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Intermediate spds lead charge wider,.......>

US SWAPS
US SWAPS: Intermediate spds lead charge wider, pulling wings off earlier lows as
markets looking to scale back at least some of the risk-aversion trade over the
past week. Fast$ continued rate paying in 2s-10s. Note, intermediates appr 8-9bp
off last week Mon's inverted lows. Latest spd levels:
Time(ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Mon 1500   -0.25/+6.75    +2.06/+6.44   +1.94/-1.31    +0.12/-37.38
1330       -0.44/+6.56    +2.31/+6.69   +2.12/-1.12    +0.38/-37.12
1200       -0.75/+6.25    +2.31/+6.69   +2.06/-1.19    +0.12/-37.38
0930       -1.38/+5.62    +1.12/+5.50   +1.00/-2.25    -1.00/-38.50
Mon Open   -0.69/+6.31    +1.12/+5.50   +0.81/-2.44    -1.50/-39.00
Mon 0715   -0.50/+6.50    +0.62/+5.00   +0.88/-2.38    -1.50/-39.00
Fri 1500   +2.19/+6.44    +1.88/+3.50   +1.38/-4.25    -0.00/-38.00

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