Changes to Interest Rate Swap Conventions

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.


Data Summary

RATES as at 3/08/2021
2pm NZDFIX
0.6997
TWI
74.2
Delayed Data

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