News

The NZFMA's Rates Committee recently initiated a review of the terms to maturity and market parcels for New Zealand Government Bonds and New Zealand Inflation Indexed Bonds and made some changes.

The New Zealand Financial Benchmark Facility (NZFBF) launched its website today. The website contains information relating to the administration...

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

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

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.

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...

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

Read the news release here

The New Zealand Financial Markets Association are consulting on proposed inter-dealer cross currency swap market conventions for risk free rates (RFR).

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.