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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 in early Asia dealing,
with U.S. 10-Year Tsy yields ticking back below 3.00% on risk off trade..
- Latest spd levels:
* 2Y +0.01/21.90
* 5Y +0.04/13.98
* 10Y +0.16/7.25
* 30Y -0.05/-4.50
Trades of note included:
- At 03:01GMT there appeared to be a USD110mln receiver of USD 5Y at 3.00567%
- At 03:18GMT there appeared to be a USD100mln receiver of USD 8Y at 3.04125%
- At 04:22GMT there appeared to be a USD63mln payer of USD 10Y at 3.065%
- At 05:44GMT there appeared to be a USD59mln payer of USD 10Y at 3.0675%
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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