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Spds holding mostly wider by midday amid...>

US SWAPS
US SWAPS: Spds holding mostly wider by midday amid decent two-way flow -- mild
consolidation ahead mid-late week event risk (FOMC minutes, Jackson Hole eco
symposium). First half highlights include rate receivers in 4s (2.85575%) and 5s
(2.85571%), 2s3s and 3s4s steepeners, 2s3s4s receiver fly, 3s6s7s payer fly.
Latest spd levels:
* 2Y  -0.75/20.06
* 5Y  +0.66/14.75
* 10Y +0.44/7.69
* 30Y +0.56/-5.62

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