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Spds running broadly tighter,..............>

US SWAPS
US SWAPS: Spds running broadly tighter, directional w/new lows in Tsy ylds,
short end inverts for second time ever (last time on June 25). Forced payer
unwinds at play as well as outright receiving in 3s and 10s, light paying in 5s
after better receiving earlier, 3s7s10s receiver fly. Latest spd levels (Net
change/Mid lvl):
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
1100        -2.62/-0.06    -2.31/-5.75   -2.50/-10.25   -3.62/-41.12
0945        -2.00/0.56     -1.88/-5.31   -2.38/-10.12   -3.38/-40.88
Mon Open    -1.50/1.06     -1.07/-4.52    -1.57/-9.32   -2.32/-39.85
Fri 1500    -0.25/2.75     -0.85/-3.50    -0.32/-8.00   +0.09/-37.90

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