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US SWAPS: Spds mildly tighter into the close, low end narrow range. Sources
noted bank paying in 10s coming into the session followed by flow includes $240M
payer in 3s at 1.96125% after 10Y10Y forward steepener. Better paying from
fast$, real$ and insurance portfolios across the board into the Tsy sale. Real
vol supportive of OTC/exchange implied vol, off earlier highs, flow volume
moderating after ECB annc, still waiting to hear from US Pres Trump on Fed chair
appt., Taylor considered a tail even for mkts (re: higher Tsy ylds), Powell
still leads w/68%. Latest spread levels:
* 2Y -0.31/22.44
* 5Y -0.31/7.44
* 10Y -0.31/-2.62
* 30Y -0.31/-29.31