Free Trial

Spds mixed by the close, spd curve on......>

US SWAPS
US SWAPS: Spds mixed by the close, spd curve on session flats with short end
rebounding late, long end extending inversion earlier. Short end rebounded in
second half. Mixed flow on net with auction and corp supply-tied hedging in the
mix. better payers in short end, two-way curve plays on modest size in the
intermediates, receivers in the long end. OTC vol lower across the surface,
listed option flow rather quiet. Latest spread levels:
* 2Y  +0.12/17.62
* 5Y  +0.12/7.00
* 10Y -0.69/-0.75
* 30Y -1.88/-23.25

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.