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US TSY FUTURES

BLOCK, Second 2Y Sale

FED

NY Fed Underlying Inflation Gauge (UIG)

EUROZONE T-BILL ISSUANCE

Bill Supply For W/C Sep 27, 2021

FED

NY Fed Operational Purchase

US SWAPS
US SWAPS: Reported US swap activity has been muted, with swaps largely sitting a
touch tighter, outperforming Tsys as yields edge higher.
- Latest spread levels:
* 2Y +0.01/25.38
* 5Y -0.25/15.25
* 10Y -0.40/7.73
* 30Y -0.28/-4.25
- At 02:46GMT there appeared to be a 3Y-4Y-5Y Fly, paying the belly
- At 02:47GMT there appeared to be a 5Y-7Y-10Y Fly, receiving the belly
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com