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US SWAPS: Spds running mixed, spd curve steeper as intermediates-long end move
off early narrows/widen out into the sell-off in Tsys. Recent payers on light
size (<$200M) in 6- and 10Y (2.2344% and 2.447% respectively. Latest spread
* 2Y -0.75/23.12
* 5Y -0.19/7.38
* 10Y +0.12/-1.81
* 30Y +0.62/-28.50
Tuesday recap: Spds mildly wider across the curve, top end of range, spd curve
steeper. Sporadic flow includes better rate and spd paying from fast$ and props,
modest deal-tied flow, spd curve steepeners and long end wideners as seasonal
supply winds down. OTC vol directionally higher w/Tsy ylds, 1M10Y seeing late
bid. Heavy exchange traded option volume, macro fund rolling down put strikes,
looking for futures to price in higher probability of rate hikes in first half