News

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).

20 November 2020

The New Zealand Financial Markets Association (NZFMA) and its Rates Committee have recently reviewed the conventions relating to Interest Rate Swaps (IRS). As a result, changes have been made. Read more - Market Notice 2020/01.

16 September 2020

A calculation error identified on 17 August 2020 affected the value of some instruments within the NZ Credit Market Pricing Service.

6 July 2020

ACI FMA has worked on the production of new Videos, aimed at introducing the Association and their ELAC Portal (including the FX Global Code and UK Money Markets Code).

20 August 2019

NZFMA have lodged a submission with ASIC applying for relief (under ASIC regulatory Guide 51) for Derivative Transaction Rules (Reporting) 2013.

25 July 2019

NZFMA is embarking on an assessment of the most appropriate benchmark administration structure for the New Zealand financial markets that will meet IOSCO Benchmark Principles and mitigate any conflicts of interest. This assessment will include the identification of actual and potential conflicts relevant to benchmark administrators and consider global benchmark administration models that may work given the market constraints existing in New Zealand. Read the Scoping Document

20 May 2015

The FMA released the Bank Bill Benchmark Rate and Closing Rates Guidance Note in October 2017.  Read more

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Data Summary

RATES as at 8/12/2021
2pm NZDFIX
0.6784
TWI
73.0
Delayed Data

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