What we Publish

The NZdata Service collects, calculates and publishes the following reference rates and pricing information:

Free to Air Data

The following data is available without subscription:

  • NZ Bank Bills via NZFMA website (daily rates are on a 24 hour delay, not available via vendor feed)
  • Bank Bill Daily Transaction Reports
  • WM/Reuters NZ Cross Rate Fixings (non-NZFMA data, published only). View the WM/Reuters Spot & Forward Rates Methodology Guide HERE.
  • Trade Weighted Index (TWI)

Link to free data page

Fee Liable Data (real time)

  • NZ Bank Bill Reference Rate
  • NZ Swap Market Closes
  • NZ Government Bond Market Closes
  • NZ Overnight Indexed Swap Closes
  • NZ Credit Market Pricing Service
  • BKBM vs OIS Closes
  • BKBM vs SOFR
  • NZ OCR Compound Index

Subscribe to NZdata here

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