.601215.601210.986890.98689
22 October 2024875.601115.601110.986740.98674
23 October 2024885.601015.601010.986590.98659
24 October 2024895.600915.600910.986440.98644
25 October 2024905.600815.600810.986280.98628
26 October 2024915.600715.600710.986130.98613
27 October 2024925.600515.600510.985980.98598
28 October 2024935.600305.600300.985830.98583
29 October 2024945.600095.600090.985680.98568
30 October 2024955.599885.599880.985530.98553
31 October 2024965.599675.599670.985380.98538
1 November 2024975.599465.599460.985230.98523
2 November 2024985.599255.599250.985080.98508
3 November 2024995.599045.599040.984930.98493
4 November 20241005.598835.598830.984780.98478
5 November 20241015.598635.598630.984630.98463
6 November 20241025.598425.598420.984480.98448
7 November 20241035.598215.598210.984330.98433
8 November 20241045.598005.598000.984180.98418
9 November 20241055.597795.597790.984030.98403
10 November 20241065.597585.597580.983880.98388
11 November 20241075.597375.597370.983730.98373
12 November 20241085.597165.597160.983580.98358
13 November 20241095.596955.596950.983420.98342
14 November 20241105.596755.596750.983270.98327
15 November 20241115.596545.596540.983120.98312
16 November 20241125.596335.596330.982970.98297
17 November 20241135.596125.596120.982820.98282
18 November 20241145.595915.595910.982670.98267
19 November 20241155.595705.595700.982520.98252
20 November 20241165.595495.595490.982370.98237
21 November 20241175.595285.595280.982220.98222
22 November 20241185.595075.595070.982070.98207
23 November 20241195.594875.594870.981920.98192
24 November 20241205.594665.594660.981770.98177
25 November 20241215.594455.594450.981630.98163
26 November 20241225.594245.594240.981480.98148
27 November 20241235.594035.594030.981330.98133
28 November 20241245.593825.593820.981180.98118
29 November 20241255.593615.593610.981030.98103
30 November 20241265.593405.593400.980880.98088
1 December 20241275.593195.593190.980730.98073
2 December 20241285.592985.592980.980580.98058
3 December 20241295.592785.592780.980430.98043
4 December 20241305.592575.592570.980280.98028
5 December 20241315.592365.592360.980130.98013
6 December 20241325.592155.592150.979980.97998
7 December 20241335.591945.591940.979830.97983
8 December 20241345.591735.591730.979680.97968
9 December 20241355.591525.591520.979530.97953
10 December 20241365.591315.591310.979380.97938
11 December 20241375.591105.591100.979230.97923
12 December 20241385.590905.590900.979080.97908
13 December 20241395.590695.590690.978930.97893
14 December 20241405.590485.590480.978790.97879
15 December 20241415.590275.590270.978640.97864
16 December 20241425.590065.590060.978490.97849
17 December 20241435.589855.589850.978340.97834
18 December 20241445.589645.589640.978190.97819
19 December 20241455.589435.589430.978040.97804
20 December 20241465.589225.589220.977890.97789
21 December 20241475.589025.589020.977740.97774
22 December 20241485.588815.588810.977590.97759
23 December 20241495.588605.588600.977440.97744
24 December 20241505.588395.588390.977300.97730
25 December 20241515.588185.588180.977150.97715
26 December 20241525.587975.587970.977000.97700
27 December 20241535.587765.587760.976850.97685
28 December 20241545.587555.587550.976700.97670
29 December 20241555.587345.587340.976550.97655
30 December 20241565.587145.587140.976400.97640
31 December 20241575.586935.586930.976260.97626
1 January 20251585.586725.586720.976110.97611
2 January 20251595.586515.586510.975960.97596
3 January 20251605.586305.586300.975810.97581
4 January 20251615.586095.586090.975660.97566
5 January 20251625.585885.585880.975510.97551
6 January 20251635.585675.585670.975360.97536
7 January 20251645.585465.585460.975220.97522
8 January 20251655.585255.585250.975070.97507
9 January 20251665.585055.585050.974920.97492
10 January 20251675.584845.584840.974770.97477
11 January 20251685.584635.584630.974620.97462
12 January 20251695.584425.584420.974470.97447
13 January 20251705.584215.584210.974330.97433
14 January 20251715.584005.584000.974180.97418
15 January 20251725.583795.583790.974030.97403
16 January 20251735.583585.583580.973880.97388
17 January 20251745.583375.583370.973730.97373
18 January 20251755.583175.583170.973590.97359
19 January 20251765.582965.582960.973440.97344
20 January 20251775.582755.582750.973290.97329
21 January 20251785.582545.582540.973140.97314
22 January 20251795.582335.582330.973000.97300
23 January 20251805.582125.582120.972850.97285
24 January 20251815.581915.581910.972700.97270
25 January 20251825.581705.581700.972550.97255
26 January 20251835.581495.581490.972400.97240
27 January 20251845.581295.581290.972260.97226
28 January 20251855.581085.581080.972110.97211
29 January 20251865.580875.580870.971960.97196
30 January 20251875.580665.580660.971810.97181
31 January 20251885.580455.580450.971670.97167
1 February 20251895.580245.580240.971520.97152
2 February 20251905.580035.580030.971370.97137
3 February 20251915.579825.579820.971220.97122
4 February 20251925.579615.579610.971080.97108
5 February 20251935.579415.579410.970930.97093
6 February 20251945.579205.579200.970780.97078
7 February 20251955.578995.578990.970630.97063
8 February 20251965.578785.578780.970490.97049
9 February 20251975.578575.578570.970340.97034
10 February 20251985.578365.578360.970190.97019
11 February 20251995.578155.578150.970050.97005
12 February 20252005.577945.577940.969900.96990
13 February 20252015.577735.577730.969750.96975
14 February 20252025.577525.577520.969600.96960
15 February 20252035.577325.577320.969460.96946
16 February 20252045.577115.577110.969310.96931
17 February 20252055.576905.576900.969160.96916
18 February 20252065.576695.576690.969020.96902
19 February 20252075.576485.576480.968870.96887
20 February 20252085.576275.576270.968720.96872
21 February 20252095.576065.576060.968580.96858
22 February 20252105.575855.575850.968430.96843
23 February 20252115.575645.575640.968280.96828
24 February 20252125.575445.575440.968140.96814
25 February 20252135.575235.575230.967990.96799
26 February 20252145.575025.575020.967840.96784
27 February 20252155.574815.574810.967700.96770
28 February 20252165.574605.574600.967550.96755
1 March 20252175.574395.574390.967400.96740
2 March 20252185.574185.574180.967260.96726
3 March 20252195.573975.573970.967110.96711
4 March 20252205.573765.573760.966960.96696
5 March 20252215.573565.573560.966820.96682
6 March 20252225.573355.573350.966670.96667
7 March 20252235.573145.573140.966520.96652
8 March 20252245.572935.572930.966380.96638
9 March 20252255.572725.572720.966230.96623
10 March 20252265.572515.572510.966080.96608
11 March 20252275.572305.572300.965940.96594
12 March 20252285.572095.572090.965790.96579
13 March 20252295.571885.571880.965650.96565
14 March 20252305.571675.571670.965500.96550
15 March 20252315.571475.571470.965350.96535
16 March 20252325.571265.571260.965210.96521
17 March 20252335.571055.571050.965060.96506
18 March 20252345.570845.570840.964920.96492
19 March 20252355.570635.570630.964770.96477
20 March 20252365.570425.570420.964620.96462
21 March 20252375.570215.570210.964480.96448
22 March 20252385.570005.570000.964330.96433
23 March 20252395.569795.569790.964190.96419
24 March 20252405.569595.569590.964040.96404
25 March 20252415.569385.569380.963890.96389
26 March 20252425.569175.569170.963750.96375
27 March 20252435.568965.568960.963600.96360
28 March 20252445.568755.568750.963460.96346
29 March 20252455.568545.568540.963310.96331
30 March 20252465.568335.568330.963170.96317
31 March 20252475.568125.568120.963020.96302
1 April 20252485.567915.567910.962880.96288
2 April 20252495.567715.567710.962730.96273
3 April 20252505.567505.567500.962580.96258
4 April 20252515.567295.567290.962440.96244
5 April 20252525.567085.567080.962290.96229
6 April 20252535.566875.566870.962150.96215
7 April 20252545.566665.566660.962000.96200
8 April 20252555.566455.566450.961860.96186
9 April 20252565.566245.566240.961710.96171
10 April 20252575.566035.566030.961570.96157
11 April 20252585.565835.565830.961420.96142
12 April 20252595.565625.565620.961280.96128
13 April 20252605.565415.565410.961130.96113
14 April 20252615.565205.565200.960990.96099
15 April 20252625.564995.564990.960840.96084
16 April 20252635.564785.564780.960700.96070
17 April 20252645.564575.564570.960550.96055
18 April 20252655.564365.564360.960410.96041
19 April 20252665.564155.564150.960260.96026
20 April 20252675.563945.563940.960120.96012
21 April 20252685.563745.563740.959970.95997
22 April 20252695.563535.563530.959830.95983
23 April 20252705.563325.563320.959680.95968
24 April 20252715.563115.563110.959540.95954
25 April 20252725.562905.562900.959390.95939
26 April 20252735.562695.562690.959250.95925
27 April 20252745.562485.562480.959100.95910
28 April 20252755.562275.562270.958960.95896
29 April 20252765.562065.562060.958810.95881
30 April 20252775.561865.561860.958670.95867
1 May 20252785.561655.561650.958520.95852
2 May 20252795.561445.561440.958380.95838
3 May 20252805.561235.561230.958240.95824
4 May 20252815.561025.561020.958090.95809
5 May 20252825.560815.560810.957950.95795
6 May 20252835.560605.560600.957800.95780
7 May 20252845.560395.560390.957660.95766
8 May 20252855.560185.560180.957510.95751
9 May 20252865.559985.559980.957370.95737
10 May 20252875.559775.559770.957230.95723
11 May 20252885.559565.559560.957080.95708
12 May 20252895.559355.559350.956940.95694
13 May 20252905.559145.559140.956790.95679
14 May 20252915.558935.558930.956650.95665
15 May 20252925.558725.558720.956500.95650
16 May 20252935.558515.558510.956360.95636
17 May 20252945.558305.558300.956220.95622
18 May 20252955.558105.558100.956070.95607
19 May 20252965.557895.557890.955930.95593
20 May 20252975.557685.557680.955780.95578
21 May 20252985.557475.557470.955640.95564
22 May 20252995.557265.557260.955500.95550
23 May 20253005.557055.557050.955350.95535
24 May 20253015.556845.556840.955210.95521
25 May 20253025.556635.556630.955070.95507
26 May 20253035.556425.556420.954920.95492
27 May 20253045.556215.556210.954780.95478
28 May 20253055.556015.556010.954630.95463
29 May 20253065.555805.555800.954490.95449
30 May 20253075.555595.555590.954350.95435
31 May 20253085.555385.555380.954200.95420
1 June 20253095.555175.555170.954060.95406
2 June 20253105.554965.554960.953920.95392
3 June 20253115.554755.554750.953770.95377
4 June 20253125.554545.554540.953630.95363
5 June 20253135.554335.554330.953490.95349
6 June 20253145.554135.554130.953340.95334
7 June 20253155.553925.553920.953200.95320
8 June 20253165.553715.553710.953060.95306
9 June 20253175.553505.553500.952910.95291
10 June 20253185.553295.553290.952770.95277
11 June 20253195.553085.553080.952630.95263
12 June 20253205.552875.552870.952480.95248
13 June 20253215.552665.552660.952340.95234
14 June 20253225.552455.552450.952200.95220
15 June 20253235.552255.552250.952050.95205
16 June 20253245.552045.552040.951910.95191
17 June 20253255.551835.551830.951770.95177
18 June 20253265.551625.551620.951630.95163
19 June 20253275.551415.551410.951480.95148
20 June 20253285.551205.551200.951340.95134
21 June 20253295.550995.550990.951200.95120
22 June 20253305.550785.550780.951050.95105
23 June 20253315.550575.550570.950910.95091
24 June 20253325.550375.550370.950770.95077
25 June 20253335.550165.550160.950630.95063
26 June 20253345.549955.549950.950480.95048
27 June 20253355.549745.549740.950340.95034
28 June 20253365.549535.549530.950200.95020
29 June 20253375.549325.549320.950050.95005
30 June 20253385.549115.549110.949910.94991
1 July 20253395.548905.548900.949770.94977
2 July 20253405.548695.548690.949630.94963
3 July 20253415.548485.548480.949480.94948
4 July 20253425.548285.548280.949340.94934
5 July 20253435.548075.548070.949200.94920
6 July 20253445.547865.547860.949060.94906
7 July 20253455.547655.547650.948910.94891
8 July 20253465.547445.547440.948770.94877
9 July 20253475.547235.547230.948630.94863
10 July 20253485.547025.547020.948490.94849
11 July 20253495.546815.546810.948350.94835
12 July 20253505.546605.546600.948200.94820
13 July 20253515.546405.546400.948060.94806
14 July 20253525.546195.546190.947920.94792
15 July 20253535.545985.545980.947780.94778
16 July 20253545.545775.545770.947630.94763
17 July 20253555.545565.545560.947490.94749
18 July 20253565.545355.545350.947350.94735
19 July 20253575.545145.545140.947210.94721
20 July 20253585.544935.544930.947070.94707
21 July 20253595.544725.544720.946920.94692
22 July 20253605.544525.544520.946780.94678
23 July 20253615.544315.544310.946640.94664
24 July 20253625.544105.544100.946500.94650
25 July 20253635.543895.543890.946360.94636
26 July 20253645.543685.543680.946220.94622
27 July 20253655.543475.543470.946070.94607
27 August 20253965.523475.523470.941830.94183
26 September 20254265.504125.504120.937780.93778
27 October 20254575.484125.484120.933640.93364
26 November 20254875.464775.464770.929680.92968
26 December 20255175.445425.445420.925770.92577
25 January 20265475.426065.426060.921900.92190
25 February 20265785.406065.406060.917950.91795
28 March 20266095.386075.386070.914050.91405
27 April 20266395.366715.366710.910320.91032
28 May 20266705.346725.346720.906520.90652
27 June 20267005.327365.327360.902880.90288
27 July 20267305.308015.308010.899280.89928
26 July 202710945.101215.101210.858220.85822
25 July 202814594.893854.893850.822320.82232
26 July 202918254.685924.685920.791130.79113
26 July 203021904.685354.685350.754940.75494
26 January 203123744.685354.685350.737320.73732
27 July 203125564.685354.685350.720290.72029
27 July 203229224.685354.685350.687230.68723
26 October 203230134.685354.685350.679250.67925
27 July 203332874.685354.685350.655770.65577
26 July 203436514.685354.685350.625840.62584
28 July 203540184.685354.685350.597040.59704
27 July 203643834.685354.685350.569710.56971
27 July 203747484.685354.685350.543630.54363
28 July 203851144.685354.685350.518680.51868
25 July 203954764.685354.685350.495130.49513
26 July 204473044.685354.685350.391570.39157
26 July 204991304.685354.685350.309750.30975
28 July 2054109584.685354.685350.244970.24497
28 July 2059127844.685354.685350.193780.19378
27 July 2064146104.685354.685350.153290.15329