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* 2Y -1.94/21.56 * 5Y unch./9.75 * 10Y.....>

US SWAPS
US SWAPS: * 2Y -1.94/21.56
* 5Y unch./9.75
* 10Y -0.04/2.8
* 30Y -0.08/-9.75
- At 01:13GMT there appeared to be a USD70mln payer of USD 3Y at 2.9128%
- At 01:23GMT there appeared to be a USD250mln receiver of USD 2Y at 2.8075%
- At 02:57GMT there appeared to be a USD120mln receiver of USD 2Y at 2.8025%
- At 03:10GMT there appeared to be a USD147.6k 2Y-5Y-10Y Fly, receiving the
belly
- At 04:20GMT there appeared to be a USD83.2k DV01 2Y-5Y FLATTENER at 18.375bp
- At 04:20GMT there appeared to be a USD150mln receiver of USD 6Y at 3.0075%
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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