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Swap activity has been extremely limited...>

US SWAPS
US SWAPS: Swap activity has been extremely limited overnight with Tsys sticking
to a tight range.
- Latest spd levels:
* 2Y -0.03/17.65
* 5Y +0.10/13.48
* 10Y -0.13/7.25
* 30Y -0.30/-5.50
- At 01:03GMT there appeared to be a USD100mln receiver of USD 5Y at 2.90309%
- At 02:17GMT there appeared to be a USD250mln payer of USD 2Y at 2.83875%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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