Free Trial

Spds running mildly tighter on light.......>

US SWAPS
US SWAPS: Spds running mildly tighter on light volume: 2-way flow in short end,
paying 5s on rate and spd. Latest spd levels:
* 2Y  -0.38/17.00
* 5Y  -0.31/13.25
* 10Y -0.15/7.50
* 30Y -0.25/-5.00
Monday recap: Spds mostly wider by the bell, off midday highs, spd curve flatter
vs. steeper Tsy yld curves. Muted overall volume on day, flow includes 3s5s7s
receiver fly and 2s7s flattener late, flatteners in 3s and 4s vs. 5s, 2s5s10s
and 3s5s10s receiver flys, rate paying in 2s (2.809%) earlier.

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.