ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
CAPITAL & REPLICATING DEPOSITS PORTFOLIO
Australia, %
4
3
Portfolio Earnings Rate is a combination
of term swap rates (hedged component)
and 3mth BBSW (unhedged)
Portfolio earnings rate, Average %
Australia
New Zealand
1H20
1.64%
1.88%
2H20
1.20%
1.40%
2
1H21
0.92%
1.09%
2H21
0.85%
0.99%
1
1H22
0.84%
1.13%
0
Sep
Nov
Jan
20
20
21
Mar
21
May Jul
21
21
Sep
21
Nov
Jan
Mar
May
Jul
Sep
2H22
1.32%
1.53%
21
22
22
22
22
22
Portfolio Earnings Rate
3m BBSW (Monthly Average)
-
5 Year AUD Swap Rate¹
5
New Zealand, %
Portfolio Earnings Rate is a combination
4
of term swap rates (hedged component)
and 3mth BKBM (unhedged)
3
2
1
0
Sep
20
Nov
Jan
20
21
Mar
21
May Jul Sep
21 21 21
Nov
21
Jan
22
Mar
22
May Jul Sep
22
22
22
Portfolio Earnings Rate
3m BKBM (Monthly Average)
5 Year NZD Swap Rate¹
1.
Proxy for hedged investment rate
2.
Includes other Non-Interest Bearing Assets & Liabilities
Capital² & replicating deposits portfolio
Volume ($A)
Australia
~99b
New Zealand
~33b
International
~10b
Volume Change (YoY)
~5b increase
~2b decrease
~1b increase
Target Duration
Rolling 3 to 5 years
Various
Proportion Hedged
~74%
~91%
Various
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