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Slight pick up in US swap flow.............>

US SWAPS
US SWAPS: Slight pick up in US swap flow overnight, again concentrated in the
short end of the curve:
* At 02:07BST there appeared to be a USD170mln payer of USD 3Y at 2.82095
* At 02:07BST there appeared to be a USD110mln payer of USD 5Y at 2.85443%
* At 02:22BST there appeared to be a USD100mln payer of USD 3Y at 2.82%
* At 02:17BST there appeared to be a USD100mln receiver of USD 3Y at 2.82%
* At 02:17BST there appeared to be a USD100mln receiver of USD 3Y at 2.82%
* At 02:46BST there appeared to be a USD100mln receiver of USD 5Y at 2.855%
* At 02:44BST there appeared to be a USD160mln receiver of USD 3Y at 2.82125%
* At 03:14BST there appeared to be a USD200mln receiver of USD 3Y at 2.82494%
* At 03:13BST there appeared to be a USD250mln payer of USD 2Y at 2.7675%
* At 04:51BST there appeared to be a USD44k DV01 5Y-10Y FLATTENER AT 4.875BPS
* At 05:53BST there appeared to be a USD150mln payer of USD 3Y at 2.82625%
* At 05:53BST there appeared to be a USD150mln payer of USD 3Y at 2.82625%
* At 07:35BST there appeared to be a USD60mln receiver of USD 10Y at 2.91078

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