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Long end spds gap wider on the back of.....>

US SWAPS
US SWAPS: Long end spds gap wider on the back of latest NY Fed buy operation
extending to 30Y securities. Huge 44bp range for long end swaps as it surges off
all-time inverted low of -87.0 overnight. Latest Spd levels
Time(ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
1030       +0.00/+0.50    +3.00/+5.25   +4.75/+0.75   +13.75/-52.00
0945       -2.25/-1.75    +1.62/+3.88   +1.25/-2.75    +4.00/-61.75
Fri Open   +1.81/+2.31    +3.25/+5.50   -2.00/-6.00    -5.25/-71.00
Fri 0730   +2.25/+2.75    +2.25/+4.50   -2.62/-6.62    -7.75/-73.50
Fri 0630   +3.50/+4.00    +3.00/+5.25   -2.50/-6.50   -15.50/-81.25*
Thu 1515   -0.25/-2.75    +0.31/+2.06   -2.50/-2.50   -12.00/-60.00

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