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AUSSIE BONDS

ACGB Apr-24 Under Pressure

JGBS

Futures Off Lows Overnight

AUD

CPI In The Spotlight

JGB TECHS

(Z1) Downside Pressure Resumes

US SWAPS
US SWAPS: US SWAPS: *** Below outlines some of the more notable $ denominated
swap flow from the early part of the Asia-Pacific session.
- At 01:13BST there appeared to be a USD100mln receiver of USD 5Y at 2.84163%
- At 01:18BST there appeared to be a USD110mln receiver of USD 5Y at 2.842%
- At 01:28BST there appeared to be a USD53mln payer of USD 4Y at 2.8243%
- At 01:34BST there appeared to be a USD34.8k DV01 2Y-5Y STEEPENER at 13.375bp
- At 01:41BST there appeared to be a USD51k DV01 3Y-5Y FLATTENER at
5.10000000000002bp
- At 01:45BST there appeared to be a USD300mln receiver of USD 2Y at 2.71%
- At 01:46BST there appeared to be a USD66mln payer of USD 10Y at 2.8975%
- At 01:46BST there appeared to be a USD240mln+ payer of USD 5Y at 2.84375%
- At 02:12BST there appeared to be a USD51mln payer of USD 2Y at 2.71131%
- At 02:38BST there appeared to be a USD150mln receiver of USD 5Y at 2.84163%