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ASIA FX

BofA Bullish On IDR, INR & THB

JGB TECHS

(U1) Tilted Higher

NZD

Kiwi Gives Away Post-GDP Gains

AUSSIE BONDS

Dragged Flatter By U.S. Tsys Overnight

US SWAPS
US SWAPS: Spds mostly wider/spd curve flatter w/short end seeing broadest moves
on day, 2yr spd marched wider on nascent risk-off move (rates higher, equities
lower, vol nominally higher) following latest terrorist attack in Barcelona,
Spain. Overall flow rather light, some fast$ receiver unwinds in short end,
limited deal-tied hedging/incoming supply adding to wider levels. OTC vol
see-sawed around steady, mixed after the bell, longer vega underperforming on
bull-flattener in rates. Latest spread levels:
* 2Y +1.75/27.69
* 5Y +0.50/7.88
* 10Y +0.12/-4.69
* 30Y -0.38/-33.81