Swaps - AUD

AUD Swaps: Longs trade as post-RBA rally corrects

There has been trade in long AUD swaps and forwards as the market corrects following Tuesday's sharp post-RBA rally.

AUD Swaps: Spreads correct after RBA delivers 25

AUD swap spreads have corrected narrower as the market rallies in the wake of Tuesday's lower than expected 25bp RBA rate hike.

AUD Swaps: Spreads hit new wides ahead of RBA rates call

Long AUD swap spreads have pushed to their widest point in 9 years as rates plunge ahead of the looming RBA rates announcement.

AUD Swaps: 10y EFP at multi-year high; 3y given

10-year EFP hit multi-year high but dealers expect further upside to come. 3-year saw receiving interest and the box steepened up a tad.

AUD Swaps: Spread widening extends after BoE

The AUD rates curve is bull flattening on the BoE announcement and swap spreads continue to widen.

AUD Swaps: Spread widening slows; RBA expectations

The AUD swap spread widening trend is slowing. The RBA is increasingly expected to deliver another 50bp rate hike next week.

AUD Swaps: 3y hits 10y high; Corporate issuance boom

The 3y AUD swap rate rose to its highest point in a decade this morning. Domestic corporate issuance is running at a record breaking pace.

AUD Swaps: Spreads widen further as sell off extends

AUD swap spreads are widening further as the sell-off extends. The RBA is expected to hike its cash rate target by 50bps again next week.

AUD Swaps: Bond futures slump; Swaps well bid; Box flatter

The slump in US treasuries in overnight trading saw a sharp selloff in AUD rates. Swaps have been well bid and EFPs are wider.

AUD Swaps: RBA Bond Purchase Program Review published

The AUD rates curve is bear steepening. The RBA considered a 25bp hike this month and published its Bond Purchase Program Review findings today.