RBNZ Meeting OIS Implied OCR 18 Oct '22 (%) OIS Implied OCR 17 Oct '22 (%) Change
Nov-22 4.21 4.11 0.10
Feb-23 4.87 4.57 0.30
Apr-23 5.20 4.93 0.27
May-23 5.25 5.05 0.20
Jul-23 5.21 5.02 0.19
Aug-23 5.22 5.00 0.22
Oct-23 5.24 5.00 0.24
Nov-23 5.13 4.92 0.21
Feb-24 5.07 4.87 0.20
Apr-24 5.00 4.87 0.13
May-24 4.94 4.87 0.07
Jul-24 5.05 4.87 0.18

Source: MNI - Market News/Bloomberg

STIR: RBNZ Dated OIS Pulls Higher after CPI, Sell-Side Get More Hawkish

Last updated at:Oct-18 04:16By: Anthony Barton
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RBNZ Meeting OIS Implied OCR 18 Oct '22 (%) OIS Implied OCR 17 Oct '22 (%) Change
Nov-22 4.21 4.11 0.10
Feb-23 4.87 4.57 0.30
Apr-23 5.20 4.93 0.27
May-23 5.25 5.05 0.20
Jul-23 5.21 5.02 0.19
Aug-23 5.22 5.00 0.22
Oct-23 5.24 5.00 0.24
Nov-23 5.13 4.92 0.21
Feb-24 5.07 4.87 0.20
Apr-24 5.00 4.87 0.13
May-24 4.94 4.87 0.07
Jul-24 5.05 4.87 0.18

Source: MNI - Market News/Bloomberg