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VIEW: TD Securities initiated 2........>

AUSSIE BONDS
AUSSIE BONDS: VIEW: TD Securities initiated 2 trades on the back of Friday's
statement from Treasury:
- ACGB 04/25-ACGB 04/37 flattener, with an entry at 95bp, target of 70bp and
stop at 105bp, with DV01 of A$15K and 3-month positive carry of 0.9bp.
- Pay AU 10yr swap EFP, with an entry at -1.5bp, target of 5bp and stop at -4bp,
with DV01 of A$15K, 10yr June futures ref at 99.13."
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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