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Recent Eurodollar Blocks..3K Red packs,....>

US SWAPS: Recent Eurodollar Blocks..3K Red packs, 10k Red Jun20 1y bundles are
likely sales -- and swap related as 2Y swap spd has hit session wides last 20
minutes. No Tsy auctions next week...but corp issuance should ramp up on heels
of multiple financial shares issuing earning (Q4) next week. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Fri 2:45    +1.25/15.75   +0.50/8.50     +0.12/2.25    +0.00/-18.62
1:15        +1.00/15.50   +0.50/8.50     +0.19/2.31    -0.12/-18.75
9:15        +0.88/15.38   +0.50/8.50     +0.31/2.44    -0.38/-19.00
Fri Open    +0.25/14.75   +0.25/8.25     +0.12/2.25    -0.50/-19.12
Thu 3:00    -0.56/14.56   +0.31/8.31     -0.31/2.50    -1.69/-18.44
Thursday recap: Spds tighter after the bell, spd curve steepened w/long end
leading way into Tsy bond auction. Mixed front end flow in first half: 1s around
2.771-2.7691%, 5s around 2.61384-2.61484%, payer in 3s at 2.63638%, payers in 5s
earlier, better receiving reported in 10s. 

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