6 Feb 2014
Flash: Expected swap rate changes in Australia/New Zealand - Nomura
FXStreet (Bali) - Nomura summarizes the expected swap (fixing) rate
changes for Australia and New Zealand for the next 3 and 12 months.
Key Quotes
Australia: The swap curve is pricing in -4bp of rate changes in 3M (1W change at 6bp) and 9bp of changes in 12M (1W change at 10bp) on 04-Feb-14.
New Zealand: The swap curve is pricing in 39bp of rate changes in 3M (1W change at 2bp) and 105bp of changes in 12M (1W change at 7bp) on 04-Feb-14.
changes for Australia and New Zealand for the next 3 and 12 months.
Key Quotes
Australia: The swap curve is pricing in -4bp of rate changes in 3M (1W change at 6bp) and 9bp of changes in 12M (1W change at 10bp) on 04-Feb-14.
New Zealand: The swap curve is pricing in 39bp of rate changes in 3M (1W change at 2bp) and 105bp of changes in 12M (1W change at 7bp) on 04-Feb-14.