Free Trial

Spds running steady/mixed, spd curve.......>

US SWAPS
US SWAPS: Spds running steady/mixed, spd curve mildly flatter, deal-tied paying
in short end, 2s10s spd curve flatteners, 3s5s7s receiver fly and real$ rate and
spd receiving in 5s-7s earlier. Latest spd levels:
* 2Y  +0.25/19.75
* 5Y  +0.31/14.06
* 10Y +0.00/7.00
* 30Y -0.25/-6.25
Friday recap: Spds hold mixed by the bell, spd curve flatter all day on narrow
range. Decent flow for a slow pre-holiday session included rate receiving in 3s
at 2.869% after better spd curve flatteners in 2s8s, 2s10s and 3s5s, two-way in
10s; flys: 2s3s5s payer, 3s5s10s and 7s8s10s receiver flys.

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.