Market conventions
Market Conventions are designed to mirror the consensus view of the market as to the current accepted practices in the respective markets and to help avoid misunderstandings. Conventions can be varied at will by the mutual agreement of the counterparties to any trade.
General Conventions:
Foreign Exchange Conventions:
- FX & FX Currency Options Conventions
- FX Convention for Auckland & Wellington Anniversary Days
- FX Forward Rate Roll Date Convention
Rates Conventions:
- Conventions for Broker (Interbank) Trades (updated 09/16)
- Convention for Auckland & Wellington Anniversary Days
- Credit Derivatives Convention
- Debt Capital Markets Convention
- Debt Securities Convention (updated 09/15)
- Early/Late Convention
- FRN Pricing Convention
- Interest Rate Swap Convention (updated 12/19)
- Interest Rate Option Convention (updated 06/19)
- Negotiable/Transferable Instruments Convention
- Reciprocal Purchase Agreements Convention
- Payment Conventions for RTDs