Free Trial

U.S. swap rates have edged lower in line...>

US SWAPS
US SWAPS: U.S. swap rates have edged lower in line with broader risk sentiment,
with the curve sitting flatter, although Tsys have outperformed swaps, leading
to modest spread widening.
- Latest spd levels:
* 2Y unch./18.13
* 5Y +0.07/12.27
* 10Y +0.28/5.70
* 30Y +0.55/-9.08
- Trades of note included:
- At 00:04GMT there appeared to be a USD170mln+ payer of USD 7Y at 3.2362%
- At 00:28GMT there appeared to be a USD100mln payer of USD 2Y at 3.151%
- At 02:38GMT there appeared to be a USD50mln payer of USD 2Y at 3.14875%
- At 02:39GMT there appeared to be a USD100mln payer of USD 2Y at 3.14875%
- At 02:46GMT there appeared to be a USD50mln payer of USD 2Y at 3.14875%
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.