Free Trial

Trades of note included: - At 00:23GMT.....>

US SWAPS
US SWAPS: Trades of note included:
- At 00:23GMT there appeared to be a USD168k 20Y-25Y-30Y Fly, receiving the
belly
- At 00:39GMT there appeared to be a USD230mln receiver of USD 2Y at 3.0568%
- At 00:39GMT there appeared to be a USD50mln payer of USD 10Y at 3.1807%
- At 00:51GMT there appeared to be a USD200mln mid of USD 2Y at 3.05875%
- At 01:44GMT there appeared to be a USD110.4k+ 3Y-4Y-5Y Fly, paying the belly
- At 01:46GMT there appeared to be a USD50.6k DV01 3Y-5Y FLATTENER at 0.242bp
- At 02:02GMT there appeared to be a USD50mln receiver of USD 5Y at 3.07786%
- At 02:20GMT there appeared to be a USD200mln receiver of USD 3Y at 3.075%
- At 02:27GMT there appeared to be a USD50mln receiver of USD 5Y at 3.07875%
- At 02:42GMT there appeared to be a USD100mln receiver of USD 5Y at 3.08128%
- At 05:04GMT there appeared to be a USD115k+ 3Y-5Y-7Y Fly, paying the belly
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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.