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BONDS

EGB/Gilt - Move off the lows

US EURODLR OPTIONS

BLOCK, Sep Quarterly Puts

DATA REACT

US Inflation Pressures Weigh On Growth In PMI

EQUITIES

EU Bank block trade

US TSY OPTIONS

BLOCK, 5Y Puts

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US SWAPS
US SWAPS: Swap rates have ticked higher, with the short-end & belly of the curve
leading at the margin. Spds vs. Tsys a touch wider ex. 2-Year, after the broader
move away from fresh cycle lows Tuesday.
- spd levels:
* 2Y unch./12.38
* 5Y +0.40/9.80
* 10Y +0.30/3.75
* 30Y +0.13/-13.75
Trades of note included:
- At 00:13GMT there appeared to be a USD50.2k DV01 2Y-30Y STEEPENER at 9.9970bp
- At 01:56GMT there appeared to be a USD98.4k 2Y-5Y-10Y Fly, paying the belly
- At 01:59GMT there appeared to be a USD50mln receiver of USD 10Y at 2.92653%
- At 02:10GMT there appeared to be a USD230mln payer of USD 3Y at 2.8735%
- At 02:27GMT there appeared to be a USD100mln payer of USD 5Y at 2.85%
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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