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AUSSIE BONDS

Holding Lower

CHINA RATES

China Repo Rates Fall on Wednesday

BOJ

1- To 10-Year Rinban Conducted

US SWAPS
US SWAPS: Spds stll mostly wider, long end extending move into midday. Light
flow on net, receivers in 2s at 2.501%, 5s at 2.4056% and 10s at 2.5445%; payer
in 3s at 2.4406%. Earlier, mild receivers in 2s and 3s after the open, rate
paying in 5s at 2.4310%. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
11:30       -0.10/9.94    +0.50/3.50     +0.50/-1.12   +1.00/-24.00
9:45        -0.16/9.88    +0.44/3.44     +0.38/-1.25   +0.75/-24.25
Mon Open    +0.28/10.31   +0.44/3.44     +0.31/-1.31   +0.31/-24.69
Mon 7:30    +0.72/10.75   +0.50/3.50     +0.25/-1.38   +0.25/-24.75
Fri 3:00    +1.12/10.00   +0.19/3.12     +0.25/-1.38   +0.50/-24.75
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com