Free Trial

*** /SWAPS. Summary of recent.............>

EGB FLOWS
EGB FLOWS: *** /SWAPS. Summary of recent interesting EUR swap trades.
- FLYS:
- At 13:28BST there appeared to be a EUR281k+ 5Y-7Y-10Y Fly, receiving the
belly.
- STEEPENERS:
- At 12:15BST there appeared to be a EUR74.3k DV01 2Y-10Y STEEPENER at 110.11bp
- At 11:59BST there appeared to be a EUR97.6k DV01 5Y-10Y STEEPENER at 66.1bp
- FLATTENERS:
- At 13:31BST there appeared to be a EUR60k DV01 2Y-5Y FLATTENER at 43.1bp
POSSIBLE OUTIGHTS: At 14:55BST there appeared to be a EUR110mln payer of EUR 4Y
at 0.1107%
- At 11:18BST there appeared to be a EUR200mln+ payer of EUR 5Y at 0.262%
- At 09:36BST there appeared to be a EUR140mln+ receiver of EUR 7Y at 0.534%

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.