News

20 May 2021

Following consultation the NZFMA is introducing conventions for RFR/RFR Cross Currency Basis Swap.The updated conventions can be found HERE


28 April 2021

NZFMA has made two changes to the Operating Rules & Principles for BKBM. Read more

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.

22 February 2021

The NZFMA consultation on proposed inter-dealer cross currency swap market conventions for risk free rates (RFR) has closed. A summary of the feedback received and the proposed changes to the conventions is now available. Read more...

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...

30 November 2020

The New Zealand Financial Markets Association (NZFMA) to start calculating and publishing an OCR Compound Index.

Read the news release here

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).

Pages:

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Data Summary

RATES as at 25/11/2022
2pm NZDFIX
0.62520
TWI
72.8
Delayed Data

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