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Large reported $ swap flows has been.......>

US SWAPS
US SWAPS: Large reported $ swap flows has been somewhat limited yet again,
confined to small bursts of activity. The 10-/30-Year spread remains inverted.
- Latest spread levels:
* 2Y unch/22.13
* 5Y unch./13.75
* 10Y unch/6.50
* 30Y unch/-4.50
- At 01:22GMT there appeared to be a USD230mln receiver of USD 2Y at 2.8376%
- At 01:36GMT there appeared to be a 3Y-10Y STEEPENER at 4.22000000000002bp
- At 01:46GMT there appeared to be a USD100mln payer of USD 5Y at 2.90875%
- At 02:32GMT there appeared to be a USD100mln payer of USD 10Y at 2.93605%
- At 05:52GMT there appeared to be a USD150mln payer of USD 2Y at 2.8402%
- At 05:58GMT there appeared to be a USD75mln payer of USD 5Y at 2.90343%
- At 06:08GMT there appeared to be a USD94mln receiver of USD 5Y at 2.90375%
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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