Free to Air

Use the dropdown and date selection functions below to select NZdata's Free to Air and delayed NZ Bank Bill data. NZ Bank Bill reference rates are published here on a 24 hour delay. If you require these on a real-time basis, please see this page for information on subscribing to the NZdata Service.

OCR Compound Index

The Index will be calculated each business day around 10.00am and published at 10.41am to current benchmark subscribers via an emailed spreadsheet. The spreadsheet will contain three tabs;

• The first tab is today's index;
• The second tab is the OCR Compound Index's history back to 17 March 1999; and,
• The third tab provides calculators to calculate term risk-free rates in arrears and term risk-free rates in arrears with an observation shift for any tenor.

A document with the OCR Compound Index's methodology is available here.

Download the 24 hour delayed OCR Compound Index file here

Notice

Please note that from Monday 22 August 2022 the NZFMA will publish all FX rates used to calculate the TWI to five decimal places in line with World Market’s (WM) FX fixings.