Swaps - AUD

AUD Swaps: 3-10y bid; EFPs tighter

Losses in the USD rates market have prompted a similar move in Australia. 3-10y swaps were bid and EPFs were tighter across the curve.

AUD Swaps: Offered ahead of domestic data

The AUD rates market was firmer as it tracked the move in the USD market. There has been receiving at more liquid tenors ahead of domestic data.

AUD Swaps: EFPs hit new low despite swaps bid; 10y bond y...

The AUD rates market has followed the USD market lower. 10y bond yield hit its 9y low, and key EFPs tightened to fresh low despite swaps bid.

AUD Swaps: Bid after hawkish Fed; 2-10y bid; Box off from...

3-10y AUD swaps were bid after hawkish US Fed. The 3s/10s EFP box steepened up a tad after reaching its new low on the previous day.

AUD Swaps: Swaps bid ahead of US Fed; EFPs in

AUD swaps have been bid as players prepared for a hawkish US Fed. EFPs were tighter across the curve.

AUD Swaps: 10y given after RBA minutes; Mixed 3y interests

10y rallied more after the RBA minutes as it skewed towards a dovish stance. Interest in 3y was mixed.

AUD Swaps: EFP box flattest since June; China concern bac...

AUD swaps were offered amid concerns over the situation in China. The EFP box has flattened out to levels not seen since late-June.

AUD Swaps: 1y1y too rich; 1y/2y1y seen flatter; Jobless r...

AUD bond futures were firmer despite no improvement in jobless rate. 1y1y is too rich and 1y/2y1y seen flatter.

AUD Swaps: 10y given after lunch; 3y bid; Box steeper; Kf...

10y AUD swaps were offered after a strong UST auction. 3y was bid. The EFP box steepened up. KfW has tapped its 5y Kanga bond line.

AUD Swaps: 5y given; Box flatter; Consumer confidence fal...

The AUD swap market in general lacked a clear direction, thought domestic consumer confidence data might have backed the receiving in the 5-10y area.