Free Trial

Spds running mostly wider by the bell,.....>

US SWAPS
US SWAPS: Spds running mostly wider by the bell, long end off midday highs/pared
move in second half. Front end holding tighter with some accts fading the move
via payers in 2s from 2.469%-2.4625%. Other flow includes 4Y switch, $51.3k DV01
2s5s steepener and $147k DV01 5s10s steepener, $225k 4s7s10s fly receiving the
belly. Latest spread levels:
* 2Y  -1.50/27.00
* 5Y  +0.12/10.00
* 10Y +0.44/1.94
* 30Y +0.62/-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.