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LATAM FX

Price Signal Summary: USD Remains Below Recent Highs

PIPELINE

Citigroup 3Pt on Tap

US TSYS

Repo Reference Rates

GILTS

Find a bid on Gilts cut remit expectation

US SWAPS
US SWAPS: * 2Y +0.66/27.71
* 5Y -0.27/11.63
* 10Y unch/3.00
* 30Y +0.25/-12.00
* Below outlines some of the more notable $ denominated swap flow from the
latter part of the Asia-Pacific session.
- At 04:44GMT there appeared to be a USD50mln payer of USD 10Y at 3.0597%
- At 04:45GMT there appeared to be a USD100mln payer of USD 2Y at 2.76125%
- At 05:35GMT there appeared to be a USD110mln receiver of USD 2Y at 2.7625%
- At 05:35GMT there appeared to be a USD150mln payer of USD 3Y at 2.86625%
- At 05:58GMT there appeared to be a USD100mln receiver of USD 5Y at 2.95861%
- At 06:01GMT there appeared to be a USD100mln receiver of USD 5Y at 2.95861%
- At 06:04GMT there appeared to be a USD100mln payer of USD 5Y at 2.9603%
- At 06:04GMT there appeared to be a USD50mln payer of USD 5Y at 2.9603%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com