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Spds mostly tighter by the bell, long......>

US SWAPS
US SWAPS: Spds mostly tighter by the bell, long end reversing course to mildly
wider. That said, limited flow on net included switches in 2s and 5s earlier,
payer in 5s at 1.78977%, 2s5s7s receiver fly, deal-tied paying helping spds from
narrowing further. Latest spd level:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Wed 1500    -0.40/3.25     -0.57/-2.04    -0.24/-7.34   +0.12/-36.31
1245        -0.49/3.16     -0.70/-2.17    -0.42/-7.52   -0.32/-36.75
1115        -0.19/3.56     -0.40/-1.87    -0.37/-7.47   -0.25/-36.67
1000        -0.19/3.56     -0.45/-1.92    -0.42/-7.52   -0.35/-36.77
Wed Open    +0.62/3.44     -0.15/-1.62    -0.40/-7.00   -0.12/-36.56
Wed 0730    +0.31/3.12     -0.15/-1.62    -0.40/-7.00   -0.07/-36.50
Tue 1500    +0.06/2.62     -0.31/-1.69    -0.38/-7.12   -1.12/-36.31

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