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U.S. swap rates have edged lower,..........>

US SWAPS
US SWAPS: U.S. swap rates have edged lower, shedding 0.2 to 0.6bp at writing,
moving back from early session lows. Large reported flow has been limited.
- Latest spd levels:
* 2Y +0.27/21.00
* 5Y +0.04/14.63
* 10Y -0.06/6.18
* 30Y unch./-11.38
- At 00:22GMT there appeared to be a USD70mln payer of USD 3Y at 3.1557%
- At 01:50GMT there appeared to be a USD52mln receiver of USD 2Y at 3.10392%
- At 02:36GMT there appeared to be a USD120mln payer of USD 5Y at 3.17083%
- At 03:30GMT there appeared to be a USD59.7k 4Y-5Y-6Y Fly, paying the belly
- At 04:51GMT there appeared to be a USD170mln payer of USD 5Y at 3.1725%
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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