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The swap curve sits a touch flatter and....>

US SWAPS
US SWAPS: The swap curve sits a touch flatter and is outperforming Tsys outside
of the 2-Year tenor.
- Latest spd levels:
* 2Y +0.73/22.07
* 5Y -0.38/14.50
* 10Y -0.38/7.00
* 30Y -0.38/-4.75
- Trades of note included:
- At 01:40GMT there appeared to be a USD60mln payer of USD 15Y at 3.07%
- At 02:48GMT there appeared to be a USD57mln receiver of USD 10Y at 3.02819%
- At 03:05GMT there appeared to be a USD70mln payer of USD 3Y at 2.93676%
- At 03:49GMT there appeared to be a USD94mln receiver of USD 5Y at 2.9718%
- At 04:08GMT there appeared to be a USD170mln payer of USD 5Y at 2.9725%
- At 04:09GMT there appeared to be a USD91mln payer of USD 10Y at 3.0275%
- At 04:10GMT there appeared to be a USD170mln+ payer of USD 7Y at 2.9925%
- At 04:34GMT there appeared to be a USD57mln receiver of USD 10Y at 3.02594%
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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