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Little change from earlier, spd curve......>

US SWAPS: Little change from earlier, spd curve little steeper but off overnight
levels, 5Y spd reverses to mildly wider. Payer flys persist after two-way in
2s-10s earlier: 2s3s5s ongoing, 3s5s7s and 3s7s10s, 2s5s10s join the list.
Current spd levels:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
11:15       -0.44/5.12     +0.12/+0.50    +0.44/-3.69   +0.69/-26.62
9:00        -0.44/5.12     -0.06/+0.31    +0.31/-3.81   +0.38/-26.94
Mon Open    -0.62/4.94     -0.12/+0.25    +0.44/-3.69   +0.62/-26.69
Mon 7:45    -0.56/5.00     -0.38/+0.00    +0.19/-3.94   +0.44/-26.88
Fri 1500    +0.38/5.00     -0.06/+0.19    -0.56/-4.44   -1.00/-27.69

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