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New Data: New Zealand - Swap spread
Thursday, 03 Jan 2019 22:54 ET
By Jacky Cheung
Summary
December 2018 -- Data Buffet now carries the spread between 2-year and 10-year swap rates for the New Zealand wholesale market (one each daily and monthly series from 2010).
Detail

Dataset properties:

  • Measurement: Basis points (bp)
  • Adjustment: Not seasonally adjusted (NSA)
  • Native frequencies and start dates:
    • Daily - 3 January 2014
    • Monthly - August 201

The series reside in the historical catalog (New Zealand » Financial » Interest rates » Wholesale rates) and include, for example:

  • IR%SPSW2Y10YUD.INZL = Spread - Swap rates - 2 to 10 year - Close, (bp, NSA) - Daily
  • IR%SPSW2Y10YUM.INZL = Monthly

Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.

Other
Related ReleaseInterest Rates
SourceReserve Bank of New Zealand
FrequencyBusiness Daily
GeographyNew Zealand
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