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Swap rates have moved lower, shedding a....>

US SWAPS
US SWAPS: Swap rates have moved lower, shedding a little under 2.0bp across the
curve, marginally tightening vs Tsys.
Latest spd levels:
* 2Y -0.50/14.00
* 5Y -0.10/7.88
* 10Y -0.13/2.00
* 30Y -0.38/-19.00
- Trades of note included:
- At 00:19GMT there appeared to be a USD240mln+ payer of USD 3Y at 2.6542%
- At 00:57GMT there appeared to be a USD150mln payer of USD 2Y at 2.71214% 
- At 01:00GMT there appeared to be a USD100mln receiver of USD 10Y at 2.75035%
- At 01:11GMT there appeared to be a USD87mln payer of USD 3Y at 2.65469%
- At 01:43GMT there appeared to be a USD100mln mid of USD 5Y at 2.63615%
- At 01:55GMT there appeared to be a USD90mln receiver of USD 3Y at 2.65125%
- At 02:11GMT there appeared to be a USD100mln payer of USD 30Y at 2.8627%
- At 02:12GMT there appeared to be a USD200mln receiver of USD 5Y at 2.6318%
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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