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:
- New Zealand Business Day and Holidays Conventions (updated 2022)
Foreign Exchange Conventions:
- FX & FX Currency Options Conventions (updated 05/20)
- FX Convention for Auckland & Wellington Anniversary Days
- FX Forward Rate Roll Date Conventions
Rates Conventions:
- Conventions for Broker (Interbank) Trades (updated 09/16)
- Convention for Auckland & Wellington Anniversary Days
- Debt Capital Markets Conventions
- Debt Securities Conventions (updated 11/21)
- FRN Pricing Conventions
- Interest Rate Derivative Conventions (updated 12/22)
- Interest Rate Option Conventions (updated 06/19)