|19 Nov 2021||26 Nov 2021||03 Dec 2021||10 Dec 2021||17 Dec 2021||24 Dec 2021||31 Dec 2021||07 Jan 2022||14 Jan 2022|
|Nominal bonds ($m)|
|Inflation indexed bonds ($m)|
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 NZClear:
Bond turnover is captured from the NZClear system, with the data recorded on the transaction settlement date. Only one side of each transaction is recorded. In respect of repurchase agreements, one side of each leg of the transaction is, therefore, recorded. Monthly and weekly data is available from January 1996.
From February 2020, splits between Non-Repo transactions and Repo/All other transactions are not available.
Weekly data is published on the first working day after the end of the preceding week. Monthly data is published on the first working day of the week after the end of the preceding month.
Data is released on the Reserve Bank’s Statistics section.
The Statistics Release Calendar provides a long-term plan of scheduled releases. It is updated and released on the first working day of the month.
View the Statistics Release Calendar
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.
Procedures are outlined in Section 4 of the Operating Rules and Guidelines for Domestic Market Operations.
Daily data covering all transactions are obtained from NZClear.
Nominal bonds which are denominated in New Zealand dollars, issued for terms greater than one year, and have a fixed interest coupon paid semi-annually in arrears.
Inflation-indexed bonds (IIB) are denominated in New Zealand dollars with a fixed coupon paid quarterly in arrears. On maturity, the principal and the indexed component of the bonds are redeemable. The index component refers to the incremental CPI adjustment from the date of bond issue to the principal due date.
|0||Zero or value rounded to zero|
|light red background||Historical|