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There has been more interest in curve......>

US SWAPS
US SWAPS: There has been more interest in curve plays thus far, with 2-way flow
noted in the 5-Year space.
* 2Y -0.01/23.74
* 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%
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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