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US SWAPS: Spds running steady/mixed after the bell, holding to narrow range all
session. Spd curve mildly flatter, light mixed flow heading into the weekend,
ongoing repo specials 5s, 7s and 10s buffer narrowing factors. OTC and exchange
traded option vol mildly lower heading into the weekend. Latest spread levels:
* 2Y +0.25/25.00
* 5Y +0.06/8.31
* 10Y +0.06/-2.94
* 30Y -0.06/-32.75