Free Trial

Spds reverse from tighter levels held......>

US SWAPS
US SWAPS: Spds reverse from tighter levels held much of the session, 10Y on
session wides, long end ignores move. Mixed flow on net, decent volume for quiet
session: >$300M 2Y payer at 2.6835%, receiver in 3s at 2.61774%, 2-way in 5s
around 2.63731-2.64603%, receiver in 8s at 2.7025, two-way in 9s. First half
flow included receiving in 3s at 2.6615%, two-way in 5s around 2.66831% to
2.65875% w/better paying in 6s-7s. 3s5s6s payer fly. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Thu 3:00    +0.06/13.25   +0.19/4.62     +0.50/2.00    -0.56/-16.06
1:15        -0.31/12.88   -0.12/4.31     -0.12/1.38    -0.50/-16.00
11:30       -0.38/12.81   -0.06/4.38     +0.00/1.50    -0.38/-15.88
10:15       -0.25/12.94   +0.19/4.62     +0.38/1.88    +0.00/-15.50
Thu Open    +0.56/13.75   +0.31/4.75     +0.19/1.69    +0.00/-15.50

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.