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Trades of note included: - At 00:04GMT.....>

US SWAPS
US SWAPS: Trades of note included:
- At 00:04GMT there appeared to be a 8Y-9Y-10Y Fly, receiving the belly, hard to
be sure of size 
- At 00:06GMT there appeared to be a USD51.2k DV01 3Y-5Y FLATTENER at 1.925bp
- At 00:32GMT there appeared to be a USD63.6k DV01 7Y-30Y STEEPENER at 20.17bp
- At 00:37GMT there appeared to be a USD240mln+ payer of USD 4Y at 2.595%
- At 00:37GMT there appeared to be a USD170mln receiver of USD 3Y at 2.6175%
- At 00:38GMT there appeared to be a USD100mln receiver of USD 5Y at 2.5975%
- At 00:48GMT there appeared to be a USD69mln receiver of USD 3Y at 2.6155%
- At 01:06GMT there appeared to be a USD200mln payer of USD 3Y at 2.6175%
- At 02:03GMT there appeared to be a USD180mln payer of USD 3Y at 2.61722%
- At 02:38GMT there appeared to be a USD51.2k DV01 5Y-10Y STEEPENER at 11.83bp
- At 02:49GMT there appeared to be a USD100mln payer of USD 5Y at 2.60041%
- At 03:31GMT there appeared to be a USD100mln receiver of USD 3Y at 2.6125%
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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