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Limited reported large swap flow...........>

US SWAPS: Limited reported large swap flow apparent overnight after the space
reacted to Cigna's jumbo issuance during U.S. hours on Thursday. Swap rates sit
a touch higher.
- Latest spd levels:
* 2Y -0.21/18.48
* 5Y unch./13.25
* 10Y +0.13/6.38
* 30Y +0.21/-7.25
- At 01:10GMT there appeared to be a USD94mn receiver of USD 3Y at 2.8603%
- At 01:47GMT there appeared to be a USD90mn payer of USD 7Y at 2.8933%
- At 02:19GMT there appeared to be a USD200mn payer of USD 3Y at 2.8625%
- At 03:33GMT there appeared to be a USD65mn receiver of USD 5Y at 2.88%
MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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