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A relatively limited session in terms of...>

US SWAPS
US SWAPS: A relatively limited session in terms of reported flow. Swap rates
ticking higher, with the belly leading. Spds vs. Tsys wider in the main.
- Latest spd levels:
- 2Y +0.63/13.63
- 5Y unch./8.25
- 10Y +0.03/3.00
- 30Y +0.38/-18.25
- Trades of note included:
- At 00:23GMT there appeared to be a USD100mln receiver of USD 5Y at 2.62937%
- At 01:04GMT there appeared to be a USD100mln receiver of USD 5Y at 2.63608%
- At 01:24GMT there appeared to be a USD51.2k DV01 5Y-30Y STEEPENER at 22.45bp
- At 02:02GMT there appeared to be a USD69.8k DV01 5Y-30Y STEEPENER at 22.37bp
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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