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Swap rates edged higher overnight, with....>

US SWAPS
US SWAPS: Swap rates edged higher overnight, with the belly leading, although
the moves were minimal.
- Latest spd levels:
- 2Y +0.16/11.88
- 5Y -0.10/7.78
- 10Y -0.06/2.25
- 30Y unch./-18.25
- Trades of note included:
- At 01:37GMT there appeared to be a USD100mln payer of USD 5Y at 2.54355%
- At 01:34GMT there appeared to be a USD75mln receiver of USD 5Y at 2.54375%
- At 01:37GMT there appeared to be a USD100mln payer of USD 5Y at 2.54355%
- At 02:18GMT there appeared to be a USD50mln receiver of USD 10Y at 2.66538%
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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