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Spd curve flatter by the bell/off midday...>

US SWAPS
US SWAPS: Spd curve flatter by the bell/off midday levels w/long end paring
move. Moderate 2-way flow on the session includes decent scale receiver in 2s,
appr $750M from 2.7079-2.7050%, small paying in 3s at 2.6525%, receiver in 4s at
2.6475%, 2-way in 5s; two-way 2s3s5s fly, 3s5s10s payer fly and 3s4s7s receiver
fly. Latest levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Wed 3:00    +0.06/13.00   -1.19/6.31     -0.62/1.75    -1.00/-15.38
1:15        +0.56/13.75   -0.94/6.56     -0.62/1.75    -1.12/-15.50
11:30       +0.25/13.44   -0.62/6.88     -1.00/1.38    -1.62/-16.00
10:30       +0.31/13.50   -0.50/7.00     -1.00/1.38    -1.19/-15.56
Wed Open    +0.75/13.75   +0.00/7.50     -0.44/1.94    -0.62/-15.00
Wed 7:30    +1.31/14.31   +0.44/7.94     -0.12/2.25    +0.12/-14.25

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