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Spreads running tighter, spd curve.........>

US SWAPS
US SWAPS: Spreads running tighter, spd curve mildly flatter albeit in light
volume although there appeared to be a USD131.4k DV01 10y-12Y-15Y fly, with
account paying the belly and then a 11Y-12Y steepener in USD126k DV01. Latest
spread levels: 
* 2Y -0.24/25.94 
* 5Y -0.69/7.56 
* 10Y -0.39/-4.95 
* 30Y -0.56/-33.0
Monday recap: Spreads ran mixed by the bell, with 2s and 10s running slightly
tighter while 5s and 30s are modestly wider. Some decent swap flow seen with a
5Y/7Y/10Y $162k DV01 fly paying in the belly seen and outright receiving in 5Y,
8Y and 9Y and a 6Y/7Y flattener as well.

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