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The swap curve itself is sitting ever so...>

US SWAPS
US SWAPS: The swap curve itself is sitting ever so slightly flatter, while swaps
have tightened ever so slightly against Tsys.
* 2Y -0.83/26.17
* 5Y -0.13/10.63
* 10Y unch./2.50
* 30Y -0.25/-13.25
* Below outlines some of the more notable $ denominated swap flow from the early
part of the Asia-Pacific session.
- At 01:04GMT there appeared to be a USD79mln payer of USD 4Y at 2.897%
- At 02:36GMT there appeared to be a USD240k 10Y-12Y-15Y Fly, receiving the
belly
- At 02:47GMT there appeared to be a USD150mln receiver of USD 1Y at 2.5275%
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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