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Reporting on key macro data at the time of release.
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US SWAPS: Spds broadly wider by the bell, at/near late session highs amid decent
rate and spd paying in shorts to intermediates late, spd curve flatteners in
intermediates. Latest spd levels:
* 2Y +1.62/26.25
* 5Y +1.56/13.31
* 10Y +1.19/5.19
* 30Y +1.44/-8.56