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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.