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NZD Swap Rates
Looking for current and historic BKBM Swap Rates?
BlueGamma provides current and historic swap rates in an easy-to-use web app.
Live rates, refreshed every minute
Swap rates for all liquid tenors
No terminal required
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Latest NZD Swap Rates
Current Semi-Annual vs 3M BKBM swap rates – daily updates on NZD interest rate swaps.
Built to match the market and ready to use in your model
Live quotes in, easy-to-use curves out.
Quotes taken directly from leading inter-dealer brokers and exchanges.
Bootstrapped to make the curves ready to use in your model.
Validated for consistency on a regular basis.
Delivered in Excel format, making the curves ready to use.
Current 5-Year NZD Swap Rate
Examine the historical trend of the 5-Year Semi-Annual vs 3M BKBM swap rate.
Current BKBM rates
Access the latest BKBM rates.
Access the complete rates toolkit
Get historic curves, swap-pricing and mark-to-market calculators with a free 14-day trial.
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