Free Trial

Short end scaling back from midday move....>

US SWAPS
US SWAPS: Short end scaling back from midday move when lvls surged, wings seeing
highest vol after NY Fed annc'd "WILL OFFER $1 TRILLION IN DAILY REPO OPERATIONS
FOR REST OF THE MONTH" RTrs. Spd curve broadly flatter from week ago levels.
Latest spd levels
Time(ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Fri 1445  +1.44/+17.12    +4.00/+7.50   +0.75/-12.75   +5.50/-69.25
1415      +2.50/+18.19    +5.12/+8.62   +1.38/-12.12   +6.38/-68.38
1315      +5.25/+20.94    +4.75/+8.25   +1.50/-12.00   +5.75/-69.00
1200      +3.69/+17.31    +3.75/+6.50   +1.00/-13.00   +5.50/-70.50
1015      +0.75/+15.88    +2.25/+5.75   +0.75/-12.75   +2.25/-72.25
Fri Open  +1.31/+16.50    +3.75/+6.56   +1.88/-11.62   +5.00/-68.62
Fri 0715  +1.31/+17.00    +3.75/+7.75   +1.88/-11.50   +5.00/-69.75

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.