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

US SWAPS
US SWAPS: Large reported U.S. swap flow has been limited thus far, and focused
in the 2-Year sector, following the selloff observed in Tsys yesterday, with the
swap curve sitting a touch flatter on the day.
- Latest spd levels:
* 2Y +0.29/19.55
* 5Y -0.25/12.50
* 10Y +0.03/5.28
* 30Y -0.07/-7.00
- At 01:25GMT there appeared to be a USD51mln receiver of USD 2Y at 2.8437%
- At 01:29GMT there appeared to be a 4Y-5Y-6Y Fly, paying the belly
- At 01:30GMT there appeared to be a USD100mln payer of USD 2Y at 2.86875%
- At 02:00GMT there appeared to be a USD100mln payer of USD 5Y at 2.97125%
- At 04:05GMT there appeared to be a USD250mln payer of USD 2Y at 2.8625%
- At 05:57GMT there appeared to be a USD100mln receiver of USD 2Y at 2.86375%
- At 06:14GMT there appeared to be a USD120mln receiver of USD 2Y at 2.8625%
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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