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Round up of key swap flow seen.............>

US SWAPS
US SWAPS: Round up of key swap flow seen overnight:
* At 01:31BST there appeared to be a USD200mln payer of USD 5Y at 2.91078%
* At 01:32BST there appeared to be a USD50.9k DV01 3Y-5Y STEEPENER at 3.32bps
* At 02:00BST there appeared to be a USD79.4k DV01 2Y-3Y-4Y Fly, paying the
belly
* At 02:10BST there appeared to be a USD100mln receiver of USD 5Y at 2.91125%
* At 02:56BST there appeared to be a USD410mln receiver of USD 2Y at 2.8038%
* At 02:41BST there appeared to be a USD110mln payer of USD 5Y at 2.91247%
* At 06:09BST there appeared to be a USD260mln payer of USD 2Y at 2.79521%
* At 05:19BST there appeared to be a USD100mln payer of USD 5Y at 2.89679%
* At 06:21BST there appeared to be a USD200mln payer of USD 2Y at 2.79625%

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