Swaps - AUD

AUD Swaps: Box widens; Issuance to weigh on ultralong sec...

There has been trade in AUD curve spreads and the box is at a 2-week wide. The issuance outlook is expected to weigh on the ultra long sector.

AUD Swaps: 10s/30s at zero; RBA pushes 3y towards target

There has been trade in AUD curve spreads, with 10s/30s back at zero. Swap spreads are lower. RBA QE purchases have pushed the 3y yield towards 0.25%.

AUD Swaps: Swaps given; EFPs in as swaps outperform

AUD swaps have been offered with more activities seen at the longer-end. EFPs are generally tighter due to the outperformance in swaps.

Asia-Pacific MTNs: Callables, zeros, callable zeros

Listing of Asia Pacific structures and vanilla bonds sold by offshore issuers.

AUD Swaps: Box corrects higher; Corporate bonds seen cheap

Short AUD swap spreads have narrowed and the 3s/10s box has corrected higher. QIC says corporate bonds are cheap from a long-term perspective.

AUD Swaps: Box wider; RBA switches QE focus to Semis

There has been flow in forwards and the 3s/10s box has pushed to its widest point in 2 weeks. The RBA has switched its QE focus to Semi Bonds.

AUD Swaps: Curve, forward flow; Box pops above zero

There has been trade in AUD curve spreads and short forwards after the recent bullish correction. The 3s/10s box spread popped back above zero.

AUD Swaps: Bull flattening; Box disinversion; Illiquidity

The AUD curve is bull flattening and the 3s/10s box disinverting after Australia injected more fiscal stimulus. Illiquidity Is fuelling volatility.

AUD Swaps: 10y future jumps after RBA; FX limits 3y offers

10y AUD bond future jumps as the RBA announced to buy ACGBs. 5-10y swaps have been well offered but weak AUD has limited 3y offers.

AUD Swaps: RBA cuts to ELB, launches QE with YCC

This afternoon in Sydney the RBA cut rates to its 0.25% ELB and launched QE based on a new 3y yield target of 0.25%.