Swaps - AUD

AUD Swaps: Butterfly flow; QE options repeated; Goldman K...

There has been trade in mid sector AUD butterfly spreads. Governor Lowe has reiterated the RBA's QE options. Goldman issued a Kangaroo Bond.

AUD Swaps: Optical EFP correction due? RBA QE options

AUD swap spreads have eased today but could correct higher on a post-roll adjustment. The RBA has outlined its QE options.

AUD Swaps: Long curve spreads; EFPs to narrow post-TFF

There has been trade in AUD long-end curve spreads and 3m forwards. Short EFPs are seen narrowing after the TFF expiry.

AUD Swaps: 10y EFP at recent low; Good 10y offers

AUD rates are firmer despite strong US CPI data. 10-year EFP tightened to recent low amid good offers there.

AUD Swaps: Spreads widen on rally; When will RBA raise ra...

AUD swap spreads have widened on the rally. The RBA remains in focus with the next cycle of rate hikes expected to begin in 2023.

AUD Swaps: 5y5y trades after spread dip; QE3 seen lighter...

There has been AUD5y5y trade after a dip in the AUD-USD spread. Support for a downsized QE3 is growing. The AOFM will publish less issuance detail.

AUD Swaps: Spreads wider after S&P upgrade; RBA fade expe...

AUD swap spreads are widening after S&P upgraded its outlook on Australia's sovereign rating. The RBA is expected to fade its policy settings in July.

AUD Swaps: Box correction extends; Significant QE change ...

The AUD 3s/10s box spread correction has extended on the rally today. A significant change in QE is expected to be delivered by the RBA next month.

AUD Swaps: 3y EFP seen wider; 5y well bid

Expectations about some good US jobs data have backed good paying in AUD swaps. 3y EFP could widen further.

AUD Swaps: Spreads correct; Case for RBA tapering

AUD swap spreads have corrected lower and the box is less negative. The case for RBA tapering QE purchases is in focus ahead of the July decision.