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EGBS: /SWAPS: Today's EUR swap flow summary:
- CURVE TRADES: A mixed bag with two large steepeners (although one was 11-12Y)
and two flatteners. Two large butterflies were bearish in that they paid the
- At 13:18GMT there appeared to be a EUR99.2k DV01 10Y-15Y FLATTENER at 40.65bp
- At 13:17GMT there appeared to be a EUR104.1k+ DV01 5Y-7Y FLATTENER at 27.18bp
- At 12:13GMT there appeared to be a EUR100.1k DV01 5Y-10Y STEEPENER at 63.9bp
- At 12:09GMT there appeared to be a EUR91.2k DV01 10Y-11Y STEEPENER at 10.35bp
- At 11:55GMT there appeared to be a EUR149k 7Y-8Y-9Y Fly, paying the belly
- At 09:22GMT there appeared to be a EUR100.1k 2Y-5Y-10Y Fly, paying the belly