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AUSSIE 10-YEAR TECHS

(H1) Fragile Outlook

US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

US SWAPS
US SWAPS: Spds running wider, top end session range w/exception of 30Y--long end
holding near steady. Modest swap flow seeing better receivers in 2s-5s, mixed
flys w/2s5s10s payer and 3s5s10s receiveron small size. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
10:45       +1.12/16.00   +0.88/5.88     +0.38/2.38    +0.06/-17.44
9:30        +1.12/16.00   +0.81/5.81     +0.31/2.31    +0.12/-17.38
Mon Open    +0.62/15.50   +0.44/5.44     +0.25/2.25    +0.25/-17.25
Fri 3:00    +0.38/14.12   +0.50/5.25     +0.06/2.19    -0.69/-17.38
Friday recap: Spds mildly wider for the most part by the bell, long end on
session narrows. Decent volume on earlier moves with better paying in short end
(1Y at 2.76378%, large $1B payer in 2s around 2.686%-2.6945%, near $750M payer
in 5s from 2.6550%-2.63728%, light receiving in 6s-7s, 2s3s5s payer fly.
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com