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Is NZD/USD the only currency pair with a different value date roll-over time? Where do you see this?

The only information I found so far is from http://www.londonfx.co.uk/valdates.html

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I know this is may be very late to the party, but the LondonFX page is correct. Other answers either do not understand the spot FX market or your question. NZD pairs roll at 7AM Auckland as backed by the https://www.nzfma.org/Site/practices_standards/market_conventions.aspx site and the "FX Forward Rate Roll Date Convention" document within it. For any other pair I'm aware of it is 5PM NY. I could not find a page that describes this better than the LondonFX page, not even Wikipedia.

Same day value date (T+0 aka ON aka TOD aka overnight) transactions have an intraday cut-off time, which depends on the bank settling the transaction or the platform facilitating the transaction and their opening/operating hours and usually defined in the time zone of the bank/platform.

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I think that article you listed is fairly old.

The standard practice is to calculate the value date roll-over at 5:00pm NY time even for NZD/USD or other non G10 pairs. I can't find a source for holidays, however I think that is exchange/ECN/IB/liquidity provider dependent with most trading 24/5 regardless of holidays.

Update: If the settlement currency is not USD, it may be different. AUD based accounts would have a 3:00pm Sydney time value date.

https://www.citibank.com.au/Global_docs/pdf/MCG15054-MCA-and-FX-PDS.pdf

See:

http://www.cmegroup.com/trading/fx/g10/new-zealand-dollar_contract_specifications.html

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For a price quotation you can make any value date you like. What I mean by that is if the market's open and there's someone there to make a price then that's when the value date rolls. For example, at 7am Wellington time when the NZD market opens that's when the first prices for the new day's value date will be made and thus the NZD value date rolls from then on. I guess the same thing happens for all local markets and sovereign currencies.

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