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Spds continue to narrow across the.........>

US SWAPS
US SWAPS: Spds continue to narrow across the board, long end accelerating over
last hour. Decent flow for a shortened holiday session: $380M payer in 1s at
2.8115%, $200M payer in 2s at 2.7525%, $340M receiver in 3s from 2.683-2.6955%,
2-way in 5s, $340M payer in 10s from 2.805-2.785%, 2s3s10s payer fly.
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
10:45       -1.38/12.62   -0.94/8.12     -1.50/2.12    -1.81/-14.19
9:30        -1.25/12.75   -0.81/8.25     -0.83/2.81    -1.00/-13.38
Mon Open    -0.44/13.56   -0.56/8.50     -0.62/3.06    -0.88/-13.25

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