Free Trial

/SWAPS. Recap of EUR swap activity: ......>

EGB FLOWS
EGB FLOWS: /SWAPS. Recap of EUR swap activity: 
CURVES: Mostly long end steepening, short end flattening 
- At 12:13BST there appeared to be a EUR60k DV01 2Y-5Y FLATTENER at 42.85bp - At
11:46BST there appeared to be a EUR64.7k DV01 10Y-12Y STEEPENER at 19.25bp that
looked to be on-traded 
- At 11:43BST there appeared to be a EUR64.5k DV01 10Y-13Y STEEPENER at 27.25bp 
- At 10:39BST there appeared to be a EUR60.1k DV01 4Y-6Y FLATTENER at 29.6bp
POSSIBLE OUTRIGHTS 
- At 12:04BST there appeared to be a EUR100mln+ payer of EUR 12Y at 1.1055% 
- At 12:03BST there appeared to be a EUR204mln+ receiver of EUR 3Y at -0.0493% 
- At 11:17BST there appeared to be a EUR200mln+ receiver of EUR 5Y at 0.25% 
- At 11:05BST there appeared to be a EUR100mln+ payer of EUR 12Y at 1.102%

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.