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Spds mildly wider for the most part,.......>

US SWAPS
US SWAPS: Spds mildly wider for the most part, short end tighter since the open,
spd curve steeper vs. flatter yld curves. Light two-way flow on shortened
pre-holiday session. Earlier flow includes 2-way in 2s and 5s, better net
receiver in 5s and 2s/6s flattener, earlier receiving out the curve. Latest spd
levels:
* 2Y  -0.19/25.69
* 5Y  +0.19/15.50
* 10Y +0.19/7.88
* 30Y +0.12/-5.25

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