Monthly wholesale interest rates: the Official Cash Rate (OCR) and related cash rates, bank bill yields (30/60/90-day), government bond yields, inflation-indexed bond yields and swap rates. Percent per annum; monthly averages of the daily B2 series, end-of-day close basis. Source: Reserve Bank of New Zealand, table B2.
Data as of 2026-06-23 · monthly · 101 rows
| Column | Type | Description | Series Id |
|---|---|---|---|
| date | date | Observation date | |
| cash_rate_official_cash_rate_ocr | double | Cash rate official cash rate (OCR) | INM.MP1.N.nae |
| cash_rate_overnight_deposit_rate | double | Cash rate overnight deposit rate | INM.MD1.N.nae |
| cash_rate_overnight_reverse_repurchase_facility_rate | double | Cash rate overnight reverse repurchase facility rate | INM.MD2.N.nae |
| cash_rate_overnight_interbank_cash_rate | double | Cash rate overnight interbank cash rate | INM.MN.NZK |
| bank_bill_yields_30_days | double | Bank bill yields 30 days | INM.MB01.NZZF |
| bank_bill_yields_60_days | double | Bank bill yields 60 days | INM.MB02.NZZF |
| bank_bill_yields_90_days | double | Bank bill yields 90 days | INM.MB03.NZZF |
| secondary_market_government_bond_yields_1_year | double | Secondary market government bond yields 1 year | INM.MG101.NZZCF |
| secondary_market_government_bond_yields_2_year | double | Secondary market government bond yields 2 year | INM.MG102.NZZCF |
| secondary_market_government_bond_yields_5_year | double | Secondary market government bond yields 5 year | INM.MG105.NZZCF |
| secondary_market_government_bond_yields_10_year | double | Secondary market government bond yields 10 year | INM.MG110.NZZCF |
| inflation_indexed_bond_20_september_2025 | double | Inflation indexed bond 20 september 2025 | INM.MG29.NS2509F |
| inflation_indexed_bond_20_september_2030 | double | Inflation indexed bond 20 september 2030 | INM.MG29.NS3009F |
| inflation_indexed_bond_20_september_2035 | double | Inflation indexed bond 20 september 2035 | INM.MG29.NS3509F |
| inflation_indexed_bond_20_september_2040 | double | Inflation indexed bond 20 september 2040 | INM.MG29.NS4009F |
| inflation_indexed_bond_20_september_2050 | double | Inflation indexed bond 20 september 2050 | |
| swap_rates_close_1_year | double | Swap rates close 1 year | INM.MS01.NZZC |
| swap_rates_close_2_year | double | Swap rates close 2 year | INM.MS02.NZZC |
| swap_rates_close_3_year | double | Swap rates close 3 year | INM.MS03.NZZC |
| swap_rates_close_4_year | double | Swap rates close 4 year | INM.MS04.NZZC |
| swap_rates_close_5_year | double | Swap rates close 5 year | INM.MS05.NZZC |
| swap_rates_close_7_year | double | Swap rates close 7 year | INM.MS07.NZZC |
| swap_rates_close_10_year | double | Swap rates close 10 year | INM.MS10.NZZC |
| swap_rates_close_15_year | double | Swap rates close 15 year | INM.MS15.NZZC |
| swap_rates_close_spread_2_10_year | double | Swap rates close spread 2 10 year | INM.MS61.NZZC |
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