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***SWAPS: In the aftermath of the strong...>

US SWAPS
US SWAPS: ***SWAPS: In the aftermath of the strong CPI we have picked out the
following interesting swap trades: 
* At 14:00GMT there appeared to be a USD29k 2Y-3Y-5Y Fly, receiving the belly,
the position looks to have been sold on.
* At 14:00GMT there appeared to be a USD26.1k DV01 2Y-3Y FLATTENER at 10.6bp 
* At 13:55GMT there appeared to be a USD44.7k DV01 5Y-10Y FLATTENER at 15.447bp
* At 13:53GMT there appeared to be a USD180k 2Y-5Y-10Y Fly, receiving the belly
* At 13:52GMT there appeared to be a USD247.9k DV01 5Y-30Y STEEPENER at 29.5bp
* At 13:36GMT there appeared to be a USD112.9k 2Y-5Y-10Y Fly, receiving the
belly
* At 13:33GMT there appeared to be a USD51.7k DV01 5Y-10Y STEEPENER at 15.43bp
* At 13:33GMT there appeared to be a USD95k DV01 6Y-30Y STEEPENER at 23.608bp

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