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Trades of note included: - At 00:00GMT.....>

US SWAPS
US SWAPS: Trades of note included:
- At 00:00GMT there appeared to be a USD170mln+ receiver of USD 9Y at 2.66%
- At 00:02GMT there appeared to be a USD140mln payer of USD 7Y at 2.60625%
- At 00:03GMT there appeared to be a USD170mln+ payer of USD 8Y at 2.6325%
- At 00:03GMT there appeared to be a USD110mln payer of USD 9Y at 2.66%
- At 01:33GMT there appeared to be a USD60mln payer of USD 2Y at 2.63762%
- At 01:34GMT there appeared to be a USD130mln payer of USD 8Y at 2.63%
- At 01:35GMT there appeared to be a USD170mln+ payer of USD 9Y at 2.6575%
- At 01:36GMT there appeared to be a USD100mln payer of USD 10Y at 2.685%
- At 03:54GMT there appeared to be a USD69mln receiver of USD 7Y at 2.6%
- At 04:11GMT there appeared to be a USD51.3k DV01 5Y-30Y FLATTENER at 25.227bp
- At 04:14GMT there appeared to be a USD51.3k DV01 5Y-30Y STEEPENER at 25.122bp
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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