Logout / Access Other products Drop Down Arrow
Get live help Monday-Friday from 7:00AM-6:00PM ET (11:00AM-10:00PM GMT)  •  Contact Us
Check out our new FAQ section!
RSS Feed
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
Upcoming
Release DateReference date
29 Sep 202029 Sep 2020
30 Sep 202030 Sep 2020
01 Oct 202001 Oct 2020
02 Oct 202002 Oct 2020
05 Oct 202005 Oct 2020