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US SWAPS: Spds continue to hold mildly wider in the short end and tighter out
the curve. Flow remains relatively light w/2-way in 2s around 2.8235-2.830%,
2s3s and 3s4s steepeners and some deal-tied paying in 5s. Decent fly activity
2s4s5s and 8s9s10s, receiving the belly. Latest spd levels:
* 2Y +0.19/23.69
* 5Y -0.12/14.12
* 10Y -0.38/6.94
* 30Y -0.12/-3.25