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

US SWAPS
US SWAPS: Spds running mixed, spd curve mildly steeper with short end narrowing
from wider pre-open levels. Flow includes $240mln+ receiver of USD 3Y at 2.915%,
$170mln+ payer of USD 7Y at 3.055%, two-way 2s5s curve flow since the open,
$145.7k DV01 2s10s steepener and $291.4k 2Y-5Y-10Y Fly, receiving the belly.
Latest spd levels:
* 2Y  -0.44/23.69
* 5Y  -0.12/9.75
* 10Y +0.12/3.50
* 30Y +0.19/-8.00

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