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Swap flow has been quite limited, with.....>

US SWAPS
US SWAPS: Swap flow has been quite limited, with curve plays favouring
flatteners, and outright flow favouring receivers, as Tsys moved higher.
- Latest spd levels:
* 2Y -0.32/26.68
* 5Y +0.10/14.73
* 10Y+0.25/6.88
* 30Y -0.11/-5.50
- At 01:54GMT there appeared to be a USD42.9k DV01 2Y-3Y FLATTENER at
7.87500000000003bp
- At 02:02GMT there appeared to be a USD130mln receiver of USD 2Y at 2.8297%
- At 02:07GMT there appeared to be a USD21.5k DV01 2Y-3Y FLATTENER at
7.87500000000003bp
- At 02:44GMT there appeared to be a USD240mln+ receiver of USD 3Y at 2.9075%
- At 02:44GMT there appeared to be a USD100mln receiver of USD 10Y at 2.99%
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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