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Large reported swap flow remains...........>

US SWAPS
US SWAPS: Large reported swap flow remains limited, with swap rates ticking
lower across the curve, in a parallel move.
- Latest spd levels:
- 2Y +0.11/9.05
- 5Y +0.13/5.75
- 10Y +0.19/0.75
- 30Y +0.13/-21.25
- Trades of note included:
- At 00:02GMT there appeared to be a USD95.6k DV01 7Y-30Y STEEPENER at 26.73bp
- At 01:51GMT there appeared to be a USD71mln payer of USD 10Y at 2.68%
- At 01:52GMT there appeared to be a USD100mln payer of USD 15Y at 2.79125%
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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