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Below summarises US$ swap activity in......>

US SWAPS
US SWAPS: Below summarises US$ swap activity in the the Asia-Pacific session.
Swaps moved away from tights in the second half of the session.
* 2Y -0.31/22.75
* 5Y unch/10.38
* 10Y -0.19/3.00
* 30Y -0.13/-9.88
- At 01:08GMT there appeared to be a USD100mln receiver of USD 5Y at 2.91738%
- At 01:25GMT there appeared to be a USD46.3k DV01 3Y-5Y STEEPENER at
8.40000000000001bp
- At 01:58GMT there appeared to be a USD200mln payer of USD 5Y at 2.92501%
- At 02:14GMT there appeared to be a USD59.5k DV01 8Y-9Y FLATTENER at
1.77999999999998bp
- At 04:37GMT there appeared to be a USD100mln receiver of USD 2Y at 2.7232%
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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