Trial now
FOREX

China Data In Awaited

JAPAN DATA

Japan May Exports +49.6% Y/Y; 3rd Monthly Rise

US TSYS

Flat Start

US SWAPS
US SWAPS: Spd curve holds steeper profile, late long end widening making up for
short end paring first half move tighter. Sources reported two-way gamma hedging
in the short end, insurance acct rate receiving in belly to long end early
following by deal-tied paying ahead expected supply next week. OTC vol went out
mixed, gamma slightly bid on the choppy action in rates, longer vega lower.
Latest spread levels:
* 2Y -0.81/26.81
* 5Y -0.62/7.00
* 10Y -0.12/-5.06
* 30Y +0.75/-33.81
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com