Swaps - AUD

AUD Swaps: Swaps well offered; 10y EFP at new high

AUD swaps have been well offered with 3y down by more than 10bps. EFPs are wider and 10-year EFP hits its new high.

AUD Swaps: Curve trades with box at top of range

There has been trade in AUD curve spreads and the 3s/10s box is holding at the top of its long term range. RMBS issuance is expected to slow.

AUD Swaps: Box moves to top of range; Third straight hike...

The AUD 3s/10s box has widened to the top end of its range. A third consecutive rate hike is expected to come next week.

AUD Swaps: Inflation warning; Curve seen flatter on RBA o...

AUD swap spreads are narrower. Treasurer Chalmers has issued an inflation warning. The curve is expected to flatten on the monetary policy outlook.

AUD Swaps: RBA sees safe path through tightening cycle

The 3s/10s AUD curve spread traded after recent steepening. The RBA sees Australia safely navigating a path through the monetary tightening cycle.

AUD Swaps: Spreads widen as rally extends

AUD swap spreads have widened as the underlying rally extends. The AOFM will sell 30y bonds and 3y linkers next week.

AUD Swaps: CFR to monitor RBA hike effects

The AUD rates market is correcting firmer and swap spreads are narrower. The CFR will monitor the effects of RBA hikes on deposit rates.

AUD Swaps: Box widens; RBA warns of more hikes

The AUD 3s/10s box spread has pushed to the top of its range. RBA Governor Lowe has warned Australians to prepare for more interest rate hikes.

AUD Swaps: RBA unlikely to return to yield targeting

The AUD 3s/10s box has pushed to its widest point since early May. A review on the RBA's yield target measure suggests a return is unlikely.

AUD Swaps: RBA hikes to continue at pace; FRN issuance

AUD swap spreads are narrower and the rates market is rallying. The RBA is expected to continue tightening at pace. FRN issuance has picked up.