Free Trial

Spds still running steady/mixed, narrow....>

US SWAPS
US SWAPS: Spds still running steady/mixed, narrow range w/long end off midday
wides by the bell. Light/mixed second half flow includes payers in 2s at
2.4475%, receivers in 4s and 5s; 3s4s5s and 3s5s10s receiver flys, 2s3s10,
4s5s6s and 5s7s10s payer flys. Earlier, front end inched off marginally tighter
levels amid rate payers in 2s around 2.4325%, receivers in 10s at 2.4575%.
Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Thu 3:00    -0.12/9.25    +0.00/3.12     +0.50/-1.50   +0.50/-24.75
12:00       +0.12/9.50    +0.00/3.12     +0.50/-1.50   +0.75/-24.50
10:45       -0.06/9.31    +0.00/3.12     +0.25/-1.75   +0.50/-24.75
9:15        -0.06/9.31    +0.00/3.12     +0.25/-1.75   +0.50/-24.75
Thu Open    -0.25/9.12    -0.12/3.00     +0.12/-1.88   +0.38/-24.88
Wed 3:00    +1.00/9.62    -0.25/3.25     -0.19/-1.69   -0.62/-24.88

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.