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Swap spreads holding tightening move.......>

US SWAPS
US SWAPS: Swap spreads holding tightening move with 2-yr now 5bp tighter at
28.89bps. Decent swap fly just gone through:
* At 15:58GMT there appeared to be a minimum USD222k DV01 5Y-7Y-10Y Fly,
receiving the belly
* At 15:59GMT there appeared to be a USD250mln payer of USD 2Y at 2.5833% --
looks to have been passed on.
* At 15:15GMT there appeared to be a USD147.4k DV01 2Y-10Y-30Y Fly, receiving
the belly
* At 14:11GMT there appeared to be a USD79.2k DV01 3Y-4Y STEEPENER at 5.04bps --
looks to have been passed on as well

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