Free Trial

Tighter across the curve by the bell,......>

US SWAPS
US SWAPS: Tighter across the curve by the bell, long end extends move late,
week's incoming swappable supply leaving it's mark. Current levels:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Thu 1500    -0.69/+6.56    -0.38/+0.75   -0.50/-5.00    -0.81/-31.31
1315        -0.62/+6.62    -0.19/+0.94   -0.19/-4.69    -0.44/-30.94
1115        -0.69/+6.56    -0.50/+0.62   -0.31/-4.81    -0.50/-31.00
0900        -0.69/+6.56    -0.50/+0.62   -0.31/-4.81    -0.50/-31.00
Thu Open    -0.62/+6.62    -0.25/+0.88   -0.12/-4.62    +0.00/-30.50
Thu 0715    -0.12/+7.12    -0.06/+1.06   +0.12/-4.38    +0.06/-30.44
Wed 1500    -0.31/+7.12    -0.56/+1.19   -0.56/-4.38    +0.19/-30.31
Wednesday recap: Spds running mostly tighter after the bell, mostly at/near
session lows w/long end bouncing wider late in session. Limited two-way flow on
day, corporate issuance hedge unwinds helping late compression.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.