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The swap space has been relatively.........>

US SWAPS
US SWAPS: The swap space has been relatively listless thus far, with futures
block trades garnering the most attention in the US Tsy space.
* 2Y +0.01/24.13
* 5Y unch/9.88
* 10Y -0.10/3.25
* 30Y +0.02/-8.16
- At 02:02GMT there appeared to be a USD100mln payer of USD 5Y at 3.00358%
- At 03:00GMT there appeared to be a USD57mln receiver of USD 10Y at 3.0955%
- At 03:01GMT there appeared to be a USD110mln receiver of USD 5Y at 2.997%
- At 05:05GMT there appeared to be a USD110mln payer of USD 5Y at 3.0019%
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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