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Flow has been relatively heavy in early....>

US SWAPS
US SWAPS: Flow has been relatively heavy in early Asia-Pacific trade, with
payers driving the bulk of the larger reported trades, even with risk on the
back foot. Latest spd levels:
- 2Y +0.10/13.85 - 5Y +0.15/8.02 - 10Y +0.13/3.13 - 30Y +0.13/-17.00
- Trades of note included
- At 00:02GMT there appeared to be a USD51.4k DV01 10Y-30Y STEEPENER at 10.625bp
- At 00:31GMT there appeared to be a USD100mln payer of USD 5Y at 2.6725%
- At 00:31GMT there appeared to be a USD170mln payer of USD 3Y at 2.695%
- At 00:31GMT there appeared to be a USD240mln+ payer of USD 4Y at 2.67%
- At 00:46GMT there appeared to be a USD100mln payer of USD 5Y at 2.67322%
- At 00:50GMT there appeared to be a USD240mln+ payer of USD 4Y at 2.665%
- At 00:50GMT there appeared to be a USD180mln mid of USD 5Y at 2.6675%
- At 00:50GMT there appeared to be a USD240mln+ payer of USD 3Y at 2.69%
- At 00:54GMT there appeared to be a USD170mln receiver of USD 3Y at 2.69%
- At 00:54GMT there appeared to be a USD240mln+ payer of USD 4Y at 2.665%
- At 00:54GMT there appeared to be a USD100mln payer of USD 5Y at 2.6675%
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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