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Spds inched tighter across the board,......>

US SWAPS
US SWAPS: Spds inched tighter across the board, short end joining longer spds
amid modest deal-tied flow. Directional w/decline in Tsy ylds, rather decent
rate paying note in shorts to intermediates in second half. Earlier flow
included 2s5s10s receiver fly, modest rate paying in 10s. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Tue 3:00    -0.75/14.75   -0.12/8.38     -0.62/3.12    -0.94/-18.44
12:15       -0.38/15.12   +0.12/8.62     -0.38/3.38    -0.31/-17.81
11:00       +0.06/15.56   +0.31/8.81     -0.38/3.38    -0.31/-17.81
10:15       +0.12/15.62   +0.31/8.81     -0.31/3.44    -0.25/-17.75
Tue Open    +0.38/15.88   +0.25/8.75     -0.25/3.50    -0.25/-17.75
Fri 3:00    -0.69/15.69   -0.44/8.94     +0.06/3.38    +0.19/-18.44

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