News
The New Zealand Financial Markets Association (NZFMA) recently consulted on a proposal to change the format of the Credit Market closing rates (NZNG) from yield to a clean price. Results of that consultation are now available.
The New Zealand Financial Markets Association are consulting on a proposal to change the format of the Credit Market closing rates (NZNG) from yield to a clean price. Read more...
The New Zealand Financial Markets Association (NZFMA) to start calculating and publishing an OCR Compound Index.
Read the news release here
The New Zealand Financial Markets Association are consulting on proposed inter-dealer cross currency swap market conventions for risk free rates (RFR).
The New Zealand Financial Markets Association (NZFMA) and its Rates Committee have recently reviewed the conventions relating to Interest Rate Swaps (IRS). As a result, changes have been made. Read more - Market Notice 2020/01.
ACI FMA has worked on the production of new Videos, aimed at introducing the Association and their ELAC Portal (including the FX Global Code and UK Money Markets Code).
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