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US TSYS

30YY At 4-Wk Highs, Yield Curves Bear Steepen

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US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the early part of the Asia-Pacific session.
Larger outright flow was dominated by receivers as yields ticked lower, while a
couple of steepener trades were implemented
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- At 01:10GMT there appeared to be a USD64mln receiver of USD 5Y at 2.74741%
- At 01:05GMT there appeared to be a USD60mln payer of USD 5Y at 2.7491%
- At 01:15GMT there appeared to be a USD49.5k DV01 3Y-10Y STEEPENER at 14.62bp
- At 01:18GMT there appeared to be a USD50mln payer of USD 10Y at 2.83275%
- At 01:26GMT there appeared to be a USD100mln receiver of USD 1Y at 2.4468%
- At 01:36GMT there appeared to be a USD110mln receiver of USD 5Y at 2.748%
- At 03:16GMT there appeared to be a USD56.6k DV01 4Y-5Y STEEPENER at
2.37500000000002bp
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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