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VIEW: ANZ Pencil In More OCR Hikes

AUSSIE BONDS

Eyes On The RBA

CHINA RATES

China Repo Rates Rise on Tuesday

US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the early part of the Asia-Pacific session.
- At 01:37GMT there appeared to be a USD90.2k DV01 10Y-15Y STEEPENER at 4bp
- At 02:39GMT there appeared to be a USD50mln payer of USD 5Y at 2.92446%
- At 02:52GMT there appeared to be a USD50mln payer of USD 5Y at 2.92274%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com