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US SWAPS: ***Below is some of the more notable $ denominated swap flow from the
- At 02:48GMT there appeared to be a USD240mln+ receiver of USD 4Y at 2.6525%
- At 02:49GMT there appeared to be a USD100mln receiver of USD 5Y at 2.6975%
- At 02:49GMT there appeared to be a USD160mln payer of USD 3Y at 2.585%
- At 02:55GMT there appeared to be a USD49mln payer of USD 30Y at 2.961%
- At 03:09GMT there appeared to be a USD69.9k DV01 2Y-5Y STEEPENER at 22.15bp
- At 03:26GMT there appeared to be a USD186.4k 3Y-4Y-5Y Fly, paying the belly