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A limited Asia-Pac session in terms of.....>

US SWAPS
US SWAPS: A limited Asia-Pac session in terms of notable trades for the space,
with broader risk-off flows apparent, and the swap curve flattening as a result.
Spreads vs. Tsys trade mixed. Spd levels:
* 2Y +0.31/14.06
* 5Y unch./10.50
* 10Y -0.06/3.25
* 30Y -0.25/14.75
Trades of note included:
- At 01:31GMT there appeared to be a USD64.8k DV01 5Y-10Y STEEPENER at 8.5bp
- At 02:45GMT there appeared to be a USD50mln receiver of USD 5Y at 2.8419%
- At 03:33GMT there appeared to be a USD400mln payer of USD 2Y at 2.8925%
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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