NZX Debt Indices

NZX calculates a range of Government, Corporate Bond and Bank Bill indices designed to track the performance of fixed interest securities in New Zealand. Rules for the construction and maintenance of these indices can be found at the links below.

• NZX Government Bond Indices
• NZX Bank Bill Indices
• NZX Corporate Bond indices
• NZX NZD Swap Indices Brochure
• NZX NZ Kauri Bond Indices

Publication Frequency

The NZX Debt Indices are published daily, after the close of trading, on all days on which banks are open for general banking business in both Auckland and Wellington, New Zealand. That is, each day Monday through Friday, excluding national public holidays and also excluding regional holidays observed in Auckland or Wellington, specifically Auckland Anniversary Day and Wellington Anniversary Day.

The NZX Debt Indices are also published on the last calendar day of each month, even if that day falls on a weekend or holiday. If the last calendar of the month is a weekend or holiday, indices for that date are calculated by projecting the previous trading day’s closing rates forward as necessary.

National public holidays are listed on the NZX website at: http://www.nzx.com/nzxmarket/holidays

Auckland Anniversary Day is observed on the Monday closest to 29 January each year. Wellington Anniversary Day is observed on the Monday closest to 22 January each year.

Index Values

To view the index values and additional index data, go to: www.nzx.com/market/index_summaries/bond_indices