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Swaps are running a little wider vs........>

US SWAPS
US SWAPS: Swaps are running a little wider vs Tsys. 5-Year paper has been passed
around, with flatteners observed in longer dated spreads.
- Latest spread levels:
* 2Y +0.07/26.94
* 5Y +0.01/13.25
* 10Y +0.12/5.75
* 30Y +0.13/-8.13
- At 02:07GMT there appeared to be a 5Y-20Y STEEPENER at 13.87bp
- At 05:26GMT there appeared to be a USD94.6k DV01 10Y-25Y FLATTENER at
3.12999999999999bp
- At 06:09GMT there appeared to be 15Y-30Y FLATTENER at 2.99999999999998bp
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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