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GILTS

Opening calls

MONTH-END EXTENSIONS

Bond extensions

SILVER TECHS

Outlook Remains Bearish

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