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US EURODLR FUTURES

BLOCK, Sep'22/Blue Dec'24 Spd

EURUSD TECHS

Remains Below The 20-Day EMA

EQUITIES

Mixed Monday, But Outlook Turning More Positive

US TSY FUTURES

BLOCK, 5Y Sale

US EURODLR OPTIONS

Chunky Midday Put Volume

US SWAPS
US SWAPS: *** Below outlines some of the more notable $ denominated swap flow
from the early part of the Asia-Pacific session. Its been fairly active thus
far.
- At 01:03GMT there appeared to be a USD50mln receiver of USD 30Y at 2.9712%
- At 01:40GMT there appeared to be a USD100mln payer of USD 30Y at 2.9762%
- At 01:41GMT there appeared to be a USD200mln receiver of USD 2Y at 2.71875%
- At 02:20GMT there appeared to be a USD100mln payer of USD 12Y at 2.9675%
- At 02:22GMT there appeared to be a USD165mln receiver of USD 7Y at 2.9038%
- At 02:23GMT there appeared to be a USD320mln payer of USD 5Y at 2.8748-2.8753%
- At 02:26GMT there appeared to be a USD46.5k DV01 2Y-5Y FLATTENER at 15.625bp
- At 02:33GMT there appeared to be a USD69.7k DV01 2Y-5Y STEEPENER at 15.625bp
- At 02:57GMT there appeared to be a USD153.4k 2Y-4Y-6Y Fly, receiving the belly
- At 02:59GMT there appeared to be a USD100mln receiver of USD 2Y at 2.72375%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com