Spds running wider, top end session........>

US SWAPS: Spds running wider, top end session range w/exception of 30Y--long end

holding near steady. Modest swap flow seeing better receivers in 2s-5s, mixed

flys w/2s5s10s payer and 3s5s10s receiveron small size. Latest spd levels:

Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid

10:45       +1.12/16.00   +0.88/5.88     +0.38/2.38    +0.06/-17.44

9:30        +1.12/16.00   +0.81/5.81     +0.31/2.31    +0.12/-17.38

Mon Open    +0.62/15.50   +0.44/5.44     +0.25/2.25    +0.25/-17.25

Fri 3:00    +0.38/14.12   +0.50/5.25     +0.06/2.19    -0.69/-17.38

Friday recap: Spds mildly wider for the most part by the bell, long end on

session narrows. Decent volume on earlier moves with better paying in short end

(1Y at 2.76378%, large $1B payer in 2s around 2.686%-2.6945%, near $750M payer

in 5s from 2.6550%-2.63728%, light receiving in 6s-7s, 2s3s5s payer fly.