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

US SWAPS
US SWAPS: Spds running tighter across the curve, wider 5Y optical after 5Y
auction tailed 1.2bp. Spds continue to compress after the bell. Current levels:
Time(ET)   2Y Swap/Mid   5Y Swap/Mid    10Y Swap/Mid   30Y Swap/Mid
Wed 1500  -0.69/+8.62    +0.50/+3.75    -0.38/-1.00    -1.12/-46.88
1200      +0.25/+9.56    +0.69/+3.94    -0.12/-0.75    -1.00/-46.75
0900      -0.06/+9.25    +0.25/+3.50    -0.25/-0.88    -0.38/-46.12
Wed Open  +0.06/+9.38    +0.12/+3.38    -0.38/-1.00    -0.44/-46.19
Tue 1500  -0.19/+9.06    -0.75/+3.25    -0.75/-0.75    -0.62/-45.38

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