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The long end is running a touch tighter,...>

US SWAPS
US SWAPS: The long end is running a touch tighter, with the short end running a
touch wider as Tsys moved away from session highs, with shorter-dated Tsys
hovering around unchanged levels.
- Latest spread levels: * 2Y +0.30/25.67
* 5Y +0.01/14.39
* 10Y -0.13/6.68
* 30Y -0.15/-6.22
- 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%
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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