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Flow remains limited, with swap rates......>

US SWAPS
US SWAPS: Flow remains limited, with swap rates ticking higher in the main, led
by the belly, but back from early highs akin to Tsys, spds vs. Tsys marginally
wider in the main.
- Latest spd levels:
- 2Y +0.13/15.00
- 5Y +0.15/8.25
- 10Y +0.30/3.25
- 30Y +0.30/-17.70
- Trades of note included:
- At 01:17GMT there appeared to be a USD130mln receiver of USD 2Y at 2.73865%
- At 02:35GMT there appeared to be a USD100mln receiver of USD 5Y at 2.65467%
- At 02:44GMT there appeared to be a USD100mln payer of USD 10Y at 2.77631%
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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