Free Trial

*** Below outlines some of the more........>

US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the early part of the Asia-Pacific session. Spread flow has been mixed thus
far, albeit limited in frequency, while the 5-Year sector's larger flow has been
driven by payers.
- At 01:00GMT there appeared to be a USD100mln payer of USD 5Y at 2.74639%
- At 01:07GMT there appeared to be a USD90.6k DV01 3Y-4Y STEEPENER at 7.125bp
- At 01:07GMT there appeared to be a USD160mln payer of USD 5Y at 2.7475%
- At 01:35GMT there appeared to be a USD111.7k DV01 4Y-5Y FLATTENER at
4.62499999999997bp
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.