The Data: Coverage, Periodicity, and Timeliness

Coverage characteristics

Data is in millions of New Zealand dollars.

The following data covering all transactions that have occurred within the New Zealand Bond Market are obtained from Austraclear:

(a) Weekly and monthly volume of Non-Repo transactions by bond maturity and bond type.

(b) Weekly and monthly volume of Repo/All Other transactions by bond maturity and bond type.

(c) Weekly and monthly volume of total transactions by bond maturity and bond type.

Weekly data are released via electronic media.

Our website has monthly and weekly data from January 1996.

Periodicity

Daily.

Timeliness

Weekly screen release on the first working day after the end of the preceding week. Website updated on the first working day after the end of the proceeding week showing weekly data for the previous five weeks and aggregate data for the previous two completed months.

Access by the public

Advance release calendar

The “Advance Release Calendar” is updated and released each Friday on the website. This is a long-term plan of scheduled releases.

Integrity

Dissemination of terms and conditions under which official statistics are produced, including confidentiality of individual responses

Although there is no law that requires the RBNZ to compile and publish data on the bond turnover survey, there is an agreement between New Zealand Debt Management Office (NZDMO) and the RBNZ that the RBNZ will produce and publish a weekly Secondary Market Turnover Survey.

Provision of information about revisions and advance notice of major changes in methodology

Procedures are outlined in Section 4 of the Financial Markets Department Operating Rules and Guidelines.

Quality

Dissemination of documentation on methodology and sources used in preparing statistics

Daily data covering all transactions are obtained from Austraclear.

Dissemination of ... that support statistical cross-check and provide assurance of reasonableness

Not applicable.