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Swap flow was limited overnight limited,...>

US SWAPS
US SWAPS: Swap flow was limited overnight limited, with small curve plays noted
and larger flies put through. Swap rates a little lower on the day, back from
lows, much like Tsys, with the belly leading. Spreads trade mixed vs. Tsys.
- Latest spd levels:
- 2Y unch./13.88
- 5Y -0.03/7.77
- 10Y +0.15/2.81
- 30Y +0.10/-18.00
- Trades of note included:
- Some large 3Y-4Y-5Y flies were lodged, receiving the belly, hard to be clear
on exact DV01, owing to the way the trades were reported.
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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