Free Trial

It has been a limited session for the......>

US SWAPS
US SWAPS: It has been a limited session for the space ahead of the impending
FOMC MonPol decision, with the Swaps curve sitting ever so slightly flatter, as
larger reported flow was seemingly driven by receivers.
- Latest spd levels:
* 2Y +0.49/16.81
* 5Y -0.75/11.50
* 10Y unch./5.50
* 30Y -0.05/-6.88
- Trades of note included:
- At 02:23GMT there appeared to be a USD75mln receiver of USD 2Y at 3.005%
- At 03:03GMT there appeared to be a USD88mln receiver of USD 2Y at 3.0048%
- At 05:06GMT there appeared to be a USD60mln receiver of USD 10Y at 3.14864%
- At 06:01GMT there appeared to be a USD52mln mid of USD 3Y at 3.0728%
- At 06:35GMT there appeared to be a USD77mln receiver of USD 2Y at 3.0029%
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.