What we Publish
The NZdata Service collects, calculates and publishes the following reference rates and pricing information:
Free to Air Data
The following data is available without subscription:
- NZ Bank Bills via NZFMA website (daily rates are on a 24 hour delay, not available via vendor feed)
- Bank Bill Daily Transaction Reports
- WM/Reuters NZ Cross Rate Fixings (non-NZFMA data, published only). View the WM/Reuters Spot & Forward Rates Methodology Guide HERE.
- Trade Weighted Index (TWI)
Fee Liable Data (real time)
- NZ Bank Bill Reference Rate
- NZ Swap Market Closes
- NZ Government Bond Market Closes
- NZ Overnight Indexed Swap Closes
- NZ Credit Market Pricing Service
- BKBM vs OIS Closes
- BKBM vs SOFR
- NZOCR vs SOFR
- NZ OCR Compound Index