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US SWAPS

TD Enter 5-Year SOFR Swap Spread Tighteners

US TSYS

Early Bid Holds

AUD

Still Heavy

EURO-DOLLAR
EURO-DOLLAR: Broad based pressure on the euro through the crosses, has stops
triggered through the break of $1.1730, with the rate printing a new intra-day
low of $1.1715. Dip buyers emerged in the form of ECNS pushing the rate back
over $1.1730.