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 Convention (updated 2017)
• New Zealand Public Holidays - Market Closed (updated 2017)

Foreign Exchange Conventions:

• FX & FX Currency Options Conventions (updated 05/20)
• 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 12/20)
• Interest Rate Option Convention (updated 06/19)
• Negotiable/Transferable Instruments Convention
• Reciprocal Purchase Agreements Convention
• Payment Conventions for RTDs