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US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the latter part of the Asia-Pacific session. Outright flow was driven by
payers, after the early part of the session had been driven by receivers. Spread
flow was driven by 5-10 Year steepeners later in the day.
- At 03:38GMT there appeared to be a USD100mln payer of USD 5Y at 2.74329%
- At 03:39GMT there appeared to be a USD50mln payer of USD 5Y at 2.745%
- At 03:55GMT there appeared to be a USD46.6k DV01 5Y-7Y FLATTENER at
5.84000000000002bp
- At 04:11GMT there appeared to be a USD35mln payer of USD 30Y at 2.9537%
- At 05:02GMT there appeared to be a USD51.2k DV01 5Y-10Y STEEPENER at 13.15bp
- At 05:19GMT there appeared to be a USD86.8k DV01 5Y-10Y STEEPENER at 13.25bp
- At 05:34GMT there appeared to be a USD75mln receiver of USD 2Y at 2.515%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com