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SHORT-STERLING OPTIONS

More Sterling downside

US TSY OPTIONS

Midmorning Vol Sale

US EURODLR OPTIONS

BLOCK, Call Spd Sale

US EURODLR OPTIONS

Mixed Wing Trade

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 +0.35/18.47
* 5Y +0.07/12.27
* 10Y +0.26/5.70
* 30Y +0.40/-9.23
- 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