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USD/CAD Continues to Test Key Support

US SWAPS: Large reported swap flow has been limited in the Asia-Pacific session
following the latest FOMC rate hike, with the curve trading a touch steeper
- Latest spd levels:
* 2Y +0.54/17.38
* 5Y +0.15/12.50
* 10Y -0.18/6.20
* 30Y +0.19/-6.00
- Trades of note included:
- At 02:34GMT there appeared to be a USD200mln receiver of USD 1Y at 2.76875%
- At 03:01GMT there appeared to be a USD66mln payer of USD 4Y at 3.0687%
- At 03:19GMT there appeared to be a USD50.7k DV01 5Y-6Y STEEPENER at 0.67bp
MNI London Bureau | +44 0203-865-3809 |