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US SWAPS
US SWAPS: Very limited reported flow observed against the backdrop of the Lunar
New Year. Swap rates are a touch lower across the board.
- Latest spd levels:
- 2Y -0.11/14.07
- 5Y +0.13/8.77
- 10Y unch./2.50
- 30Y unch./-18.75
- Trades of note included:
- At 00:03GMT there appeared to be a USD100mln payer of USD 3Y at 2.6294%
- At 00:04GMT there appeared to be a USD61mln receiver of USD 5Y at 2.61766%
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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