Reporting on key macro data at the time of release.
Real-time insight on key fixed income and fx markets.
- Emerging MarketsEmerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
- MNI Research
- About Us
US SWAPS: Spds mostly wider by the bell, spd curve flatter/short end leading
move amid late deal-tied paying ($6B BoA 3-parter after $5B IBRD 3Y fix). Spds
had inched off early narrows by late morning on better paying in 10s around
2.92-.92025%. Earlier flow included receiver in 1s at 2.6325%, ongoing fly
trade, receiver 2s5s9s after mixed fly flow coming into the session w/receiving
2s3s4s and paying 3s4s5s, 3s4s spd curve steepener. Latest spd levels:
* 2Y +0.62/22.75
* 5Y +0.25/14.00
* 10Y +0.25/6.75
* 30Y -0.06/-4.56