Free Trial

Spds running mostly wider: shorts to.......>

US SWAPS
US SWAPS: Spds running mostly wider: shorts to intermediates w/ long end
resisting move. Light flow on net, some rate paying in 2s-5s late. Latest spd
levels:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Mon 1500    +0.94/+10.94   +1.00/+2.50   +0.56/-3.19    -0.50/-29.50
1330        +0.44/+10.44   +0.94/+2.44   +0.44/-3.31    -0.62/-29.62
1145        +0.44/+10.44   +0.94/+2.44   +0.38/-3.38    -0.75/-29.75
0930        +0.12/+10.12   -0.06/+1.44   -0.25/-4.00    -1.00/-30.00
Mon Open    -0.25/+9.75    -0.18/+1.31   -0.25/-4.00    -1.00/-30.00
Fri 1400    +1.25/+9.31    +0.94/+0.94   +0.38/-4.00    +0.12/-29.38
Friday recap: Spds running wider, short end extending move amid better rate and
spd paying in 2s-5s in midday, receivers in 10s and 30s keeping longer spds
anchored. 

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.