Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
Reporting on key macro data at the time of release.
Real-time insight on key fixed income and fx markets.
- Emerging MarketsEmerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
- Political RiskPolitical Risk
Intelligence on key political and geopolitical events around the world.
- About Us
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%