20 May 2021
Following consultation the NZFMA is introducing conventions for RFR/RFR Cross Currency Basis Swap.The updated conventions can be found HERE
30 March 2021
The New Zealand Financial Markets Association (NZFMA) recently consulted on a proposal to change the format of the Credit Market closing rates (NZNG) from yield to a clean price. Results of that consultation are now available.
25 March 2021
Due to popular demand, the Interest Rate Markets One Day Simulated Trading Workshops will be repeated in September 2021. The workshops will be held 21 September (Wellington) and 23 September (Auckland).
3 March 2021
This 4-day residential program is designed to train participants in the physical side of trading. No other program currently available offers such a practical and realistic trading platform, whilst encouraging teamwork and healthy competitiveness. Participants truly experience the life of a trader over several intensive days.
Further information and a registration form can be found here
15 January 2021
The New Zealand Financial Markets Association are consulting on a proposal to change the format of the Credit Market closing rates (NZNG) from yield to a clean price. Read more...
20 November 2020
The New Zealand Financial Markets Association are consulting on proposed inter-dealer cross currency swap market conventions for risk free rates (RFR).
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