Swaps - AUD

AUD Swaps: Well bid after FOMC; 3y EFP tighter despite go...

AUD swaps have been well bid after US Fed Chair flagged an interest rate increase in March. 3-year EFP is tighter despite good paying in 3y swaps.

AUD Swaps: Well bid after strong inflation data; 3-5y rat...

AUD swaps have been well bid amid fears over a sooner-than-expected interest rate hike. Some swap rates hit their new high.

AUD Swaps: 5y better bid; 2-way 10y interests; Domestic i...

AUD bond futures are weaker as USTs have failed to sustain gains. 5y swaps have been better bid and 10-year saw mostly 2-way interests.

AUD Swaps: Swaps well offered; EFPs out; KfW Kanga

3-year AUD bond future rebounded after dipping to its recent low on Thursday. Swaps have been well offered but EFPs are generally wider.

AUD Swaps: 10s/30s flow; Labour market stress; IADB issue

The AUD 10s/30s curve spread traded after flattening recently. COVID stresses are showing in the labour market. IADB issued a 10y EMTN.

AUD Swaps: Government support declines pre-election; NWB ...

Activity in AUD swaps has picked up today. Public support for the government is declining ahead of the election. NWB issued a Kangaroo Bond.

AUD Swaps: Rising offshore issuance to keep AUD/USD basis...

There was early trade in AUD curve spreads. Hedging of increasing offshore issuance by Australian banks is expected to keep AUD/USD basis elevated.

AUD Swaps: Box dips to 1m low; QE exit case grows

The 3s/10s AUD box has dipped to a 1m low. The case for a QE exit is growing as the RBA's February meet approaches.

AUD Swaps: 10y well offered; Shorts bid; EFPs in

10-year AUD swaps have been well offered, contrasting better paying at the shorter-end of the curve. EFPs are mostly tighter.

AUD Swaps: Short forward flow; RBA review

Short AUD forwards traded overnight. The Treasurer has backed the case for a formal RBA review later this year.