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

US SWAPS
US SWAPS: Large reported $ swap flows have been somewhat limited, with most of
the notable trades being executed in a short timeframe. The 10-/30-Year spread
remains inverted.
- Latest spread levels:
* 2Y +0.39/22.96
* 5Y unch./13.75
* 10Y unch/6.25
* 30Y -0.24/-4.75
- At 01:45GMT there appeared to be a 6Y-8Y-10Y Fly, receiving the belly
- At 01:47GMT there appeared to be a USD240mln+ payer of USD 5Y at 2.895%
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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