Free Trial

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

US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the latter part of the Asia-Pacific session. 5-Year flows were more
balanced than they had been in the earlier part of the session when receivers
drove the flow.
- At 02:25GMT there appeared to be a USD80mln payer of USD 5Y at 2.765%
- At 02:25GMT there appeared to be a USD40mln payer of USD 5Y at 2.765%
- At 02:45GMT there appeared to be a USD50mln receiver of USD 5Y at 2.7625%
- At 02:54GMT there appeared to be a USD75mln payer of USD 5Y at 2.7639%
- At 02:55GMT there appeared to be a USD100mln payer of USD 5Y at 2.7639%
- At 03:49GMT there appeared to be a USD46.6k DV01 3Y-5Y FLATTENER at 10.59bp
- At 04:59GMT there appeared to be a USD100mln receiver of USD 5Y at 2.737%
- At 05:56GMT there appeared to be a USD111.7k DV01 4Y-5Y STEEPENER at 4bp
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.