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Holding wider, intermediates to long end...>

US SWAPS
US SWAPS: Holding wider, intermediates to long end extending move. Decent
two-way flow w/better paying in 2s and 5s last hour, payer in 10s at 0.54625%,
2s5s10s receiver fly. Current spd levels:
Time(ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
1000       +5.12/+18.00   +3.62/+16.12  +5.75/+13.5    +5.00/-28.25
Mon Open   +6.62/+19.50   +2.38/+14.88  +3.75/+11.5    +3.00/-30.25
Fri 1500   +6.88/+15.38   +5.12/+11.75  +6.12/+6.75    +4.75/-35.50
Fri Open   +3.25/+11.75   +1.75/+8.38   +3.12/+3.75    +0.50/-39.75

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