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

US SWAPS: Spds running tighter across the curve, 2Y compressing late amid better
rate and spd receiving in short end in addition to +8k Eurodlr Red pack Blocks,
deal-tied flow in the mix. Note, 2Y spd near low end inverted levels first
extended during much of August through September. Lates spd levels:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Thu 1500    -1.12/-1.88    -0.38/-7.00   -0.81/-11.06   -0.25/-38.50
1345        -0.25/-1.00    -0.25/-6.88   -0.50/-10.75   -0.12/-38.38
1030        -0.69/-1.44    +0.00/-6.62   -0.12/-10.38   -0.06/-38.31
Thu Open    -0.50/-1.25    +0.06/-6.56   -0.25/-10.50   -0.25/-38.50
Thu 0715    -1.00/-1.75    +0.06/-6.56   -0.06/-10.31   +0.00/-38.25
Wed 1500    -0.27/-1.12    +0.16/-6.61   +0.06/-10.62   +0.75/-38.75

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