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Spds running tighter across the board......>

US SWAPS
US SWAPS: Spds running tighter across the board after the bell, reversing modest
wides after NY Fed annc'd lower another reduction in daily Tsy securities
purchases next week to $15B from $30B this week. Decent swappable supply
generated two-way flow as well. Latest spd levels
Time(ET)   2Y Swap/Mid   5Y Swap/Mid    10Y Swap/Mid   30Y Swap/Mid
Fri 1500  -0.44/+21.06   -0.62/+11.75   -0.19/+7.25    -0.88/-36.62
1200      +0.19/+21.69   +0.38/+12.75   +0.56/+8.00    +0.25/-35.25
0930      +0.06/+21.56   +0.12/+12.50   +0.31/+7.75    +0.62/-34.88
Fri Open  +0.00/+21.50   +0.19/+12.56   +0.31/+7.75    +0.75/-34.75
Fri 0730  +0.50/+22.00   +0.38/+12.75   +0.06/+7.50    +0.25/-35.25
Thu 1500  -0.06/+21.31   -0.25/+12.38   +0.62/+7.38    +1.12/-36.12

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