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Spds running mostly tighter by the bell,...>

US SWAPS
US SWAPS: Spds running mostly tighter by the bell, long end resisting move. In
line flow: >$500M 1Y receiver at 2.7175%, receiver in 2s at 2.6322% coming into
NY open, 8s9s10s payer fly. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Mon Open    -0.56/15.00   -0.38/6.69     -0.44/2.62    +0.25/-16.00
Mon 7:15    +0.00/15.56   +0.12/7.19     +0.25/3.31    +0.75/-15.50
Fri 3:00    +0.06/15.50   +0.50/6.50     +0.69/2.69    +1.31/-16.69
Friday recap: Spds running wider across the curve, short end lagging despite
decent flurry of 2yr payers last couple hours. Additional rate paying in 5s
around 2.544 to 2.538%. 

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