Interest rates charts
Daily swap rates
These are start-of-day swap rates tracked and reported by a major bank. An interest rate swap is where two people (or counterparties if you want to be technical) agree to exchange two different types...
Credit default swap spreads
We are back offering CDS spreads for NZ and AU sovereign debt. The corporate series are no longer being updated. The source is now blocked. The video here is a useful primer: http://www.investopedia...
Term deposit rates
This is the average bank rate, for a deposit of $10,000. Data is sourced from our archived rates, as at 5pm each Friday.
Bank bill rates
This chart series tracks the bank bill rates as published by the RBNZ daily.
Wholesale bank bill reference rates
This chart series tracks the FRA of the "NZ independent bank bill" rates as published daily by the NZ Financial Markets Association. Used with permission.
Official cash rates
This chart set records the official interest rate for each central bank regulator, as at Friday each week. The "real rates" reflect each official rate, less the local headline consumer price index.
Online call rate
This chart tracks the average of bank online call rates weekly.
Rate curves record the variation between interest rates at two different terms. Common ones are the ten-year-rate-less-the-one-year-rate, or the five-year-rate-less-the-one-year-rate. If longer terms...
The difference between NZ Govt bond yields and the equivalent US Treasury bond yields.
US Treasury Bonds
Data in this chart set is from the US Federal Reserve, the average for each calendar week.
NZ Government bond rates
This chart series records the yields on NZ Government bonds, as published by the RBNZ. Specific bond selection is by the RBNZ. All government bonds are denominated in New Zealand dollars and have a...
Fixed mortgage rates
This series is based on our archived records for all banks, as at 5pm each Friday. It is a simple average of all retail offerings of each bank brand. Please note that an update was made to this data...
This series is based on our archived records for all banks, as at 5pm each Friday. It is a simple average of all retail offerings of each bank brand. Where an institution offers different products...