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Spds mostly tighter by the early close,....>

US SWAPS
US SWAPS: Spds mostly tighter by the early close, spd curve flatter heading into
the extended holiday weekend. Earlier flow included $200M payer in 5s around
2.2974-2.29232% and $301.4k 4Y-5Y-10Y Fly, paying the belly. Coming into the
session, spds were running marginally mixed in the short end to steady out the
curve on light curve flow, 4s5s and 7s10s steepeners. OTC vol steady/firmer into
extended holiday weekend, gamma outperforming. Latest spread levels:
* 2Y  +0.25/20.81
* 5Y  -0.44/4.38
* 10Y -0.69/-2.12
* 30Y -1.25/-21.88

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