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Spds running mixed by the bell, spd........>

US SWAPS
US SWAPS: Spds running mixed by the bell, spd curve steeper all session. Modest
deal-tied flow and large Eurodlr Red pack Block (6.5k EDU1-EDM2 at -0.0012)
likely swap related underpinned short end. Current levels
Time(ET)   2Y Swap/Mid   5Y Swap/Mid    10Y Swap/Mid   30Y Swap/Mid
Thu 1530  -0.56/+5.81    -0.12/+3.50    +0.12/-2.56    +0.62/-50.00
1330      -0.44/+5.94    -0.12/+3.50    +0.06/-2.62    +0.50/-50.12
1130      -0.38/+6.00    -0.12/+3.50    +0.06/-2.62    +0.12/-50.50
1015      -0.38/+6.00    -0.12/+3.50    -0.12/-2.81    +0.12/-50.50
Thu Open  +0.00/+6.38    +0.12/+3.75    +0.44/-2.25    +0.31/-50.31
Wed 1500  +0.00/+6.31    -1.12/+3.62    -1.12/-2.88    -1.12/-50.75

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