US Treasury yields
RBNZ signals it can't raise or cut rates; ECB affirms its current policy settings; eyes on Aussie jobs report
16th Apr 15, 8:32am
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RBNZ signals it can't raise or cut rates; ECB affirms its current policy settings; eyes on Aussie jobs report
NZ swap yields drift lower on QSBO, downward pressure to continue today. NZGB 15 April matures today
15th Apr 15, 9:37am
NZ swap yields drift lower on QSBO, downward pressure to continue today. NZGB 15 April matures today
Repayment of major April 15 NZGB raising demand, lowering yields. Bad China trade data also weighs on yields. Local eyes on QSBO
14th Apr 15, 8:24am
Repayment of major April 15 NZGB raising demand, lowering yields. Bad China trade data also weighs on yields. Local eyes on QSBO
June rate hike chances growing in US; NZ swap markets subdued; eyes on NZIER QSBO
13th Apr 15, 8:05am
June rate hike chances growing in US; NZ swap markets subdued; eyes on NZIER QSBO
Markets price in RBNZ cuts that are unlikely to happen. Large NZGB bond due to mature next week
10th Apr 15, 8:04am
Markets price in RBNZ cuts that are unlikely to happen. Large NZGB bond due to mature next week
Apart from US, global central banks on 'prolonged hold'. Local swap rates very flat, take cues from AU
9th Apr 15, 8:32am
Apart from US, global central banks on 'prolonged hold'. Local swap rates very flat, take cues from AU
After sinking to 18 mth lows, interest rate markets got a jolt from the RBA, changing rate track expectations
8th Apr 15, 8:21am
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After sinking to 18 mth lows, interest rate markets got a jolt from the RBA, changing rate track expectations
NZ swap curve lower and flatter. US oil prices up +6%, UST 10yr yield up to 1.9%. 'High probability' of an RBA cut today
7th Apr 15, 7:56am
NZ swap curve lower and flatter. US oil prices up +6%, UST 10yr yield up to 1.9%. 'High probability' of an RBA cut today
The dairy auction and US data should see lower NZ yields and flatter curve today. Sharp rise in yields expected if the RBA doesn't cut on Tuesday
2nd Apr 15, 7:59am
The dairy auction and US data should see lower NZ yields and flatter curve today. Sharp rise in yields expected if the RBA doesn't cut on Tuesday
NZ-AU 2-year swap spreads close to their highest levels in almost 8 years. Much of the RBA-RBNZ different approaches now priced in
1st Apr 15, 8:17am
NZ-AU 2-year swap spreads close to their highest levels in almost 8 years. Much of the RBA-RBNZ different approaches now priced in
NZ 2-year swap closed at 3.55%, markets eyeing on ANZ business confidence survey for direction, especially pricing intentions
31st Mar 15, 8:34am
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NZ 2-year swap closed at 3.55%, markets eyeing on ANZ business confidence survey for direction, especially pricing intentions
Yellen's signals to build on rising and steepening rate moves in local markets. Bond-swap spreads widen
30th Mar 15, 7:23am
Yellen's signals to build on rising and steepening rate moves in local markets. Bond-swap spreads widen
US 10-year yields up 10 bps to 2%; expect NZ yields to follow offshore markets today; NZ yield curve remains pretty flat
27th Mar 15, 8:38am
US 10-year yields up 10 bps to 2%; expect NZ yields to follow offshore markets today; NZ yield curve remains pretty flat
US Fed spokespeople set the tone in the bond markets, reinforcing the goal of higher rates this year - even though markets see short-term data as weak
26th Mar 15, 8:18am
US Fed spokespeople set the tone in the bond markets, reinforcing the goal of higher rates this year - even though markets see short-term data as weak
US inflation data fails to boost UST yields. US-German spreads narrow. China factories slip into contraction
25th Mar 15, 8:31am
US inflation data fails to boost UST yields. US-German spreads narrow. China factories slip into contraction
Lack of local data has local yields following offshore lead; yield spread between NZ and major peers becoming attractive; German bond yields trading at 0.22%
24th Mar 15, 8:29am
Lack of local data has local yields following offshore lead; yield spread between NZ and major peers becoming attractive; German bond yields trading at 0.22%
UST benchmark rates fall but NZ swap rates rise. RBA looking at 'sub-average growth'. Eyes on Fonterra board meeting
23rd Mar 15, 8:29am
UST benchmark rates fall but NZ swap rates rise. RBA looking at 'sub-average growth'. Eyes on Fonterra board meeting
NZ swap and bond yields fall sharply. Curve flattens creating corporate paying opportunity. More of same expected today
20th Mar 15, 8:18am
NZ swap and bond yields fall sharply. Curve flattens creating corporate paying opportunity. More of same expected today
US Fed signals push UST yields down. More downward pressure expected on NZ yields today. Eyes now on NZ Q4 GDP
19th Mar 15, 7:49am
US Fed signals push UST yields down. More downward pressure expected on NZ yields today. Eyes now on NZ Q4 GDP
NZ rates will be under pressure from 'soft' GDT auction; everyone else awaiting FOMC
18th Mar 15, 8:13am
NZ rates will be under pressure from 'soft' GDT auction; everyone else awaiting FOMC
US 10-year yields drift lower. Bond markets wonder if June Fed hike may be delayed. Eyes on RBA minutes
17th Mar 15, 7:57am
US 10-year yields drift lower. Bond markets wonder if June Fed hike may be delayed. Eyes on RBA minutes
Rates rise in all markets; US confidence slips and inflation expectations rise to 3%. All eyes on US Fed's Thursday meeting
16th Mar 15, 7:41am
Rates rise in all markets; US confidence slips and inflation expectations rise to 3%. All eyes on US Fed's Thursday meeting
Markets give muted approval to RBNZ's settings which removes housing issues from OCR framework and shifts them to FSR for action
13th Mar 15, 8:13am
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Markets give muted approval to RBNZ's settings which removes housing issues from OCR framework and shifts them to FSR for action
NZGB bond yields shift lower. LGFA offer getting wider recognition, yields falling. Markets expecting longer 'hold' by RBNZ
12th Mar 15, 7:37am
NZGB bond yields shift lower. LGFA offer getting wider recognition, yields falling. Markets expecting longer 'hold' by RBNZ
Local swaps down, German yields fall, US yields followed. Flattening pressure on NZ curve today
11th Mar 15, 8:19am
Local swaps down, German yields fall, US yields followed. Flattening pressure on NZ curve today