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US SWAPS: Spds running steady/mixed, front end inching off marginally tighter
levels. Light flow so far w/payers in 2s around 2.4325%, receivers in 10s at
2.4575%. Latest spd levels:
Time (ET) 2Y Swap/Mid 5Y Swap/Mid 10Y Swap/Mid 30Y Swap/Mid
9:15 -0.06/9.31 +0.00/3.12 +0.25/-1.75 +0.50/-24.75
Thu Open -0.25/9.12 -0.12/3.00 +0.12/-1.88 +0.38/-24.88
Wed 3:00 +1.00/9.62 -0.25/3.25 -0.19/-1.69 -0.62/-24.88
Wednesday recap: Front end spds continue to grind wider, dragging balance of
spds off earlier lows. In-line, heavier rate paying in 1s (>$2B nominal) around
2.5690-2.5675%, 2s and 7s (around 2.361-2.375%; mixed flys last hour includes
2,3,4 receiver and 2s5s6s payer. Earlier -- 2Y popped wider in post 3M LIBOR
higher set/front end selling, rate paying around 2.443%-2.4352%. Spds were
tighter on back of Tue's healthy issuance.