Free Trial

The overnight session saw a decent.........>

US SWAPS
US SWAPS: The overnight session saw a decent amount of reported swap flow.
- Latest spd levels: * 2Y +0.09/19.00 * 5Y -0.10/13.25 * 10Y -0.13/6.25 * 30Y
+0.05/-7.00
- At 01:17GMT there appeared to be a USD67mln receiver of USD 2Y at 2.8943%
- At 01:51GMT there appeared to be a USD62.9k DV01 5-7Y STEEPENER at 1.3750bp
- At 02:12GMT there appeared to be a USD100mln payer of USD 1Y at 2.7147%
- At 02:22GMT there appeared to be a USD51mln payer of USD 2Y at 2.8938%
- At 03:04GMT there appeared to be a USD150mln payer of USD 2Y at 2.89375%
- At 03:09GMT there appeared to be a USD60mln payer of USD 5Y at 2.955%
- At 03:16GMT there appeared to be a USD110mln payer of USD 5Y at 2.95361%
- At 03:16GMT there appeared to be a USD110mln payer of USD 5Y at 2.95361%
- At 03:22GMT there appeared to be a USD150mln payer of USD 2Y at 2.8925%
- At 03:46GMT there appeared to be a USD100mln receiver of USD 5Y at 2.95146%
- At 06:15GMT there appeared to be a USD200mln receiver of USD 2Y at 2.8918%
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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.