Australian Securities Exchange

The best method to track Australian and New Zealand Bank bills is through the futures contract traded on the Australian Securities Exchange (ASX). Each trade separately. Both 30- and 90-day New Zealand Bank Bills trade as a futures contract with the ability to also trade options on the contract. The ASX also trades a 30-day New Zealand OCR futures contract. Why? Because New Zealand doesn't trade futures and options, so any futures and option trading are conducted through the ASX.

Short-term Interest Rates (STIR) is the method to find short-term interest-rate instruments in Australia, New Zealand, Europe, and euronext in the United States.

OCR for both Australia and New Zealand represent deposit rates and bank bills ...

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