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*** US SWAPS: Outright swap flow was.......>

US SWAPS
US SWAPS: *** US SWAPS: Outright swap flow was seemingly driven by receivers as
Tsy yield's moved lower overnight, while curve plays were driven by steepening
positions
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- At 01:09GMT there appeared to be a USD34.9k DV01 2Y-5Y STEEPENER at 13.75bp
- At 01:53GMT there appeared to be a USD100mln receiver of USD 3Y at 2.7291%
- At 01:57GMT there appeared to be a USD51.1k DV01 3Y-5Y STEEPENER at 5.70bp
- At 02:14GMT there appeared to be a USD50mln receiver of USD 5Y at 2.7875%
- At 02:24GMT there appeared to be a USD51mln receiver of USD 2Y at 2.65407%
- At 02:30GMT there appeared to be a USD100mln receiver of USD 3Y at 2.73%
- At 02:47GMT there appeared to be a USD185.4k 6Y-7Y-8Y Fly, paying the belly
- At 04:03GMT there appeared to be a USD46.5k DV01 2Y-5Y STEEPENER at 13.536bp
- At 04:16GMT there appeared to be a USD120mln receiver of USD 2Y at 2.65375%
- At 04:24GMT there appeared to be a USD56mln receiver of USD 5Y at 2.78625%
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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