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*** 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.
- At 01:47GMT there appeared to be a USD63mln payer of USD 4Y at 2.6843%
- At 02:03GMT there appeared to be a USD120mln+ receiver of USD 15Y at 2.8633%
- At 02:04GMT there appeared to be a USD51mln payer of USD 20Y at 2.8863%
- At 02:05GMT there appeared to be a USD72mln payer of USD 12Y at 2.8318%
- At 02:07GMT there appeared to be a USD54mln receiver of USD 7Y at 2.7423%
- At 02:08GMT there appeared to be a USD54mln receiver of USD 6Y at 2.7243%
- At 02:08GMT there appeared to be a USD53mln receiver of USD 4Y at 2.6808%
- At 02:10GMT there appeared to be a USD90mln receiver of USD 10Y at 2.7983%
- At 02:13GMT there appeared to be a USD50mln receiver of USD 10Y at 2.7964%
- At 02:15GMT there appeared to be a USD65.2k DV01 5Y-10Y FLATTENER at 8.841bp
- At 02:50GMT there appeared to be a USD100mln receiver of USD 3Y at 2.6375%
- At 02:59GMT there appeared to be a USD150mln receiver of USD 5Y at 2.70799%
- At 03:02GMT there appeared to be a USD100mln receiver of USD 5Y at 2.70799%
- At 03:03GMT there appeared to be a USD50mln receiver of USD 5Y at 2.70799%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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