Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
Reporting on key macro data at the time of release.
Real-time insight on key fixed income and fx markets.
- Emerging MarketsEmerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
- Political RiskPolitical Risk
Intelligence on key political and geopolitical events around the world.
- About Us
AUSSIE BONDS: Aussie Bond futures operated on healthy volume during SYCOM trade,
undergoing a little bit of a roller-coaster ride, before finishing virtually
unchanged vs. the SFE close, at similar levels to where we currently operate.
Solid volume crossed at 97.905 in YMZ8 post-AU retail sales (modest beat 0.3%
M/M vs. exp. 0.2%), but there was little follow through.
- Little reaction in the space to comments from RBA's Heath, who focused on
theoretical aspects of the labour market.
- The latest AOFM auction & schedule for next week (10+ Year paper and an I/L
line) were well digested.
- The AU/U.S. 10-Year yield spread last deals at -48.0bp, unwinding a couple of
bp from yesterday's AU outperformance, with the domestic 3-/10-Year cash yield
differential last dealing relatively steady at ~69.0bp.
- Funding pressures have eased at the start of the quarter, which has played
into the basis space. There was little reaction in the Bill strip to today's
3-Month BBSW fixing (-1.03bp), last trading 1 tick higher to 1 tick lower.