November 23, 2022 01:26 GMT
RBNZ Pricing Shifts Higher On New OCR Track & Consideration Of 100bp Step
STIR
Source: MNI - Market News/RBNZ
RBNZ Meeting | OIS Implied OCR Post-RBNZ (%) | OIS Implied OCR 22 Nov '22 (%) | Change |
Nov-22 | 4.27 | 4.19 | +0.08 |
Feb-23 | 4.90 | 4.73 | +0.17 |
Apr-23 | 5.25 | 5.08 | +0.17 |
May-23 | 5.39 | 5.17 | +0.22 |
Jul-23 | 5.35 | 5.16 | +0.19 |
Aug-23 | 5.32 | 5.13 | +0.19 |
Oct-23 | 5.34 | 5.10 | +0.24 |
Nov-23 | 5.22 | 5.00 | +0.22 |
Feb-24 | 5.13 | 4.89 | +0.24 |
Apr-24 | 5.02 | 4.77 | +0.25 |
May-24 | 4.91 | 4.66 | +0.25 |
Jul-24 | 4.88 | 4.73 | +0.15 |
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