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

US SWAPS
US SWAPS: Spds running tighter across the curve, moderate unwind of last week's
expansion to session lows. Rate locks vs. incoming swappable supply helping keep
spds in range. Current levels:
Time(ET)   2Y Swap/Mid   5Y Swap/Mid    10Y Swap/Mid   30Y Swap/Mid
Tue 1500  -0.19/+9.06    -0.75/+3.25    -0.75/-0.75    -0.62/-45.38
1345      -0.06/+9.19    -0.75/+3.25    -0.75/-0.75    -0.62/-45.38
1130      +0.31/+9.56    -0.62/+3.38    -0.75/-0.75    -0.31/-45.06
0945      +0.06/+9.31    -0.75/+3.25    -0.69/-0.69    -0.56/-45.31
Tue Open  -0.12/+9.12    +0.00/+4.00    +0.25/+0.25    +0.75/-44.00
Tue 0715  -0.12/+9.12    +0.00/+4.00    +0.25/+0.25    +0.75/-44.00

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