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Large reported U.S. swap trades were.......>

US SWAPS
US SWAPS: Large reported U.S. swap trades were limited overnight, with smallish
clips of 10-Year passed around.
- Latest spd levels:
* 2Y -0.17/22.13
* 5Y +0.13/14.25
* 10Y -0.09/6.94
* 30Y unch./-4.75
Trades of note included:
- At 03:47GMT there appeared to be a USD110mln receiver of USD 10Y at 3.0539%
- At 05:11GMT there appeared to be a USD100mln receiver of USD 5Y at 2.99614%
- At 06:18GMT there appeared to be a USD100mln payer of USD 3Y at 2.9586%
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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