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Spds tighter all day after steady/mixed....>

US SWAPS: Spds tighter all day after steady/mixed open, waves of two-way
swap-tied flow in 2s and 5s leaned towards better receivers in first half, prop
and real$ receivers in 5s and 10s later in session. Current levels:
Time (ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Fri 1500    -0.25/+5.88    -0.62/+0.00   -0.75/-5.75    -0.38/-31.75
1345        -0.38/+5.75    -0.75/-0.12   -1.00/-6.00    -0.88/-32.25
1230        -0.44/+5.69    -0.62/+0.00   -0.75/-5.75    -0.62/-32.00
1100        -0.62/+5.50    -0.25/+0.38   -0.50/-5.50    -0.50/-31.88
0930        -0.44/+5.69    -0.25/+0.38   -0.12/-5.12    -0.25/-31.62
Fri Open    -0.19/+5.94    -0.06/+0.56   -0.12/-5.12    -0.12/-31.50
Fri 0715    -0.38/+5.75    +0.12/+0.75   +0.00/-5.00    -0.12/-31.50
Thu 1500    -0.69/+6.56    -0.38/+0.75   -0.50/-5.00    -0.81/-31.31
Thursday recap: Tighter across the curve by the bell, long end extends move
late, week's incoming swappable supply leaving it's mark.

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