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US SWAPS: *** Spds continue to ratchet tighter, long end joining short end
recently. Recent flow:
* At 11:30BST there appeared to be a US100mln payer of USD 10Y at 2.06813%
* At 11:24BST there appeared to be a US100mln payer of USD 5Y at 1.76957%
Latest spread levels:
* 2Y -1.31/22.50
* 5Y -0.31/7.88
* 10Y -0.56/-4.53
* 30Y -1.06/-35.62