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US SWAPS: Spds still tighter but off earlier narrows in 2s-10s, long end holding
near lows. Deal-tied flow in the mix, as well as 2-way 2s5s curve flow on modest
size, 2s10s steepeners. Earlier flow included, receiver in 2s (2.8816-2.8812%)
receiver in 5s (2.8805%-2.8748%), 5s9s steepener; earlier flow includes payer in
5s (2.8714%). Latest spd levels:
* 2Y -0.19/22.62
* 5Y -0.19/13.81
* 10Y -0.19/6.44
* 30Y -0.75/-4.38