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Swap/Tsy spreads a touch higher in the.....>

US SWAPS
US SWAPS: Swap/Tsy spreads a touch higher in the main, but only at the margin
after early risk moves pared back. Latest spd levels:
- 2Y +0.13/10.13
- 5Y -0.01/6.00
- 10Y -0.02/1.25
- 30Y +0.13/-19.75
- Trades of note included:
- At 00:33GMT there appeared to be a USD100mln receiver of USD 6Y at 2.5628%
- At 00:34GMT there appeared to be a USD160mln receiver of USD 9Y at 2.6448%
- At 00:34GMT there appeared to be a USD120mln+ receiver of USD 15Y at 2.7793%
- At 00:35GMT there appeared to be a USD110mln receiver of USD 12Y at 2.7278%
- At 00:36GMT there appeared to be a USD120mln+ receiver of USD 20Y at 2.8133%
- At 00:55GMT there appeared to be a USD100mln receiver of USD 10Y at 2.6728%
- At 01:30GMT there appeared to be a USD100mln payer of USD 4Y at 2.5362%
- At 01:33GMT there appeared to be a USD62.2k DV01 10Y-30Y STEEPENER at 15.12bp
- At 02:46GMT there appeared to be a USD150mln receiver of USD 3Y at 2.54917%
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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