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Spds running mixed, wings tighter vs.......>

US SWAPS
US SWAPS: Spds running mixed, wings tighter vs. wider intermediates. Limited
overnight flow included macro fund paying in 10s, recent rate paying in 5s and
10s. Latest spread levels:
* 2Y -0.31/22.56
* 5Y +0.25/4.88
* 10Y +0.50/-5.75
* 30Y -0.06/-35.12
Friday recap: Spds mixed by the close, wings tighter vs. wider intermediates,
spd curve steeper all session. Short end lead move all day, moving off first
half narrows in second half. Modest but consistent rate receiving in 2s-5s
earlier, with some fast$ paying in 2s-3s late. OTC and exchange traded option
vol off sharply as Fed chair Yellen delivered Jackson Hole speech w/no comments
on policy direction or eco outlook.

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