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The session has been active enough with....>

US SWAPS
US SWAPS: The session has been active enough with 5-Year swaps being passed
around and 2-way flow, albeit contained, noted in the US Tsy space.
* 2Y -0.01/23.24
* 5Y +1.23/11.98
* 10Y +0.53/4.53
* 30Y +0.25/-9.00
- At 01:05GMT there appeared to be a USD63.1k DV01 3Y-7Y STEEPENER at 10.759bp
- At 01:43GMT there appeared to be a USD51k DV01 5Y-10Y STEEPENER at
9.17999999999997bp
- At 01:53GMT there appeared to be a USD110mln receiver of USD 5Y at 2.85236%
- At 02:48GMT there appeared to be a USD200mln payer of USD 5Y at 2.84309%
- At 02:53GMT there appeared to be a 10Y-12Y-15Y Fly cross, paying the belly
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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