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Spds running tighter across the curve,.....>

US SWAPS
US SWAPS: Spds running tighter across the curve, decent front end receiving in
2s, over $1B nominal from 2.433-2.440%, keeping spds tighter as ylds rise post
data. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
8:45        -0.38/10.75   -0.44/3.50     -0.38/-2.31   -0.44/-26.00
Thu Open    -0.31/10.81   -0.12/3.81     -0.12/-2.06   -0.69/-26.25
Wed 3:00    -0.79/11.12   -0.69/4.00     -0.81/-1.94   -1.10/-25.50
Wed Open    -0.04/11.88   -0.50/4.19     -0.38/-1.50   -0.41/-24.81
Wednesday recap: Spds running tighter/spd curve continues to flatten amid
moderately heavy deal-tied flow. Other flow over last couple hours includes
receiving in 2s at 2.4465%, receiving in 3s at 2.372%, light payers in 5s at
2.3745% and 10s at 2.504%, 2s3s5s receiver fly. 

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