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Spreads end Wednesday wider with the.......>

US SWAPS
US SWAPS: Spreads end Wednesday wider with the exception of 2-yr which is
marginally tighter, led by the long-end. Earlier flow saw a paying in
the belly of a 10Y-15Y-20Y fly in $150k DV01, receiving in the belly of a
5Y-6Y-7Y fly in $220k DV01 and small outright receiving in 4Y, 5Y, 6Y and 10Y.
Latest spread levels:
* 2Y -1.75/18.0
* 5Y +0.56/5.06
* 10Y +1.06/-1.69
* 30Y +1.525/-21.5

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