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US TSYS/SUPPLY

Review 20Y Bond Auction Re-Open, On the Screws

EURUSD TECHS

Bearish Threat Remains Present

US TSYS/SUPPLY

WI 20Y Bond Re-Open

OPTIONS

Mostly Downside In Euribor

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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

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