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A limited start for reported swap flow.....>

US SWAPS
US SWAPS: A limited start for reported swap flow. Swap rates have edged lower in
Asian hours, albeit at the margin, with spreads a touch flatter vs. Tsys.
- Latest spd levels:
- 2Y -0.30/14.51
- 5Y -0.20/9.30
- 10Y -0.22/2.78
- 30Y -0.10/-19.85
- Trades of note included:
- At 00:30GMT there appeared to be a DV01 7Y-30Y FLATTENER at 21.27bp, hard to
be sure of size
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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