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
10 July 202515.379605.379600.999850.99985
11 July 202525.386765.386760.999700.99970
12 July 202535.393925.393920.999560.99956
13 July 202545.401075.401070.999410.99941
14 July 202555.408235.408230.999260.99926
15 July 202565.415395.415390.999110.99911
16 July 202575.422545.422540.998960.99896
17 July 202585.429705.429700.998810.99881
18 July 202595.436865.436860.998660.99866
19 July 2025105.444025.444020.998510.99851
20 July 2025115.451175.451170.998360.99836
21 July 2025125.458335.458330.998210.99821
22 July 2025135.465495.465490.998060.99806
23 July 2025145.472645.472640.997900.99790
24 July 2025155.479805.479800.997750.99775
25 July 2025165.486965.486960.997600.99760
26 July 2025175.494115.494110.997440.99744
27 July 2025185.501275.501270.997290.99729
28 July 2025195.508435.508430.997140.99714
29 July 2025205.515585.515580.996980.99698
30 July 2025215.522745.522740.996830.99683
31 July 2025225.529905.529900.996670.99667
1 August 2025235.537055.537050.996520.99652
2 August 2025245.544215.544210.996360.99636
3 August 2025255.551375.551370.996210.99621
4 August 2025265.558525.558520.996050.99605
5 August 2025275.565685.565680.995890.99589
6 August 2025285.572845.572840.995730.99573
7 August 2025295.580005.580000.995580.99558
8 August 2025305.587155.587150.995420.99542
9 August 2025315.587685.587680.995270.99527
10 August 2025325.588225.588220.995110.99511
11 August 2025335.588755.588750.994960.99496
12 August 2025345.589285.589280.994810.99481
13 August 2025355.589825.589820.994650.99465
14 August 2025365.590355.590350.994500.99450
15 August 2025375.590885.590880.994350.99435
16 August 2025385.591425.591420.994200.99420
17 August 2025395.591955.591950.994040.99404
18 August 2025405.592485.592480.993890.99389
19 August 2025415.593025.593020.993740.99374
20 August 2025425.593555.593550.993580.99358
21 August 2025435.594085.594080.993430.99343
22 August 2025445.594625.594620.993280.99328
23 August 2025455.595155.595150.993130.99313
24 August 2025465.595685.595680.992970.99297
25 August 2025475.596215.596210.992820.99282
26 August 2025485.596755.596750.992670.99267
27 August 2025495.597285.597280.992510.99251
28 August 2025505.597815.597810.992360.99236
29 August 2025515.598355.598350.992210.99221
30 August 2025525.598885.598880.992060.99206
31 August 2025535.599415.599410.991900.99190
1 September 2025545.599955.599950.991750.99175
2 September 2025555.600485.600480.991600.99160
3 September 2025565.601015.601010.991440.99144
4 September 2025575.601555.601550.991290.99129
5 September 2025585.602085.602080.991140.99114
6 September 2025595.602615.602610.990980.99098
7 September 2025605.603155.603150.990830.99083
8 September 2025615.603685.603680.990680.99068
9 September 2025625.603585.603580.990530.99053
10 September 2025635.603485.603480.990370.99037
11 September 2025645.603385.603380.990220.99022
12 September 2025655.603285.603280.990070.99007
13 September 2025665.603185.603180.989920.98992
14 September 2025675.603095.603090.989770.98977
15 September 2025685.602995.602990.989620.98962
16 September 2025695.602895.602890.989460.98946
17 September 2025705.602795.602790.989310.98931
18 September 2025715.602695.602690.989160.98916
19 September 2025725.602595.602590.989010.98901
20 September 2025735.602495.602490.988860.98886
21 September 2025745.602395.602390.988710.98871
22 September 2025755.602305.602300.988550.98855
23 September 2025765.602205.602200.988400.98840
24 September 2025775.602105.602100.988250.98825
25 September 2025785.602005.602000.988100.98810
26 September 2025795.601905.601900.987950.98795
27 September 2025805.601805.601800.987800.98780
28 September 2025815.601705.601700.987650.98765
29 September 2025825.601605.601600.987490.98749
30 September 2025835.601515.601510.987340.98734
1 October 2025845.601415.601410.987190.98719
2 October 2025855.601315.601310.987040.98704
3 October 2025865.601215.601210.986890.98689
4 October 2025875.601115.601110.986740.98674
5 October 2025885.601015.601010.986590.98659
6 October 2025895.600915.600910.986440.98644
7 October 2025905.600815.600810.986280.98628
8 October 2025915.600715.600710.986130.98613
9 October 2025925.600515.600510.985980.98598
10 October 2025935.600305.600300.985830.98583
11 October 2025945.600095.600090.985680.98568
12 October 2025955.599885.599880.985530.98553
13 October 2025965.599675.599670.985380.98538
14 October 2025975.599465.599460.985230.98523
15 October 2025985.599255.599250.985080.98508
16 October 2025995.599045.599040.984930.98493
17 October 20251005.598835.598830.984780.98478
18 October 20251015.598635.598630.984630.98463
19 October 20251025.598425.598420.984480.98448
20 October 20251035.598215.598210.984330.98433
21 October 20251045.598005.598000.984180.98418
22 October 20251055.597795.597790.984030.98403
23 October 20251065.597585.597580.983880.98388
24 October 20251075.597375.597370.983730.98373
25 October 20251085.597165.597160.983580.98358
26 October 20251095.596955.596950.983420.98342
27 October 20251105.596755.596750.983270.98327
28 October 20251115.596545.596540.983120.98312
29 October 20251125.596335.596330.982970.98297
30 October 20251135.596125.596120.982820.98282
31 October 20251145.595915.595910.982670.98267
1 November 20251155.595705.595700.982520.98252
2 November 20251165.595495.595490.982370.98237
3 November 20251175.595285.595280.982220.98222
4 November 20251185.595075.595070.982070.98207
5 November 20251195.594875.594870.981920.98192
6 November 20251205.594665.594660.981770.98177
7 November 20251215.594455.594450.981630.98163
8 November 20251225.594245.594240.981480.98148
9 November 20251235.594035.594030.981330.98133
10 November 20251245.593825.593820.981180.98118
11 November 20251255.593615.593610.981030.98103
12 November 20251265.593405.593400.980880.98088
13 November 20251275.593195.593190.980730.98073
14 November 20251285.592985.592980.980580.98058
15 November 20251295.592785.592780.980430.98043
16 November 20251305.592575.592570.980280.98028
17 November 20251315.592365.592360.980130.98013
18 November 20251325.592155.592150.979980.97998
19 November 20251335.591945.591940.979830.97983
20 November 20251345.591735.591730.979680.97968
21 November 20251355.591525.591520.979530.97953
22 November 20251365.591315.591310.979380.97938
23 November 20251375.591105.591100.979230.97923
24 November 20251385.590905.590900.979080.97908
25 November 20251395.590695.590690.978930.97893
26 November 20251405.590485.590480.978790.97879
27 November 20251415.590275.590270.978640.97864
28 November 20251425.590065.590060.978490.97849
29 November 20251435.589855.589850.978340.97834
30 November 20251445.589645.589640.978190.97819
1 December 20251455.589435.589430.978040.97804
2 December 20251465.589225.589220.977890.97789
3 December 20251475.589025.589020.977740.97774
4 December 20251485.588815.588810.977590.97759
5 December 20251495.588605.588600.977440.97744
6 December 20251505.588395.588390.977300.97730
7 December 20251515.588185.588180.977150.97715
8 December 20251525.587975.587970.977000.97700
9 December 20251535.587765.587760.976850.97685
10 December 20251545.587555.587550.976700.97670
11 December 20251555.587345.587340.976550.97655
12 December 20251565.587145.587140.976400.97640
13 December 20251575.586935.586930.976260.97626
14 December 20251585.586725.586720.976110.97611
15 December 20251595.586515.586510.975960.97596
16 December 20251605.586305.586300.975810.97581
17 December 20251615.586095.586090.975660.97566
18 December 20251625.585885.585880.975510.97551
19 December 20251635.585675.585670.975360.97536
20 December 20251645.585465.585460.975220.97522
21 December 20251655.585255.585250.975070.97507
22 December 20251665.585055.585050.974920.97492
23 December 20251675.584845.584840.974770.97477
24 December 20251685.584635.584630.974620.97462
25 December 20251695.584425.584420.974470.97447
26 December 20251705.584215.584210.974330.97433
27 December 20251715.584005.584000.974180.97418
28 December 20251725.583795.583790.974030.97403
29 December 20251735.583585.583580.973880.97388
30 December 20251745.583375.583370.973730.97373
31 December 20251755.583175.583170.973590.97359
1 January 20261765.582965.582960.973440.97344
2 January 20261775.582755.582750.973290.97329
3 January 20261785.582545.582540.973140.97314
4 January 20261795.582335.582330.973000.97300
5 January 20261805.582125.582120.972850.97285
6 January 20261815.581915.581910.972700.97270
7 January 20261825.581705.581700.972550.97255
8 January 20261835.581495.581490.972400.97240
9 January 20261845.581295.581290.972260.97226
10 January 20261855.581085.581080.972110.97211
11 January 20261865.580875.580870.971960.97196
12 January 20261875.580665.580660.971810.97181
13 January 20261885.580455.580450.971670.97167
14 January 20261895.580245.580240.971520.97152
15 January 20261905.580035.580030.971370.97137
16 January 20261915.579825.579820.971220.97122
17 January 20261925.579615.579610.971080.97108
18 January 20261935.579415.579410.970930.97093
19 January 20261945.579205.579200.970780.97078
20 January 20261955.578995.578990.970630.97063
21 January 20261965.578785.578780.970490.97049
22 January 20261975.578575.578570.970340.97034
23 January 20261985.578365.578360.970190.97019
24 January 20261995.578155.578150.970050.97005
25 January 20262005.577945.577940.969900.96990
26 January 20262015.577735.577730.969750.96975
27 January 20262025.577525.577520.969600.96960
28 January 20262035.577325.577320.969460.96946
29 January 20262045.577115.577110.969310.96931
30 January 20262055.576905.576900.969160.96916
31 January 20262065.576695.576690.969020.96902
1 February 20262075.576485.576480.968870.96887
2 February 20262085.576275.576270.968720.96872
3 February 20262095.576065.576060.968580.96858
4 February 20262105.575855.575850.968430.96843
5 February 20262115.575645.575640.968280.96828
6 February 20262125.575445.575440.968140.96814
7 February 20262135.575235.575230.967990.96799
8 February 20262145.575025.575020.967840.96784
9 February 20262155.574815.574810.967700.96770
10 February 20262165.574605.574600.967550.96755
11 February 20262175.574395.574390.967400.96740
12 February 20262185.574185.574180.967260.96726
13 February 20262195.573975.573970.967110.96711
14 February 20262205.573765.573760.966960.96696
15 February 20262215.573565.573560.966820.96682
16 February 20262225.573355.573350.966670.96667
17 February 20262235.573145.573140.966520.96652
18 February 20262245.572935.572930.966380.96638
19 February 20262255.572725.572720.966230.96623
20 February 20262265.572515.572510.966080.96608
21 February 20262275.572305.572300.965940.96594
22 February 20262285.572095.572090.965790.96579
23 February 20262295.571885.571880.965650.96565
24 February 20262305.571675.571670.965500.96550
25 February 20262315.571475.571470.965350.96535
26 February 20262325.571265.571260.965210.96521
27 February 20262335.571055.571050.965060.96506
28 February 20262345.570845.570840.964920.96492
1 March 20262355.570635.570630.964770.96477
2 March 20262365.570425.570420.964620.96462
3 March 20262375.570215.570210.964480.96448
4 March 20262385.570005.570000.964330.96433
5 March 20262395.569795.569790.964190.96419
6 March 20262405.569595.569590.964040.96404
7 March 20262415.569385.569380.963890.96389
8 March 20262425.569175.569170.963750.96375
9 March 20262435.568965.568960.963600.96360
10 March 20262445.568755.568750.963460.96346
11 March 20262455.568545.568540.963310.96331
12 March 20262465.568335.568330.963170.96317
13 March 20262475.568125.568120.963020.96302
14 March 20262485.567915.567910.962880.96288
15 March 20262495.567715.567710.962730.96273
16 March 20262505.567505.567500.962580.96258
17 March 20262515.567295.567290.962440.96244
18 March 20262525.567085.567080.962290.96229
19 March 20262535.566875.566870.962150.96215
20 March 20262545.566665.566660.962000.96200
21 March 20262555.566455.566450.961860.96186
22 March 20262565.566245.566240.961710.96171
23 March 20262575.566035.566030.961570.96157
24 March 20262585.565835.565830.961420.96142
25 March 20262595.565625.565620.961280.96128
26 March 20262605.565415.565410.961130.96113
27 March 20262615.565205.565200.960990.96099
28 March 20262625.564995.564990.960840.96084
29 March 20262635.564785.564780.960700.96070
30 March 20262645.564575.564570.960550.96055
31 March 20262655.564365.564360.960410.96041
1 April 20262665.564155.564150.960260.96026
2 April 20262675.563945.563940.960120.96012
3 April 20262685.563745.563740.959970.95997
4 April 20262695.563535.563530.959830.95983
5 April 20262705.563325.563320.959680.95968
6 April 20262715.563115.563110.959540.95954
7 April 20262725.562905.562900.959390.95939
8 April 20262735.562695.562690.959250.95925
9 April 20262745.562485.562480.959100.95910
10 April 20262755.562275.562270.958960.95896
11 April 20262765.562065.562060.958810.95881
12 April 20262775.561865.561860.958670.95867
13 April 20262785.561655.561650.958520.95852
14 April 20262795.561445.561440.958380.95838
15 April 20262805.561235.561230.958240.95824
16 April 20262815.561025.561020.958090.95809
17 April 20262825.560815.560810.957950.95795
18 April 20262835.560605.560600.957800.95780
19 April 20262845.560395.560390.957660.95766
20 April 20262855.560185.560180.957510.95751
21 April 20262865.559985.559980.957370.95737
22 April 20262875.559775.559770.957230.95723
23 April 20262885.559565.559560.957080.95708
24 April 20262895.559355.559350.956940.95694
25 April 20262905.559145.559140.956790.95679
26 April 20262915.558935.558930.956650.95665
27 April 20262925.558725.558720.956500.95650
28 April 20262935.558515.558510.956360.95636
29 April 20262945.558305.558300.956220.95622
30 April 20262955.558105.558100.956070.95607
1 May 20262965.557895.557890.955930.95593
2 May 20262975.557685.557680.955780.95578
3 May 20262985.557475.557470.955640.95564
4 May 20262995.557265.557260.955500.95550
5 May 20263005.557055.557050.955350.95535
6 May 20263015.556845.556840.955210.95521
7 May 20263025.556635.556630.955070.95507
8 May 20263035.556425.556420.954920.95492
9 May 20263045.556215.556210.954780.95478
10 May 20263055.556015.556010.954630.95463
11 May 20263065.555805.555800.954490.95449
12 May 20263075.555595.555590.954350.95435
13 May 20263085.555385.555380.954200.95420
14 May 20263095.555175.555170.954060.95406
15 May 20263105.554965.554960.953920.95392
16 May 20263115.554755.554750.953770.95377
17 May 20263125.554545.554540.953630.95363
18 May 20263135.554335.554330.953490.95349
19 May 20263145.554135.554130.953340.95334
20 May 20263155.553925.553920.953200.95320
21 May 20263165.553715.553710.953060.95306
22 May 20263175.553505.553500.952910.95291
23 May 20263185.553295.553290.952770.95277
24 May 20263195.553085.553080.952630.95263
25 May 20263205.552875.552870.952480.95248
26 May 20263215.552665.552660.952340.95234
27 May 20263225.552455.552450.952200.95220
28 May 20263235.552255.552250.952050.95205
29 May 20263245.552045.552040.951910.95191
30 May 20263255.551835.551830.951770.95177
31 May 20263265.551625.551620.951630.95163
1 June 20263275.551415.551410.951480.95148
2 June 20263285.551205.551200.951340.95134
3 June 20263295.550995.550990.951200.95120
4 June 20263305.550785.550780.951050.95105
5 June 20263315.550575.550570.950910.95091
6 June 20263325.550375.550370.950770.95077
7 June 20263335.550165.550160.950630.95063
8 June 20263345.549955.549950.950480.95048
9 June 20263355.549745.549740.950340.95034
10 June 20263365.549535.549530.950200.95020
11 June 20263375.549325.549320.950050.95005
12 June 20263385.549115.549110.949910.94991
13 June 20263395.548905.548900.949770.94977
14 June 20263405.548695.548690.949630.94963
15 June 20263415.548485.548480.949480.94948
16 June 20263425.548285.548280.949340.94934
17 June 20263435.548075.548070.949200.94920
18 June 20263445.547865.547860.949060.94906
19 June 20263455.547655.547650.948910.94891
20 June 20263465.547445.547440.948770.94877
21 June 20263475.547235.547230.948630.94863
22 June 20263485.547025.547020.948490.94849
23 June 20263495.546815.546810.948350.94835
24 June 20263505.546605.546600.948200.94820
25 June 20263515.546405.546400.948060.94806
26 June 20263525.546195.546190.947920.94792
27 June 20263535.545985.545980.947780.94778
28 June 20263545.545775.545770.947630.94763
29 June 20263555.545565.545560.947490.94749
30 June 20263565.545355.545350.947350.94735
1 July 20263575.545145.545140.947210.94721
2 July 20263585.544935.544930.947070.94707
3 July 20263595.544725.544720.946920.94692
4 July 20263605.544525.544520.946780.94678
5 July 20263615.544315.544310.946640.94664
6 July 20263625.544105.544100.946500.94650
7 July 20263635.543895.543890.946360.94636
8 July 20263645.543685.543680.946220.94622
9 July 20263655.543475.543470.946070.94607
9 August 20263965.523475.523470.941830.94183
8 September 20264265.504125.504120.937780.93778
9 October 20264575.484125.484120.933640.93364
8 November 20264875.464775.464770.929680.92968
8 December 20265175.445425.445420.925770.92577
7 January 20275475.426065.426060.921900.92190
7 February 20275785.406065.406060.917950.91795
10 March 20276095.386075.386070.914050.91405
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10 May 20276705.346725.346720.906520.90652
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9 July 20277305.308015.308010.899280.89928
7 July 202810945.101215.101210.858220.85822
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8 July 203018254.685924.685920.791130.79113
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9 July 203329224.685354.685350.687230.68723
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10 July 203951144.685354.685350.518680.51868
6 July 204054764.685354.685350.495130.49513
8 July 204573044.685354.685350.391570.39157
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10 July 2055109584.685354.685350.244970.24497
9 July 2060127844.685354.685350.193780.19378
9 July 2065146104.685354.685350.153290.15329