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... Read full story

Credit default swap spreads

These are end-of-day corporate investment grade spreads in bps tracked and reported by Markit.

This data is sourced from the Markit CDS series, for investment grade instruments. They... Read full story

Business confidence - Interest rates

This chart tracks responses from the ANZ Bank monthly business confidence series. Specifically, it tracks responses to what... Read full story

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.... Read full story

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... Read full story

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... Read full story

Online call rate

This chart tracks the average of bank online call rates weekly.

Rate curves

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... Read full story

Risk premiums

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... Read full story

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.

Where an institution offers different... Read full story

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.

Where an institution offers different... Read full story