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The swaps curve sits a little flatter......>

US SWAPS: The swaps curve sits a little flatter last, with limited large flow
reported overnight.
- Latest spd levels:
* 2Y +0.01/19.73
* 5Y +0.02/12.90
* 10Y +0.38/6.00
* 30Y -0.32/-7.00
- Trades of note included:
- At 01:35GMT there appeared to be a 10-30Y FLATTENER at 2.78bp
- At 02:03GMT there appeared to be a USD60mln receiver of USD 10Y at 3.0073%
- At 02:11GMT there appeared to be a USD120mln payer of USD 10Y at 3.00762%
- At 02:25GMT there appeared to be a USD52mln receiver of USD 2Y at 2.86476%
MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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