| RBNZ Meeting | OIS Implied OCR 5 Oct '22 (%) | OIS Implied OCR 4 Oct '22 (%) | Change |
| Oct-22 | 3.50 | 3.51 | -0.01 |
| Nov-22 | 4.00 | 4.03 | -0.04 |
| Feb-23 | 4.30 | 4.26 | 0.03 |
| Apr-23 | 4.48 | 4.44 | 0.04 |
| May-23 | 4.54 | 4.52 | 0.02 |
| Jul-23 | 4.54 | 4.54 | 0.00 |
| Aug-23 | 4.52 | 4.52 | 0.00 |
| Oct-23 | 4.52 | 4.61 | -0.09 |
| Nov-23 | 4.48 | 4.59 | -0.11 |
| Feb-24 | 4.50 | 4.59 | -0.09 |
| Apr-24 | 4.49 | 4.59 | -0.10 |
| May-24 | 4.46 | 4.62 | -0.16 |
Fig. 1: The Recent Evolution Of OIS Dated Pricing Surrounding The RBNZ's OCR
Source: MNI - Market News/Bloomberg
