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Light twist flattening of the curve early...>

US TSYS
US TSYS: Light twist flattening of the curve early on, with 2s 0.2bp cheaper and
30s 1.2bp richer as we type. Swaps a touch tighter in the front of the curve,
more like unchanged further out.
- Futures hold a tight range, last +0-03+ at 139-04, perhaps drawing light
support from JGBs as Tokyo reacts to the Nikkei's BoJ source report.
- Eurodollar futures virtually unchanged through the reds.
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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