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The swap curve sits ever so slightly.......>

US SWAPS
US SWAPS: The swap curve sits ever so slightly flatter heading into EU hours
* 2Y -0.12/23.63
* 5Y unch./9.88
* 10Y -0.06/3.63
* 30Y -0.05/-8.25
- At 02:04GMT there appeared to be a USD46.2k DV01 3Y-5Y FLATTENER at
8.37500000000002bp
- At 02:16GMT there appeared to be a USD46.6k DV01 2Y-3Y STEEPENER at 10.625bp
- At 02:20GMT there appeared to be a USD100mln payer of USD 5Y at 2.98742%
- At 02:34GMT there appeared to be a USD100mln receiver of USD 5Y at 2.98867%
- At 03:43GMT there appeared to be a USD100mln receiver of USD 5Y at 2.98867%
- At 04:10GMT there appeared to be a USD68mln payer of USD 1Y at 2.5733%~
- At 05:06GMT there appeared to be a USD57mln payer of USD 10Y at 3.093%
- At 05:39GMT there appeared to be a USD106.9k DV01 6Y-7Y STEEPENER at
2.12500000000002bp
- At 05:43GMT there appeared to be a USD100mln receiver of USD 2Y at 2.8025%
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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