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Reporting on key macro data at the time of release.
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US SWAPS: Spds running mildly tighter by the bell, off low end narrow range.
Decent two-way deal-tied flow on day: US$750mln+ 5Y switch around
2.77914%-2.76734%, US$500mln receiver 2Y at 2.545%.
Mixed curve flow includes: US$97.7k DV01 5Y-10Y STEEPENER, US$89.2k DV01 2Y-3Y
STEEPENER, US$95k DV01 3Y-7Y STEEPENER, US$180.7k DV01 2Y-20Y FLATTENER.
Latest spread levels:
* 2Y -0.31/27.94
* 5Y -0.69/10.94
* 10Y -0.31/1.44
* 30Y -0.38/-17.88