Snapshot for RBNZ Chance of Priced Moves Next 12 Mths CS1YRBNZ NZD OIS (CS1YRBNZ)

Rate Profile Information for CS1YRBNZ

The Index measures the number of basis points of rate hikes or cuts that are priced for the next 12 months. A positive number represents the markets implied pricing of rate hikes from the Reserve Bank of New Zealand in one year's time. A negative number implies rate cuts by the 1 year date. The index is a continually rolling series such that each day shows the number of basis points priced for the rolling 1 year ahead date. All pricing is derived from the Overnight Index Swap curve. If you have any questions, please contact Credit Suisse directly.