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Swap flow was relatively limited ahead.....>

US SWAPS
US SWAPS: Swap flow was relatively limited ahead of NFPs later today
- Latest spd levels:
* 2Y -0.33/17.17
* 5Y unch./11.50
* 10Y -0.25/4.50
* 30Y unch./-9.25
- Trades of note included:
- Trades of note included:
- 2-Year and 5-Year paper being passed around in decent enough size, albeit with
relatively low frequency (for the over $50mln clips)
- At 02:18GMT there appeared to be a USD58mln receiver of USD 10Y at 3.2428%
- At 02:19GMT there appeared to be a USD64mln receiver of USD 4Y at 3.1533%
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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