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US SWAPS: Very little in the way of notable U.S. swap flow booked thus far in
Asia-Pacific trade, mixed curve trades across various maturities, but in fairly
limited size (DV01 terms). There was a $300mn 2-Year trade placed, but priced
off market, so no clear indication of level or direction. Swap curve a touch
flatter, spreads vs. Tsys wider in the main.
- Latest spd levels:
* 2Y +0.38/16.50
* 5Y unch./9.25
* 10Y +0.03/3.28
* 30Y -0.25/-20.00