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Spds running mixed, spd curve..............>

US SWAPS
US SWAPS: Spds running mixed, spd curve flatter/holding to narrow range amid
modest deal-tied paying. Other recent flow includes 2s5s10s receiver fly, modest
rate paying in 10s. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
11:00       +0.06/15.56   +0.31/8.81     -0.38/3.38    -0.31/-17.81
10:15       +0.12/15.62   +0.31/8.81     -0.31/3.44    -0.25/-17.75
Tue Open    +0.38/15.88   +0.25/8.75     -0.25/3.50    -0.25/-17.75
Fri 3:00    -0.69/15.69   -0.44/8.94     +0.06/3.38    +0.19/-18.44
Fri Open    +0.12/16.50   +0.19/9.56     +0.06/3.38    +0.25/-18.38
Friday recap: Mixed, spd curve steeper vs. continued flattening in Tsy yld
curves. Light deal-tied unwinds, spd curve steepeners in play, quiet ahead
extended holiday weekend.

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