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Reported flow was limited overnight,.......>

US SWAPS
US SWAPS: Reported flow was limited overnight, with swap rates edging higher,
but trading back from early highs at writing, spds vs. Tsys are running
marginally wider.
- Latest spd levels:
- 2Y +0.19/15.06
- 5Y +0.15/8.25
- 10Y +0.30/3.25
- 30Y +0.30/-17.75
- Trades of note included:
- At 01:17GMT there appeared to be a USD130mln receiver of USD 2Y at 2.73865%
- At 02:35GMT there appeared to be a USD100mln receiver of USD 5Y at 2.65467%
- At 02:44GMT there appeared to be a USD100mln payer of USD 10Y at 2.77631%
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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