Free Trial

Spds running mildly wider amid decent......>

US SWAPS
US SWAPS: Spds running mildly wider amid decent two-way flow over last couple
hours, particularly in 3s from 2.5995-2.6101%, modest receiving 2sd at 2.6678%,
payers in 10s at 2.7072%; mixed flys: 2s3s5s receiver, 2s4s10s payer and 5s7s10s
payer flys. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
12:30       +0.31/16.81   +0.44/7.19     +0.19/2.94    +0.75/-17.00
9:30        -0.12/16.38   +0.06/6.81     +0.06/2.81    +0.19/-17.56
Wed Open    -0.25/16.25   +0.56/7.31     +0.50/3.25    +0.50/-17.25
Monday recap: Spds running wider, top end session range, 30Y lagging all
session. Modest swap flow seeing better receivers in 2s-5s, mixed flys w/2s5s10s
payer and 3s5s10s receiver, small size.

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.