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Spds holding mostly wider, top end.........>

US SWAPS
US SWAPS: Spds holding mostly wider, top end relatively narrow range. Recent
receivers in 2s and 5s fading move, flurry of flys include 2s3s5s and 2s3s10s
receivers, 2s5s10 payer fly. Earlier mixed flow helping keep spds in range,
$600M receiver 1s at 2.765-2.7394%, 2-way in 2s around 2.6797-2.6795%, same in
3s around 2.6157-2.6145%, modest payer 5s at 2.5985%, 2s3s5s payer fly. Latest
spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
10:45       +0.62/16.00   +0.56/9.12     +0.38/2.62    -0.31/-19.44
9:30        +0.56/15.94   +0.44/9.00     +0.31/2.56    -0.25/-19.38
Mon Open    +0.38/15.75   +0.31/8.88     +0.19/2.44    -0.38/-19.50
Mon 7:30    +0.62/16.00   +0.25/8.81     +0.19/2.46    -0.25/-19.38
Fri 2:45    +1.25/15.75   +0.50/8.50     +0.12/2.25    +0.00/-18.62

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