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USDCAD TECHS

Bullish Price Structure Intact

AUDUSD TECHS

Needle Points South

US TSY OPTIONS

BLOCK, Huge 5Y Put Buy

EURJPY TECHS

Probes The Bear Trigger

USDJPY TECHS

Range Base Holds Firm

AUSSIE BONDS
AUSSIE BONDS: US SWAPS: *** Below outlines some of the more notable $
denominated swap flow from the latter part of the Asia-Pacific session. 5-Year
flows were more balanced than they had been in the earlier part of the session
when receivers drove the flow.
- At 02:25GMT there appeared to be a USD80mln payer of USD 5Y at 2.765%
- At 02:25GMT there appeared to be a USD40mln payer of USD 5Y at 2.765%
- At 02:45GMT there appeared to be a USD50mln receiver of USD 5Y at 2.7625%
- At 02:54GMT there appeared to be a USD75mln payer of USD 5Y at 2.7639%
- At 02:55GMT there appeared to be a USD100mln payer of USD 5Y at 2.7639%
- At 03:49GMT there appeared to be a USD46.6k DV01 3Y-5Y FLATTENER at 10.59bp
- At 04:59GMT there appeared to be a USD100mln receiver of USD 5Y at 2.737%
- At 05:56GMT there appeared to be a USD111.7k DV01 4Y-5Y STEEPENER at 4bp
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com