Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The yield on New Zealand 10Y Bond Yield rose to 4.54% on August 1, 2025, marking a 0.01 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.03 points and is 0.28 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. New Zealand 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on August of 2025.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
New Zealand Government Securities: Secondary Market: Kiwi Bonds data was reported at 164.000 NZD mn in Feb 2020. This records a decrease from the previous number of 165.000 NZD mn for Jan 2020. New Zealand Government Securities: Secondary Market: Kiwi Bonds data is updated monthly, averaging 183.000 NZD mn from Jul 2015 (Median) to Feb 2020, with 56 observations. The data reached an all-time high of 205.000 NZD mn in Nov 2016 and a record low of 164.000 NZD mn in Feb 2020. New Zealand Government Securities: Secondary Market: Kiwi Bonds data remains active status in CEIC and is reported by Reserve Bank of New Zealand. The data is categorized under Global Database’s New Zealand – Table NZ.Z006: Government Securities.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
New Zealand Government Securities: Secondary Market: Inflation Indexed Bonds data was reported at 15,900.000 NZD mn in Jun 2018. This records an increase from the previous number of 15,800.000 NZD mn for May 2018. New Zealand Government Securities: Secondary Market: Inflation Indexed Bonds data is updated monthly, averaging 13,071.000 NZD mn from Jul 2015 (Median) to Jun 2018, with 36 observations. The data reached an all-time high of 15,900.000 NZD mn in Jun 2018 and a record low of 12,000.000 NZD mn in Feb 2016. New Zealand Government Securities: Secondary Market: Inflation Indexed Bonds data remains active status in CEIC and is reported by Reserve Bank of New Zealand. The data is categorized under Global Database’s New Zealand – Table NZ.Z003: Government Securities.
https://www.ibisworld.com/about/termsofuse/https://www.ibisworld.com/about/termsofuse/
This report analyses the yield on New Zealand 10-year government bonds. These are government securities that pay a fixed-interest coupon in arrears on a semi-annual basis. The yield is calculated using the interest rate and the difference between the market price of the bond and the value redeemable at par on maturity. Data for this report is sourced from the Reserve Bank of New Zealand (Te Putea Matua) and is presented as the average yield over each financial year.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
New Zealand Government Securities: Secondary Market: Nominal Bonds data was reported at 58,549.000 NZD mn in Jun 2018. This records an increase from the previous number of 58,449.000 NZD mn for May 2018. New Zealand Government Securities: Secondary Market: Nominal Bonds data is updated monthly, averaging 59,028.000 NZD mn from Jul 2015 (Median) to Jun 2018, with 36 observations. The data reached an all-time high of 61,111.000 NZD mn in Aug 2016 and a record low of 53,511.000 NZD mn in Jul 2015. New Zealand Government Securities: Secondary Market: Nominal Bonds data remains active status in CEIC and is reported by Reserve Bank of New Zealand. The data is categorized under Global Database’s New Zealand – Table NZ.Z003: Government Securities.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Government Securities: Secondary Market: Treasury Bills data was reported at 4,200.000 NZD mn in Jun 2018. This records an increase from the previous number of 4,100.000 NZD mn for May 2018. Government Securities: Secondary Market: Treasury Bills data is updated monthly, averaging 4,030.000 NZD mn from Jul 2015 (Median) to Jun 2018, with 36 observations. The data reached an all-time high of 7,100.000 NZD mn in Jul 2015 and a record low of 3,600.000 NZD mn in Feb 2017. Government Securities: Secondary Market: Treasury Bills data remains active status in CEIC and is reported by Reserve Bank of New Zealand. The data is categorized under Global Database’s New Zealand – Table NZ.Z003: Government Securities.
https://www.ibisworld.com/about/termsofuse/https://www.ibisworld.com/about/termsofuse/
Market Size statistics on the Credit Reporting and Debt Collection Services industry in New Zealand
https://data.bis.org/help/legalhttps://data.bis.org/help/legal
Amounts outstanding of debt securities issued in international markets by residents of New Zealand of non-financial corporations (nationality of All countries excluding residents of all issuers), all currencies, Total all currencies, original maturity of total (all maturities), remaining maturity of total (all maturities), all interest rates
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Key information about New Zealand Foreign Portfolio Investment: Debt Securities
https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html
This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
https://www.ibisworld.com/about/termsofuse/https://www.ibisworld.com/about/termsofuse/
Operators in the Credit Reporting and Debt Collection Services industry have faced volatile trading conditions in recent years, with various factors influencing their performance. These factors include the unemployment rate, housing transfer numbers, insolvency volumes, consumer and business debt and their ability to meet debt obligations. The cash rate and funding costs for financial institutions, which influence borrowing costs, also affect demand. Low borrowing costs can boost demand for credit reports, while high borrowing costs cause financial distress, supporting demand for debt collectors. The industry can be broken down into two operating areas: debt collection services and credit reporting services. To assist businesses in managing their cashflow during lockdowns, the Central Government (Te Kawanatanga o Aotearoa) enacted temporary legislation limiting firms from collecting business debts from May 2020 through October 2021. This contributed to the industry operating at a loss for a few years during the pandemic. Credit reporters and debt collectors have benefited from government organisations and private firms, like financial institutions and utility providers, increasingly outsourcing debt collection and credit reporting functions over the past few years. Overall, industry revenue is expected to inch upwards at an annualised 0.7% over the five years through 2024-25, to total $138.3 million. This trend includes an anticipated revenue jump of 3.7% in 2024-25, as a hike in the unemployment rate and an elevated cash rate fuel demand for debt collection services. Trading conditions for agencies and collectors are forecast to be mixed in the coming years. Credit reporting firms are likely to benefit from improving economic conditions, which will increase businesses’ and consumers’ willingness to take out loans. However, debt collectors may face challenges due to a projected drop in the unemployment rate and cash rate, both of which are set to lower the risk of defaults on debts. Overall, industry revenue is projected to tumble at an annualised 3.2% through the end of 2029-30, to total $117.7 million.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Key information about New Zealand Short Term Interest Rate
https://www.ibisworld.com/about/termsofuse/https://www.ibisworld.com/about/termsofuse/
The Financial Asset Investing industry's revenue is largely dictated by the performance of domestic and international financial markets. Volatility in global financial markets due to geopolitical and trade tensions has fuelled revenue volatility. Despite that, robust domestic and international sharemarket gains have underpinned financial asset investors' returns. Industry revenue is expected to fall at an annualised 5.2% over the five years through 2025-26, to total $48.6 billion. This trend includes an anticipated decline of 2.9% in the current year. Industry revenue has been highly volatile, with sharemarket performance remaining relatively strong thanks to tech-driven earnings. Because most expenses are fixed, rising asset bases and solid returns have boosted profitability. Industry participation has jumped, as asset investing becomes more popular among consumers and businesses, including investments in riskier assets like domestic and international equities. To combat unemployment, the RBNZ has repeatedly cut the official cash rate since September 2024. The lower yields have boosted bond prices and investor sentiment, contributing to industry expansion. However, the lower rates have also capped gains as income generated by interest-bearing assets has dipped, offsetting revenue growth. Industry revenue is forecast to grow moving forwards. The lower cash rate environment will push some investors towards riskier asset classes like equities and managed funds. Rising market valuations and inflows will swell industry assets and magnify the scale of returns. With most operating costs fixed, the heightened revenue will support profitability expansion. Robust risk management practices will be crucial to cushion against downside shocks as investors' risk appetite climbs. Financial asset investors likely face stronger competition from funds, including KiwiSaver schemes. Continued inflows into KiwiSaver schemes will limit the industry's asset base expansion as KiwiSaver providers move beyond traditional trust structures. Overall, industry revenue is forecast to grow at an annualised 2.4% over the five years through 2030-31, to reach $54.6 billion.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Key information about New Zealand National Government Debt
Abstract copyright UK Data Service and data collection copyright owner. This is one dataset arising from a project whose main aims are: 1. To contribute to knowledge by engaging in a study of the relationship between Australia, New Zealand and international capital markets 1850-1950 which would focus on three key themes: i. The history of Australia and New Zealand as borrowers and debtors. ii. The rise and consolidation of the British 'colonial' market in the London capital market from the mid-nineteenth century to the late 1920s. iii. The interaction between the market disciplines to which all borrowers were subject, and the opportunities and constraints created by membership of the British Empire. The study would also evaluate recent arguments (Cain and Hopkins, 1993) about the role of the City of London in the dynamics of British imperial expansion and control with respect to two British settler societies, Australia and New Zealand. 2. To extend and revise the statistics of Australasian public debt in the period 1850-1950. 3. To create a database of Australasian overseas public loans during that period. The projects specific objectives were to complete three stages of research: 1. The consultation of archival and printed official sources in the United Kingdom and Australia relating to Australasian borrowing activity and relations with overseas creditors during nineteenth century. These either had not been available to, or were not consulted by, earlier historians. 2. The collection of quantitative data for revised statistics of Australian and New Zealand public debt between 1850 and 1950. 3. The collection of data for a database of Australasian overseas public loans during that period. Main Topics: This dataset publishes new statistics of Australian colonial and state debt, and of capital raised by all Australian public borrowers (including corporation) in London, until 1914. Current historical statistics do not distinguish between stocks of debt held locally or abroad. Moreover, the time series of new capital subscribed or received in London prepared by Butlin, Simon, Hall, and others often aggregate all colonial public borrowing, have different terminal dates, and are inconsistent with each other. The new statistics remedy these deficiencies. Three types of table are presented. The first disaggregates, and where necessary corrects, the official annual statistics of stocks of outstanding debt of each Australian colony, distinguishing between the place of original sale, long and short-term securities, and gross new issues (i.e. the nominal value of all securities sold) and repayments. The second shows the stocks of long and short term debt held in Australia and the United Kingdom. These are taken principally from Statistical Registers, and include debt (e.g. stock issued by Savings Banks) omitted from the official statistics in the early years. The final type of table summarises the principal annual flows in London of capital created (including as a result of conversions and exchanges), subscribed, received, and amortized for each colonial government and for public corporations as a single group. It excludes flows arising from remittance of securities originally sold in the colonies, but includes transfers from London to colonial registers and purchases from sinking funds where they are known. The data is presented in 18 spreadsheets and are of seven separate borrowers: New South Wales (3 spreadsheets), Victoria (3), Queensland (3), South Australia (3), Tasmania (2), Western Australia (2), and public corporations (1). Please note: this study does not include information on named individuals and would therefore not be useful for personal family history research.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Key information about New Zealand External Debt
https://data.bis.org/help/legalhttps://data.bis.org/help/legal
New Zealand - Debt sec, issued by central gov, in domestic market at lt org mat (> 1y or no stated maturity) denominated in all currencies at nominal value stocks
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Key information about New Zealand External Debt: Short Term
Treasury yield curves or treasury zero-coupon yield curve are derived from treasury benchmark curves. The main interest in the market to estimate treasury yield curves is to provide insights into the evolution of market expectations.
The zero coupon rate or zero rate, the most common form of interest rate, is the yield implied by the different between a zero coupon bond's current purchase price and the value it pays at maturity. A given zero rate applies only to a single point in the future and, as such, can only be used to discount cash flows occurring on this date. Zero rates can have different compoundings: continuously, semi-annually, annually, etc. The continuously compounded zero rate has the simplest expression and computation mathematically.
https://www.futuremarketinsights.com/privacy-policyhttps://www.futuremarketinsights.com/privacy-policy
The post-pandemic economic recovery has started to benefit businesses across various sectors. With the advent of sophisticated technologies such as artificial intelligence and machine learning algorithms, businesses around the world are not at all shying from adopting financial software to effectively manage their financial operations, mitigate risks, and optimize their treasury functions.
Attributes | Details |
---|---|
Market Value for 2024 | US$ 5,599.57 million |
Projected Market Value for 2034 | US$ 12,314.8 million |
Value-based CAGR of the Market for 2024 to 2034 | 8.20% |
Category-wise Insights
Attributes | Details |
---|---|
Component | Treasury and Risk Management Software |
Market Share (2024) | 64.80% |
Attributes | Details |
---|---|
End User | Investment Banks |
Market Share (2024) | 22.40% |
Country-wise Insights
Countries | CAGR (2024 to 2034) |
---|---|
China | 10.30% |
United States | 6.10% |
Australia and New Zealand | 5.80% |
Germany | 3.10% |
Japan | 2.00% |
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The yield on New Zealand 10Y Bond Yield rose to 4.54% on August 1, 2025, marking a 0.01 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.03 points and is 0.28 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. New Zealand 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on August of 2025.