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JPY

Liquidity Sapped By Local Holiday

AUD

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JGB TECHS

(Z1) Bearish Trend Condition

AUSSIE BONDS

U.S. Tsys Help Futures To Twist Flatten Overnight

US TSYS

Post-FOMC Twist Flattening

NZD

Heavy Start

US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the early part of the Asia-Pacific session. Flow noted in outright trades
as opposed to spreads, with the bulk being initiated by receivers.
- At 00:01GMT there appeared to be a USD50mln receiver of USD 10Y at 2.85928%
- At 00:07GMT there appeared to be a USD57mln payer of USD 10Y at 2.86145%
- At 00:09GMT there appeared to be a USD110mln payer of USD 5Y at 2.7223%
- At 00:14GMT there appeared to be a USD200mln receiver of USD 2Y at 2.50125%
- At 00:21GMT there appeared to be a USD67mln payer of USD 5Y at 2.72625%
- At 00:29GMT there appeared to be a USD100mln receiver of USD 5Y at 2.72645%
- At 00:38GMT there appeared to be a USD110mln receiver of USD 5Y at 2.72401%
- At 00:38GMT there appeared to be a USD57mln receiver of USD 10Y at 2.85748%
- At 01:05GMT there appeared to be a USD150mln receiver of USD 3Y at 2.62609%
- At 01:15GMT there appeared to be a USD80mln payer of USD 2Y at 2.5172%
- At 01:36GMT there appeared to be a USD100mln receiver of USD 2Y at 2.51625%
- At 01:49GMT there appeared to be a USD50mln receiver of USD 10Y at 2.875%
- At 02:03GMT there appeared to be a USD75mln receiver of USD 7Y at 2.80713%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com