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Free AccessSpds running mildly tighter after a........>
US SWAPS: Spds running mildly tighter after a mostly wider open, limited
deal-tied flow on decent supra-sovereign issuance on the day, $8.4B in total on
day. Current levels:
Time (ET) 2Y Swap/Mid 5Y Swap/Mid 10Y Swap/Mid 30Y Swap/Mid
Tue 1500 -0.12/2.75 -0.19/-2.06 -0.25/-6.75 -0.12/-34.62
1300 +0.06/2.94 +0.06/-1.81 +0.06/-6.44 +0.00/-34.50
1100 +0.25/3.12 +0.06/-1.81 +0.12/-6.38 +0.44/-34.06
0930 +0.31/3.19 +0.12/-1.72 +0.31/-6.19 +0.75/-33.75
Tue Open +0.00/2.88 +0.12/-1.72 +0.19/-6.31 +0.56/-33.94
Tue 0730 +0.00/2.88 +0.12/-1.72 +0.19/-6.31 +0.56/-33.94
Mon 1500 -0.31/3.19 -0.75/-1.62 -0.81/-6.62 +0.00/-34.75
Monday recap: Little vol for spds - running mostly/mildly tighter by the bell,
long end back to steady. Mild overall flow covers better receiving in 5s-10s on
net. Individual flow includes receivers in 1s (2.054), and 3s (1.8215%), payer
in 5s (1.837%, two-way in 10s around 2.03125-2.02924%, decent 4s5s7s receiver
fly. Deal-tied selling in the mix.
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Why MNI
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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.