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Swap flow has been fairly limited thus.....>

US SWAPS
US SWAPS: Swap flow has been fairly limited thus far, despite the bid tone in
Tsys. The swap curve sits a touch flatter last.
- Latest spd levels:
* 2Y -0.18/19.31
* 5Y +0.24/14.24
* 10Y unch./7.00
* 30Y unch/-6.50
- At 02:13GMT there appeared to be a USD120mn receiver of USD 4Y at 2.8438%
- At 02:51GMT there appeared to be a USD51k DV01 3-5Y STEEPENER at 1.1200bp
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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