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US SWAPS
US SWAPS: Spds hold wider by the bell, limited action after first half moves.
Short end holds mildly positive territory after dis-inverting first time since
beginning of the month. Modest swap-tied volume on the session includes better
rate paying in 5s and 7s. Limited deal-tied flow, appears specs positioning for
further widening. Current spd levels:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Mon 1500    +0.12/+1.25    +0.38/-4.50   +0.44/-10.50   +0.69/-40.44
1330        +0.12/+1.25    +0.31/-4.56   +0.50/-10.44   +0.56/-40.56
1130        +0.25/+1.38    +0.50/-4.38   +0.44/-10.50   +0.56/-40.56
0930        +0.12/+1.25    +0.38/-4.50   +0.56/-10.38   +0.62/-40.50
Mon Open    +0.12/+1.25    +0.44/-4.44   +0.44/-10.50   +0.44/-40.69
Mon 0730    +0.38/+1.50    +0.56/-4.31   +0.50/-10.44   +0.38/-40.75
Fri 1500    +1.25/+0.81    +1.75/-4.75   +1.38/-10.56   +2.00/-40.56
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