Early Calculation & Publication of NZdata Closing Rates on 24th December and 31st December 2021

NZFBF Market Notice

Market Notice No: 202110
Date: 20 December 2021

Early Calculation & Publication of NZdata Closing Rates on 24th December and 31st December 2021




Please note the following NZdata closing rates, usually available after 4:46pm NZT daily, will be calculated and published at approximately 12:16pm NZT on the 24th and 31st of December 2021.

  • NZ Govt Bond closing rate (NZGS) 
  • NZ Swap closing rate (NZSW) 
  • NZD/USD Basis Swap (NZBL)
  • NZD Bills/OIS Basis Swap (NZBO)
  • RFR/BKBM Basis Swap (NZBR)
  • RFR/RFR Basis Swap (NZRR)
  • NZ OIS close (NZOS)
  • NZ Credit Markets (NZNG)   

No closing rates will be calculated and published on 27th December and 28th December 2021, and 3rd January and 4th January 2022 as these are public holidays in New Zealand.


Please pass this email on to anyone in your organisation who may benefit from this notification.   


BKBM will continue to be published each business day at 10:41am. 


We would like to take this opportunity to wish all NZdata subscribers an enjoyable Christmas and New Year.