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Spds continue to narrow, session lows in...>

US SWAPS
US SWAPS: Spds continue to narrow, session lows in late morning trade after
light carry-over rate receiving in intermediates to long end from real$ accts
extends to 2s. Modest deal-tied hedging also noted. Latest levels:
Time(ET)   2Y Swap/Mid   5Y Swap/Mid    10Y Swap/Mid   30Y Swap/Mid
1115      -0.69/+7.25    -0.25/+3.88    -0.62/-1.88    -1.00/-46.38
0900      +0.00/+7.94    +0.25/+4.38    -0.12/-1.38    -0.12/-45.50
Mon Open  +0.00/+7.94    +0.00/+4.12    -0.12/-1.38    -0.12/-45.50
Mon 0745  +0.25/+8.19    +0.00/+4.12    +0.12/-1.12    -0.12/-45.50
Fri 1500  +0.38/+7.88    +0.00/+4.00    +0.25/-1.50    +0.25/-45.62

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