Free Trial

Large reported swap flow has been..........>

US SWAPS
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
last.
- 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 | 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.