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Swap spreads vs. Tsys are wider, with......>

US SWAPS
US SWAPS: Swap spreads vs. Tsys are wider, with the swap curve flatter on the
day.
Latest spd levels:
* 2Y +0.38/15.97 * 5Y +0.20/7.25
* 10Y +0.21/3.26 * 30Y +0.25/-16.00
Trades of note included:
- At 01:39GMT there appeared to be a USD100mln payer of USD 5Y at 2.575%
- At 01:40GMT there appeared to be a USD150mln receiver of USD 3Y at 2.59375%
- At 02:07GMT there appeared to be a USD120mln receiver of USD 10Y at 2.7025%
- At 02:08GMT there appeared to be a USD120mln+ payer of USD 12Y at 2.75%
- At 02:09GMT there appeared to be a USD83mln payer of USD 15Y at 2.7925%
- At 02:26GMT there appeared to be a USD110mln payer of USD 7Y at 2.6125%
- At 02:27GMT there appeared to be a USD170mln+ payer of USD 8Y at 2.64125%
- At 02:28GMT there appeared to be a USD90mln payer of USD 9Y at 2.67125%
- At 02:30GMT there appeared to be a USD65mln payer of USD 7Y at 2.6125%
- At 04:17GMT there appeared to be a USD100mln payer of USD 2Y at 2.655%
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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