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US 10YR FUTURE TECHS

(U1)‌‌ Bullish Theme Intact

OPTIONS

Expiries for Jun15 NY cut 1000ET (Source DTCC)

GILT SUMMARY

Still Offered

FED

NY Fed Operational Purchase

US SWAPS
US SWAPS: Spds running steady/mixed spd curve mildly flatter amid modest two-way
flow in 5Y and 10Y, while there was a small 2Y/8Y steepener earlier. Flow over
last hour includes:
* $100mln receiver of USD 5Y at 2.0378%
* $100mln receiver of USD 10Y at 2.30741%. 
Latest spread levels:
* 2Y -0.06/26.56
* 5Y +0.20/8.45
* 10Y -0.23/-4.48
* 30Y -0.25/-32.81
Friday recap: Spds ran mixed by the bell, wings tighter vs wider intermediates,
long end off midday wides. Quiet early flow included small payer in 2s and
2/5/10y fly, paying the belly, 179.4 DV01. By midday small 5s & 10s receivers.
OTC vol was lower across the surface. Mixed exchange traded option flow, puts
two-way with some profit taking, call volume picking up.