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AUD

Struggles To Break 0.78 Handle

AUSSIE BONDS

Supply & Local Data Due

JPY

USD/JPY Remains Heavy

US TSYS

Assessing A Narrow Day

NZD

Kiwi Recoups Monday's Losses

US SWAPS
US SWAPS: Swaps sit a touch tighter vs. Tsys on the back of the longer dated
tightening observed Monday.
- Latest spd levels:
* 2Y -0.15/16.91
* 5Y -0.11/11.77
* 10Y -0.25/5.00
* 30Y -0.25/-8.25
- Trades of note included:
- At 01:48GMT there appeared to be a USD110mln receiver of USD 8Y at 3.1075%
- At 01:49GMT there appeared to be a USD170mln+ payer of USD 9Y at 3.12%
- At 01:51GMT there appeared to be a USD91mln payer of USD 10Y at 3.13312%
- At 03:05GMT there appeared to be a USD170mln receiver of USD 3Y at 3.0539%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com