Free Trial

*** Recent spd flow includes * $240M......>

US SWAPS
US SWAPS: *** Recent spd flow includes 
* $240M payer 5Y at 1.877% at 1107ET
* $92.6k DV01 4Y4Y payer at 1108ET
Spds holding session wides, 10Y catching up w/wings amid short gamma paying last
hour, steepener unwinds in Tsys spurring wideners in the long end w/week's Tsy
auctions in rear view. Latest spread levels:
* 2Y +0.75/24.75
* 5Y +0.69/8.19
* 10Y +1.12/-3.00
* 30Y +1.00/-33.00

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.