Benchmarks

This service provides a Benchmark (BKBM) that represents the mid-rates for Prime Bank eligible securities that are traded in the local New Zealand market. BKBM represents the rates at which banks are willing borrow from, or lend to, one another for terms...

 

This service provides Closing Rates that represent the mid-rates for pre-approved and eligible instruments and tenors. The Closing Rates are sourced from live and deal-able two-way quotations extracted from Bloomberg ALLQ pages at 16:32 NZST every Business Day. Closing rates are determined each business day...

 

The Official Cash Rate (OCR) compound index simplifies the calculation of compound interest rates providing a standardised basis that is published by a recognised benchmark administrator. The OCR compound index is equivalent to a series of daily...

 

 

 

New Zealand Business Day Convention

 

NZFBF Benchmarks – Self-Assessed Statement of Compliance with the IOSCO Principles for Financial Benchmarks - November 2022