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U.S. swap rates have edged higher, as......>

US SWAPS
US SWAPS: U.S. swap rates have edged higher, as have Tsy yields, with the long
end leading the way in swaps during the second half of the session. Large
reported flows have been limited.
- Latest spd levels:
* 2Y +0.24/20.05
* 5Y +0.24/15.49
* 10Y +0.10/6.98
* 30Y +0.25/-11.00
- Trades of note included:
- At 00:25GMT there appeared to be a USD100mln payer of USD 5Y at 3.113%
- At 02:39GMT there appeared to be a USD100mln receiver of USD 2Y at 3.06%
- At 03:39GMT there appeared to be a USD50mln payer of USD 10Y at 3.20092%
- At 05:10GMT there appeared to be a USD60mln payer of USD 2Y at 3.06%
- At 05:11GMT there appeared to be a USD50mln payer of USD 5Y at 3.12%
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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