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US$ swaps have been more active in.........>

US SWAPS
US SWAPS: US$ swaps have been more active in Wednesday's Asia-Pacific session,
with focus on curve & fly plays 
* 2Y +0.16/26.10
* 5Y -0.05/12.45
* 10Y -0.25/3.50
* 30Y unch./-10.00
- At 01:14GMT there appeared to be a USD56.4k 3Y-4Y-5Y Fly, paying the belly
- At 01:15GMT there appeared to be a USD92.6k 3Y-4Y-5Y Fly, paying the belly
- At 01:16GMT there appeared to be a USD37.6k DV01 3Y-4Y STEEPENER at
4.49999999999999bp
- At 01:58GMT there appeared to be a USD100mln payer of USD 2Y at 2.7805%
- At 02:26GMT there appeared to be a USD42.9k 2Y-3Y-5Y Fly, receiving the belly
- At 02:48GMT there appeared to be a USD38.7k DV01 2Y-4Y FLATTENER at 14.5bp
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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