Swaps - AUD

AUD Swaps: Steepening triggers curve ideas

Long AUD curve spreads traded overnight after recent steepening triggered curve trade ideas.

AUD Swaps: Forwards trade ahead of jobs report

There has been trade in AUD curve spreads and forwards as the market looks ahead to key employment data later this week.

AUD Swaps: 3-10y bid after ECB; 5y EFP out

AUD Swaps: 3-10y bid after ECB; 5y EFP out

Asia Pacific MTNs: Zeros; JPY Perpetuals; Equity-linked U...

Asia Pacific MTNs: Zeros; JPY Perpetuals; Equity-linked Uridashis

AUD Swaps: Box edges wider; Curve, forward flow

The AUD 3s/10s box spread has continued to widen. There has been trade in curve spreads and forwards but the focus has been on the most liquid tenors.

AUD Swaps: RBA raises unconventional policy again

AUD spreads have narrowed and the box has widened on a dip in global sentiment. The RBA has again highlighted unconventional monetary policy measures.

AUD Swaps: Tighter 3y EFP steepens 3s/10s box

AUD Swaps: Tighter 3y EFP steepens 3s/10s box

AUD Swaps: Offered; EFPs out; 5s/10s ACGBs idea

AUD Swaps: EFPs out despite better offers; 5s/10s ACGBs idea

AUD Swaps: Spread support; QE speculation

The 10y AUD swap spread has narrowed to its recent support level around 15bps. More speculation about QE has followed the latest RBA rate cut.

AUD Swaps: 1y1y bid after dovish RBA triggers surge

Short AUD rates have plummeted since the RBA cut rates and issued a dovish statement yesterday. The 1y1y picked up a bid after the sharp decline.