Swap rates
NZ rate curve steepening, with declines in swap rates at the shorter end
17th Oct 12, 8:45am
NZ rate curve steepening, with declines in swap rates at the shorter end
RBNZ rate cut foregone conclusion according to market; BNZ believes realistically around 35% chance of cut
16th Oct 12, 8:43am
RBNZ rate cut foregone conclusion according to market; BNZ believes realistically around 35% chance of cut
NZ inflation tipped to top 1.6% by end of 2012 before increasing in 2013
15th Oct 12, 9:29am
NZ inflation tipped to top 1.6% by end of 2012 before increasing in 2013
Demand for NZ Govt bonds solid, 62% owned by non-residents; eyes now on Q3 CPI with markets expecting low inflation
12th Oct 12, 8:42am
Demand for NZ Govt bonds solid, 62% owned by non-residents; eyes now on Q3 CPI with markets expecting low inflation
NZ yield curve flattened beyond what fundamentals suggest is appropriate
Expectations of rate cuts by both RBA and RBNZ perceived as 'a little aggressive' by BNZ
10th Oct 12, 8:41am
Expectations of rate cuts by both RBA and RBNZ perceived as 'a little aggressive' by BNZ
RBA has OCR rate 75 bps higher than RBNZ; historically NZ's OCR has run 40 bps higher than Aussie on average
9th Oct 12, 8:51am
RBA has OCR rate 75 bps higher than RBNZ; historically NZ's OCR has run 40 bps higher than Aussie on average
Swap rates up across the curve with a notable steepening; market expect OCR cut, BNZ does not
8th Oct 12, 9:21am
Swap rates up across the curve with a notable steepening; market expect OCR cut, BNZ does not
Westpac cuts 6-month, 18-month, plus 1 and 2 year home loan rates
The market is close to fully pricing a 25bps RBNZ cut in the year ahead; LGFA and DMO sell NZ$0.5 bln in debt
4th Oct 12, 8:14am
The market is close to fully pricing a 25bps RBNZ cut in the year ahead; LGFA and DMO sell NZ$0.5 bln in debt
Don't expect RBNZ to follow RBA in near term as hurdle for cutting remains high
3rd Oct 12, 8:21am
Don't expect RBNZ to follow RBA in near term as hurdle for cutting remains high
Aussie credit data contradicts previous statements by RBA and supports market's rate cut view
1st Oct 12, 8:56am
Aussie credit data contradicts previous statements by RBA and supports market's rate cut view
If sentiment in Europe erodes further, market could price in 50 bps OCR cut
28th Sep 12, 8:41am
If sentiment in Europe erodes further, market could price in 50 bps OCR cut
Long dated US yields pricing in long term inflation risk in post QEIII world
27th Sep 12, 8:36am
Long dated US yields pricing in long term inflation risk in post QEIII world
Australian short dated swaps at near all-time lows; NZ-AU swap spread contracts
26th Sep 12, 8:39am
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Australian short dated swaps at near all-time lows; NZ-AU swap spread contracts
RBA signals sustained drop in commodities and high AUD concerning; market expection is for rate cuts of 50 basis points
25th Sep 12, 8:45am
RBA signals sustained drop in commodities and high AUD concerning; market expection is for rate cuts of 50 basis points
Market continuing to flirt with rate cuts despite hawkish RBNZ mandate
24th Sep 12, 8:40am
Market continuing to flirt with rate cuts despite hawkish RBNZ mandate
Market starting to lose patience with Spain as they flog another tranche at 1% below August auction rate
21st Sep 12, 8:42am
Market starting to lose patience with Spain as they flog another tranche at 1% below August auction rate
Spain taking advantage of improved risk sentiment to auction more bonds
Fed's focus squarely on making progress in the labour market; inflation not a concern
14th Sep 12, 8:49am
Fed's focus squarely on making progress in the labour market; inflation not a concern
Market expection of OCR rate cut within next 12 months contradicts RBNZ's view
13th Sep 12, 8:49am
Market expection of OCR rate cut within next 12 months contradicts RBNZ's view
Investors waiting nervously on sidelines ahead of major announcement from German Constitutional Court
12th Sep 12, 8:51am
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Investors waiting nervously on sidelines ahead of major announcement from German Constitutional Court
Investors provided additional tool to protect capital against inflation with issuance of inflation-indexed bonds from October
11th Sep 12, 8:36am
Investors provided additional tool to protect capital against inflation with issuance of inflation-indexed bonds from October
US treasury bonds sold off following release of disappointing payroll data
10th Sep 12, 8:26am
US treasury bonds sold off following release of disappointing payroll data
ANZ NZ 5-year bond issue opens seeking at least NZ$200 mln in issue that'll pay investors 1.75% over swap rate
5th Sep 12, 5:34pm
ANZ NZ 5-year bond issue opens seeking at least NZ$200 mln in issue that'll pay investors 1.75% over swap rate