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Spds still mixed after the bell, spd.......>

US SWAPS
US SWAPS: Spds still mixed after the bell, spd curve flatter vs. renewed
steepening in Tsy yld curves. Early NY flow two-way in 2s, 3s and 5s but tending
toward better rate and spd paying, decent volume in 2s5s10s receiver fly. Expect
5s-10s to narrow later in day as corp supply tied hedging unwound. Latest spd
levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Tue 3:00    +1.12/16.81   +0.06/9.12     +0.38/2.88    -0.69/-20.94
9:30        +0.81/16.50   +0.00/9.06     +0.00/2.50    -0.94/-21.25
Tue Open    +0.62/16.31   -0.19/8.88     -0.06/2.38    +0.25/-20.06
Mon 2:55    +0.81/16.19   +0.50/9.06     +0.25/2.50    -0.50/-19.62

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