interest rate swaps
NZ swap yields slid slightly lower yesterday; overnight, offshore “safe haven” yields subsided as risk appetite waned
15th Dec 11, 8:44am
NZ swap yields slid slightly lower yesterday; overnight, offshore “safe haven” yields subsided as risk appetite waned
NZ yields followed their offshore counterparts lower yesterday. Overnight, US and German yields consolidated.
14th Dec 11, 8:29am
NZ yields followed their offshore counterparts lower yesterday. Overnight, US and German yields consolidated.
Interest in receiving in 3 to 5 year swaps keeping yields down; offshore, waning risk appetite took US and German yields down
13th Dec 11, 8:46am
Interest in receiving in 3 to 5 year swaps keeping yields down; offshore, waning risk appetite took US and German yields down
NZ$ yield moves will remain subject to European developments; NZDMO auction attracted modest interest on Friday
12th Dec 11, 9:05am
NZ$ yield moves will remain subject to European developments; NZDMO auction attracted modest interest on Friday
RBNZ implies that rate rises will start in second half of 2012
9th Dec 11, 8:42am
RBNZ implies that rate rises will start in second half of 2012
Markets quiet ahead of RBNZ meeting and Euro summit
8th Dec 11, 8:35am
Markets quiet ahead of RBNZ meeting and Euro summit
Market pricing in a very small chance of RBNZ rate cut tomorrow
7th Dec 11, 8:50am
Market pricing in a very small chance of RBNZ rate cut tomorrow
NZ yields eased a little lower yesterday, giving up a bit of their recent gains; overnight, global risk appetite improved on optimism in Europe
6th Dec 11, 8:40am
NZ yields eased a little lower yesterday, giving up a bit of their recent gains; overnight, global risk appetite improved on optimism in Europe
NZ yields continued to inch higher off recent lows, yesterday. Overnight, successful European government bond auctions boosted market sentiment.
2nd Dec 11, 8:39am
NZ yields continued to inch higher off recent lows, yesterday. Overnight, successful European government bond auctions boosted market sentiment.
Failed German bond auction and fall in Chinese PMI helps yields lower
24th Nov 11, 8:50am
Failed German bond auction and fall in Chinese PMI helps yields lower
Early falls in short term rates were reversed on release of RBNZ 2-year-ahead inflation expectations
23rd Nov 11, 8:46am
Early falls in short term rates were reversed on release of RBNZ 2-year-ahead inflation expectations
Risk appetite fell sharply overnight as Moody's warns on France and US ‘super committee’ seems about to fail
22nd Nov 11, 8:43am
Risk appetite fell sharply overnight as Moody's warns on France and US ‘super committee’ seems about to fail
NZ yields continue to fall; 2 year swap rate hits a new low of 2.70%
21st Nov 11, 9:02am
NZ yields continue to fall; 2 year swap rate hits a new low of 2.70%
NZ$ interest rates continue to fall as Euro crisis concerns hit German and US bank credits
18th Nov 11, 8:50am
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NZ$ interest rates continue to fall as Euro crisis concerns hit German and US bank credits
Bond rates continue to fall, further at the long end, driven yield seeking offshore investors
17th Nov 11, 9:09am
Bond rates continue to fall, further at the long end, driven yield seeking offshore investors
NZ long term rates down sharply with 10 year NZGS hitting 10 year low
NZ interest rates virtually unchanged despite offshore moves and strong retail sales
15th Nov 11, 9:03am
NZ interest rates virtually unchanged despite offshore moves and strong retail sales
Market is now pricing just 10 bp of OCR rise in next year, but RBNZ tightening bias will make it hard to price a cut
14th Nov 11, 9:02am
Market is now pricing just 10 bp of OCR rise in next year, but RBNZ tightening bias will make it hard to price a cut
Short term rates now pricing in just 15 bp of OCR rise over next year
11th Nov 11, 8:47am
Short term rates now pricing in just 15 bp of OCR rise over next year
Long term yields to come under downward pressure, following offshore
10th Nov 11, 8:50am
Long term yields to come under downward pressure, following offshore
Quiet day in the NZ interest rate market, waiting for Euro crisis direction
9th Nov 11, 8:52am
Quiet day in the NZ interest rate market, waiting for Euro crisis direction
Strong Government bond auction helps rates lower
4th Nov 11, 8:58am
Strong Government bond auction helps rates lower
2-year swap rates appear range bound in a 3.00% to 3.25% band
3rd Nov 11, 8:44am
2-year swap rates appear range bound in a 3.00% to 3.25% band
NZ yields down again following offshore falls on back of renewed Euro crisis
2nd Nov 11, 9:05am
NZ yields down again following offshore falls on back of renewed Euro crisis
NZ yields down slightly as Euro "reality" kicks in; market expecting RBA to cut today
1st Nov 11, 8:55am
NZ yields down slightly as Euro "reality" kicks in; market expecting RBA to cut today