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Spds running wider across the curve, off...>

US SWAPS
US SWAPS: Spds running wider across the curve, off earlier highs, however, after
surge in swap-tied paying/receiver unwinds around 0900ET in 2s-10s, flow turning
more two-way over last hours, some deal-tied and pre-auction short sets well
ahead the 2Y note auction. Latest levels:
Time(ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
1045       +0.75/+2.06    +1.00/-0.38   +0.75/-6.25    +0.38/-37.12
0900       +1.62/+2.94    +1.19/-0.19   +1.19/-5.69    +1.12/-36.38
Tue Open   -0.25/+1.06    +0.38/-1.00   +0.25/-6.75    +0.12/-37.38
Mon 1500   +0.06/+1.12    +0.38/-1.50   +0.38/-7.00    -0.25/-37.62
Mon Open   -0.31/+0.62    -0.06/-2.75   -0.38/-8.50    -0.88/-38.75
Monday recap: Spds running mildly wider for the most part -- off first-half
narrows. Quiet week opener for spds as issuers plied sidelines amid rise in mkt
risk/vol

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