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It has been a relatively busy start for....>

US SWAPS
US SWAPS: It has been a relatively busy start for the Asia-Pacific session in
terms of larger reported swap flow, given the narrow ranges observed in Tsy
yields and swap rates, with the latter marginally higher across the curve at
writing. Activity may be promoted by the elongated holiday weekend in the U.S.
- Latest spd levels:
- 2Y +0.20/14.20 - 5Y +0.03/9.08
- 10Y +0.19/3.34 - 30Y +0.38/-17.63
- Trades of note included:
- At 00:00GMT there appeared to be a USD170mln+ receiver of USD 9Y at 2.66%
- At 00:02GMT there appeared to be a USD140mln payer of USD 7Y at 2.60625%
- At 00:03GMT there appeared to be a USD170mln+ payer of USD 8Y at 2.6325%
- At 00:03GMT there appeared to be a USD110mln payer of USD 9Y at 2.66%
- At 01:33GMT there appeared to be a USD60mln payer of USD 2Y at 2.63762%
- At 01:34GMT there appeared to be a USD130mln payer of USD 8Y at 2.63%
- At 01:35GMT there appeared to be a USD170mln+ payer of USD 9Y at 2.6575%
- At 01:36GMT there appeared to be a USD100mln payer of USD 10Y at 2.685%
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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