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US SWAPS: Large reported swap flow was limited early Asia-Pacific dealing, with
the swap curve experiencing some modest bear flattening.
- Latest spd levels:
* 2Y +0.24/19.88
* 5Y -0.09/12.85
* 10Y +0.05/5.11
* 30Y unch./-9.75
- At 01:09GMT there appeared to be a USD210mln receiver of USD 2Y at 3.058%
- At 01:10GMT there appeared to be a USD100mln payer of USD 3Y at 3.1192%
- At 06:12GMT there appeared to be a USD100mln payer of USD 5Y at 3.15405%
MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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