August 29, 2024 02:38 GMT
RBA Dated OIS Holding Post-CPI Firming
STIR
RBA-dated OIS pricing is little changed today, with a cumulative 18bps of easing priced by year-end.
- Nevertheless, for meetings beyond November, RBA-dated OIS pricing remains 7-12 bps firmer than pre-CPI levels yesterday.
Figure 1: RBA-Dated OIS – Today Vs. Pre-CPI
Source: MNI – Market News / Bloomberg
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