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US SWAPS
US SWAPS: Trades of note included:
- At 00:31GMT there appeared to be a USD96.2k+ DV01 2Y-30Y FLATTENER at 10.425bp
- At 00:57GMT there appeared to be a USD111k+ 3Y-4Y-5Y Fly, receiving the belly
- At 01:00GMT there appeared to be a USD58mln receiver of USD 10Y at 2.96%
- At 01:01GMT there appeared to be a USD100mln receiver of USD 12Y at 2.99625%
- At 01:02GMT there appeared to be a USD75mln receiver of USD 12Y at 2.99625%
- At 01:15GMT there appeared to be a USD94mln receiver of USD 5Y at 2.89313%
- At 01:17GMT there appeared to be a USD111k+ 3Y-4Y-5Y Fly, receiving the belly
- At 01:18GMT there appeared to be a USD50mln receiver of USD 10Y at 2.96101%
- At 01:31GMT there appeared to be a USD90.2k 10Y-20Y-30Y Fly, paying the belly
- At 01:49GMT there appeared to be a USD100mln receiver of USD 5Y at 2.88875%
- At 02:01GMT there appeared to be a USD50mln payer of USD 5Y at 2.88875%
- At 02:20GMT there appeared to be a USD50mln receiver of USD 2Y at 2.93024%
- At 02:38GMT there appeared to be a USD61mln payer of USD 2Y at 2.931%
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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