Trial now
JGBS AUCTION

Japanese MOF sells Y2.0685tn 5-Year JGBs:

JGBS AUCTION

Japanese MOF sells Y2.8674tn 1-Year Bills:

EQUITIES

Markets Lower

OIL

Crude Futures Extend Losses

JGBS AUCTION

PREVIEW: 5-Year Supply Due

US SWAPS
US SWAPS: It has been a limited session for the space, with the swaps curve
sitting a touch flatter last.
- Latest spd levels:
* 2Y -0.05/16.57
* 5Y -0.10/14.47
* 10Y -0.11/6.00
* 30Y +0.13/-6.13
- Trades of note included:
- At 01:24GMT there appeared to be a USD52mln payer of USD 3Y at 3.0505%
- At 01:50GMT there appeared to be a USD50.7k DV01 3Y-5Y STEEPENER at 1.4bp
- At 02:04GMT there appeared to be a USD150mln receiver of USD 3Y at 3.05%
- At 02:25GMT there appeared to be a USD70mln receiver of USD 3Y at 3.05%
- At 02:58GMT there appeared to be a USD58mln payer of USD 10Y at 3.1121%
- At 02:58GMT there appeared to be a USD150mln receiver of USD 2Y at 2.99375%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com