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The early theme has prevailed with the.....>

US SWAPS
US SWAPS: The early theme has prevailed with the long end is running a touch
tighter, with the short end running a touch wider as Tsys moved away from
session highs.
- Latest spread levels:
* 2Y +0.30/25.67
* 5Y -0.02/14.35
* 10Y -0.05/6.75
* 30Y -0.18/-6.25
- At 01:41GMT there appeared to be a USD87.9k DV01 5Y-10Y STEEPENER at
4.87500000000001bp
- At 01:45GMT there appeared to be a USD160mln receiver of USD 2Y at 2.8004%
- At 04:37GMT there appeared to be a USD160mln payer of USD 5Y at 2.91%
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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