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USDCAD TECHS

Watching The 50-Day EMA

AUDUSD TECHS

Bearish Focus

MONTH-END EXTENSIONS

Updated Barclays/Bbg Extension Estimates for US

US TSYS

Late Session Selling

US SWAPS
US SWAPS: Spds running mildly wider, light deal-tied paying, overnight repo
specials adding to move. Latest spread levels:
* 2Y +0.38/24.38
* 5Y +0.12/7.62
* 10Y +0.44/-3.69
* 30Y +0.38/-33.62
Wednesday recap: Off early session narrows, spds ratcheted wider by late
morning, wings on wides late, 10Y expanding late as well, late payers in 5s and
10s on light size, receiver in 7s. Deal-tied flow in the mix after modest rate
paying in short end earlier. OTC vol off lows as underlying rates made new
session lows late. 
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com