Free Trial

Swap curve running flatter, with spds......>

US SWAPS
US SWAPS: Swap curve running flatter, with spds vs. Tsys a little wider in the
main. Little in the way of notable flow, with smaller curve trades dominating.
Latest spd levels:
* 2Y +0.13/13.88
* 5Y +0.38/5.13
* 10Y unch./2.13
* 30Y +0.30/-16.38
Trades of note included:
- At 00:08GMT there appeared to be a USD51.2k DV01 5Y-30Y STEEPENER at 22.21bp
- At 04:56GMT there appeared to be a USD75mln payer of USD 2Y at 2.7185%
- At 05:31GMT there appeared to be a USD82mln payer of USD 10Y at 2.7972%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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.