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Schatz Sep 1x2 Put Spread Buyer

US SWAPS
US SWAPS: Swap rates have ticked higher overnight but they stuck to a narrow
range and operate back from best levels. Large reported flow has been limited
thus far, with focus on longer dated curve steepener plays in the early part of
the session
- Latest spd levels:
* 2Y -0.19/19.25
* 5Y +0.07/14.25
* 10Y +0.15/6.25
* 30Y +0.27/-10.75
- At 00:13GMT there appeared to be a USD96.5k DV01 5Y-30Y STEEPENER at 15.02bp
- At 00:38GMT there appeared to be a USD85k DV01 10Y-30Y STEEPENER at 5.97bp
- At 04:43GMT there appeared to be a USD120mln receiver of USD 3Y at 3.1523%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com