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

US SWAPS: Large reported US$ swap flows have been quite limited at the start of
the week, with Tsys sticking to a tight range.
- Latest spd levels:
* 2Y -0.51/23.09
* 5Y -0.13/14.50
* 10Y unch/6.25
* 30Y +0.11/-6.25
Trades of note included:
- At 01:04GMT there appeared to be a USD77mn receiver of USD 2Y at 2.829%
- At 01:06GMT there appeared to be a 3Y-10Y FLATTENER at 6.88bp
- At 01:17GMT there appeared to be a 3Y-5Y FLATTENER at 2.50bp
- At 01:42GMT there appeared to be a USD51mn payer of USD 2Y at 2.8285%
MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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