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Reporting on key macro data at the time of release.
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US SWAPS: Spds holding modestly tighter for the most part. Recent flow includes.
* $240M payer 5y, 2.1475%
* $240M payer 5y, 2.1555%
* $170M payer 7y, 2.28438%
* 5y/6y steepener after 5y/7y fattener