Swaps - AUD

AUD Swaps: CPI drives steepening; QE extension tipped for...

The AUD curve is bear-steepening after a stronger than anticipated CPI report. QE is expected to be extended but not until April.

AUD Swaps: YCC threshold; QE expiry; Kanga flow

AUD swap spreads are wider in calm trade ahead of Australia Day. The YCC threshold and QE expiration are key considerations. KBN and IADB sold Kangas.

AUD Swaps: 10y to see more paying; Futures curve approach...

3s/10s AUD futures curve is approaching its key level. Players believe the inverted USD-AUD spread will prompt further paying in 10y swaps.

AUD Swaps: Long flow after jobs report; Box wider

Swap flow has eased after the domestic jobs report was in line with expectations. There has been long-end flow. The 3s/10s box spread has edged wider.

AUD Swaps: YCC exit plan expected mid-year; Kanga flow

AUD curve spreads traded on a corrective flattening move. RBA is expected to outline a YCC exit plan mid-2021. KBN, SNCF and EIB issued Kanga Bonds.

AUD Swaps: Long-end curve trade; Kangaroo Bond flow

There has been trade in long AUD swaps as curve deals dominate. BNG and ADB have issued Kangaroo Bonds.

AUD Swaps: Light 10y offers; EFPs in

5y EFP is tighter as swaps there have been outperforming their underlying ACGBs. 10y saw clearer receiving interest but EFP there is less inverted.

AUD Swaps: SL given; 10y bid as spread too tight

Weak US jobs report has prompted receiving at the back-end of the AUD swap curve. 10y saw paying due to tight 10y USD-AUD swap spread.

Asia-Pacific MTNs: JPY Social Bonds; Callables; Uridashis...

A Japanese FSA announcement spurred Social Bond activity. Listing of structured bonds and vanilla bonds issued in the Asia Pacific markets.

AUD Swaps: 10s/25s up; Box positive; IFC Kanga taps

The 10s/25s AUD curve spread traded after widening sharply. 5y5y AUD-USD is approaching zero. The 3s/10s box is positive again. IFC tapped Kangas.