Free Trial

Flow has been limited but mixed thus.......>

US SWAPS
US SWAPS: Flow has been limited but mixed thus far, with the swap curve sitting
a touch flatter and outperforming Tsys outside of the 2-Year tenor.
- Latest spd levels:
* 2Y +0.54/21.88
* 5Y -0.38/14.50
* 10Y -0.38/7.00
* 30Y -0.38/-4.75
- Trades of note included:
- At 01:40GMT there appeared to be a USD60mln payer of USD 15Y at 3.07%
- At 02:48GMT there appeared to be a USD57mln receiver of USD 10Y at 3.02819%
- At 03:05GMT there appeared to be a USD70mln payer of USD 3Y at 2.93676%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.