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US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

EURJPY TECHS

Bullish Conditions Intact

US SWAPS
US SWAPS: Not much change in spds since this morning, wings still wider vs.
tighter intermediates, short end paring move slightly. Late morning to midday
flow includes decent wo-way in 5s, mild spd curve flatteners in 2s vs. 3s and
5s, 2s3s10s fly, paying the belly. Early session flow included spd curve
flatteners in 2s vs. 5s and 10s, 3s7s flattener, flys include 2s3s10s and
3s6s7s, paying the belly. Deal-tied paying amid decent swappable supply. Latest
spd levels:
* 2Y +0.25/20.12
* 5Y -0.25/15.12
* 10Y -0.06/6.81
* 30Y +0.75/-10.50